Finance (xirr v0.9.1)

Library to calculate IRR through the Bisection method.

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Functions

Function to calculate the XIRR for a given array of dates and values.

Link to this section Types

Specs

date() :: Date.t()

Specs

rate() :: float()

Link to this section Functions

Link to this function

xirr(dates, values)

Specs

xirr([date()], [number()]) :: rate()

Function to calculate the XIRR for a given array of dates and values.

Examples

iex> d = [{2015, 11, 1}, {2015,10,1}, {2015,6,1}]
iex> v = [-800_000, -2_200_000, 1_000_000]
iex> Finance.xirr(d,v)
{ :ok, 21.118359 }