ExXirr

A library to calculate xirr through the Newton Raphson using parallel processes.

Usage

iex> d = [{1985, 1, 1}, {1990, 1, 1}, {1995, 1, 1}]
iex> v = [1000, -600, -200]
iex> ExXirr.xirr(d,v)
{:ok, -0.034592}

Installation

The package can be installed as:

1. Add ex_xirr to your list of dependencies in mix.exs:

    def deps do
      [{:ex_xirr, "~> 1.0.0"}]
    end

2. Ensure ex_xirr is started before your application:

    def application do
      [applications: [:ex_xirr]]
    end

Test

• Run the test suite using the following

    MIX_ENV=test mix test

• We use benchfella for the benchmark tests. Run it using the following

    MIX_ENV=test mix bench
    MIX_ENV=test mix bench
    # Generate graphs of the above runs
    MIX_ENV=test mix bench.graph

Credits

This application is built on the fantastic finance-elixir package. Many thanks to tubedude for his work.