Xirr

TODO: add coveralls here...

A library to calculate XIRR.

Usage

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

Installation

The package can be installed as:

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

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

2. Ensure xirr is started before your application:

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

Test

• Run the test suite using the following

    MIX_ENV=test mix test

Benchmarks

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

    mix run test/xirr_comparison_bench.exs

• The reports are available locally.

Credits

The initial work on this project was done by Scripbox India Pvt Ltd, https://scripbox.com as part of ex_xirr.

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