scripbox / ex-xirr

An Elixir package for calculating XIRR.

ExXirr

A library to calculate xirr using the Newton Raphson method.

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
  

Benchmarks

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

  mix run test/xirr_comparison_bench.exs
  

• The reports are available here.

Credits

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