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", github: "copia-wealth-studios/ex-xirr"},
     ]
   end

2. Ensure ex_xirr is started before your application:

   def application do
     [
       extra_applications: [:logger, :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
  

Credits

This is a fork of scripbox/ex-xirr.

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