numpy has irr and npv function, but I need xirr and xnpv function.
this link points out that xirr and xnpv will be coming soon. http://www.projectdirigible.com/documentation/spreadsheet-functions.html#coming-soon
Is there any python library that has those two functions? tks.
With the help of various implementations I found in the net, I came up with a python implementation:
def xirr(transactions):
years = [(ta[0] - transactions[0][0]).days / 365.0 for ta in transactions]
residual = 1
step = 0.05
guess = 0.05
epsilon = 0.0001
limit = 10000
while abs(residual) > epsilon and limit > 0:
limit -= 1
residual = 0.0
for i, ta in enumerate(transactions):
residual += ta[1] / pow(guess, years[i])
if abs(residual) > epsilon:
if residual > 0:
guess += step
else:
guess -= step
step /= 2.0
return guess-1
from datetime import date
tas = [ (date(2010, 12, 29), -10000),
(date(2012, 1, 25), 20),
(date(2012, 3, 8), 10100)]
print xirr(tas) #0.0100612640381