Displaying 2 results from an estimated 2 matches for "xirr".
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irr
2008 May 13
0
xirr...
Hello.
A few weeks ago, I need to calculate the Internal Rate of Return for
irregular intervals.
There is the package 'financial', with the function 'cashflow', calculating
irr for regular intervals.
So I developed xirr, managing irregular intervals, that's accepting a vector
of dates as xirr Excel function.
You can find the code at
http://albertosantini.blogspot.com/2008/01/xirr.html
#~ Title: XIRR Excel function simulation
#~
#~ Reference 1: How to manage irregular intervals -
http://www.geocities.com/a...
2010 Aug 25
4
Secant Method Convergence (Method to replicate Excel XIRR/IRR)
Hi,
I am new to R, and as a first exercise, I decided to try to implement an XIRR function using the secant method. I did a quick search and saw another posting that used the Bisection method but wanted to see if it was possible using the secant method.
I would input a Cash Flow and Date vector as well as an initial guess. I hardcoded today's initial date so I could do ch...