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usnistgov / E3

API that provides standards based economic calculations.
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Continuous Compounding #14

Closed dw13813 closed 3 years ago

dw13813 commented 3 years ago

Find library for IRR calculation

tashakim commented 3 years ago

This NumPy module (numpy.irr) seems to do the job well: https://pythontic.com/finance/numpy/irr

FYI the parameter for numpy.irr() is an integer array that represents input cash flows per time period.

Alternatively, we could use the irr() method in the pyfinmod.basic module. If you scroll to the bottom of this link, you can see an example for 'continuous compounding': https://pyfinmod.readthedocs.io/en/latest/basic.html

dw13813 commented 3 years ago

Looks good. It's been a while since I used Numpy for irr calculations.