[Numpy-discussion] add xirr to numpy financial functions?

Joe Harrington jh@physics.ucf....
Mon May 25 23:59:23 CDT 2009

Let's keep this thread focussed on the original issue:

just add a floating array of times to irr or a new xirr
continuous interest
no more

Anyone can use the timeseries package to produce a floating array of
times from normal dates, if those are the dates they want.  If they
want some specialized financial date, they may want a different
conversion, however.  All we should provide in NumPy would be the
simplest tool.  Specialized dates and date-time conversion belong

If we're *not* skipping dates, there is no need for xirr, just use
irr, which exists.

scikits.financial seems like a great idea, and then knock yourselves
out for date conversions and definitions of compounding.  Just think
big and design it first.  But let's keep this thread on the simple
question for NumPy.


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