> The advantage of Skippers implementation using actual dates instead of > just an array of numbers is that it is possible to directly calculate > the annual irr, since the time units are well specified. The only > problem is the need for an equation solver in numpy. Just using a date > tuple would remove the problem of string parsing, and it might be > possible to extend it later to a date array. > > So, I think it would be possible to include Skippers solution, with > some cleanup and testing, if an equation solver can be found or if > np.roots can handle high order (sparse) polynomials. >
I looked a bit more: the current implementation of ``rate`` uses it's own iterative (Newton) solver, and in a similar way this could be done for a more general xirr. So with a bit of work this doesn't seem to be a problem and the only question that remains is the specification of the dates. Josef _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
