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 elsewhere. 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. --jh-- _______________________________________________ Numpy-discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
