WI-XIRR

A fast XIRR calulator for Ruby

This gem uses a pure C implementation of the newtonian method for XIRR calculation.

It also uses native extensions instead of ffi so that deployed containers need not have a C compiler to run the calculation

In your Gemfile, add

gem 'wi_xirr'

And then run

bundle install

include WiXirr

# Cash Flow
amounts=[[1000, -600, -6000] 
dates=[Time.parse("1985-01-01").to_f, Time.parse("1990-01-01").to_f, Time.parse("1995-01-01").to_f] 
max_iterations=1000
initial_guess=0

result=WiXirr.calculate(amounts,dates,initial_guess,max_iterations)

Ruby 2.5

This gem was derived from the xirr gem, which supports both newtonian and bisection methods and uses ffi for inline compilation, which might be a better fit based on your needs - https://github.com/grafeno-sa/xirr

• Fork it
• Create your feature branch (git checkout -b my-new-feature)
• Run specs (rake default)
• Commit your changes (git commit -am 'Add some feature')
• Push to the branch (git push origin my-new-feature)
• Create a new Pull Request