xirr {tvm}

The IRR is returned as an effective annual rate

Description

Internal Rate of Return of an irregular cashflow (IRR)

Usage

xirr(cf, d, tau = NULL, comp_freq = 1, interval = c(-0.99999, 10), ...)

Arguments

cf

The cashflow

d

The dates when each cashflow occurs. Same length as the cashflow. Only used if tau is NULL. Assumes act/365 fractions

tau

The year fractions when each cashflow occurs. Same length as the cashflow

comp_freq

The compounding frequency used. Most relevant cases are 1 for yearly, 2 twice a year, 4 quarterly, 12 monthly, 0 no compounding, Inf continuous

interval

A length 2 vector that indicates the root finding algorithm where to search for the irr

...

Other arguments to be passed on to uniroot

Examples

xirr(cf = c(-1, 1.5), d = Sys.Date() + c(0, 365))