Comments (5)
Hi @askmedov, thanks for the suggestion.
I have never used different day count conventions before but i figured them out and I can implement it. ETA is 2-3 weeks.
If I've got this right, XIRR is now working with ACT/365F convention, isn't it? (because of (di−d0)/365
in formula)
My source is http://www.deltaquants.com/day-count-conventions
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@Anexen yep, it's ACT/365F . Thanks a lot for the response! There are many hidden stones with the project, but it may be beneficial to start with the most popular conventions first - 30/360, ISMA-30/360 and ACT/360
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@askmedov, I want to make the library more correct and useful. What other pitfalls do you see? All formulas that are used in PyXIRR are well documented.
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@Anexen i'm not entirely sure how to handle leap years (if necessary)
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@askmedov, I've added NL/365, Act/Act among other day counting conventions. I hope this will help you deal with leap years.
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Related Issues (20)
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