GithubHelp home page GithubHelp logo

Comments (5)

Anexen avatar Anexen commented on August 11, 2024

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

from pyxirr.

askmedov avatar askmedov commented on August 11, 2024

@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

from pyxirr.

Anexen avatar Anexen commented on August 11, 2024

@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.

from pyxirr.

askmedov avatar askmedov commented on August 11, 2024

@Anexen i'm not entirely sure how to handle leap years (if necessary)

from pyxirr.

Anexen avatar Anexen commented on August 11, 2024

@askmedov, I've added NL/365, Act/Act among other day counting conventions. I hope this will help you deal with leap years.

from pyxirr.

Related Issues (20)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.