xirr: The IRR is returned as an effective annual rate

In tvm: Time Value of Money Functions

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))

tvm documentation built on Aug. 30, 2023, 5:19 p.m.