Goxirr is a simple implementation of a function for calculating the Internal Rate of Return for irregular cash flow (XIRR).

This fork was modified by stevegt to support more extreme conditions:

• handles case when IRR == -100%
• handles case when cashflow == 0 in any given transaction
• uses a bracketing function rather than stepwise successive approximation in order to handle cases where the limit of the residual is +/- infinity when approaching the correct IRR

There are these tunables:

• Span: Initial successive approximation bracket size. You may need to increase this if you expect +/- IRR larger than the default. Defaults to 999.9.
• SpanFactor: Span is multiplied by this factor after every iteration. Decreasing this will decrease computation time but will also limit accuracy in pathological cases. Defaults to 0.8.
• Limit: Maximum number of successive approximation iterations. Defaults to 99999.
• Epsilon: Tolerance for IRR error. Also used as an infinitesimal when cashflow == 0 in any transaction. Increasing this will decrease computation time as well as accuracy. Defaults to 0.0001.

• Wikipedia
• Excel support

package main

import (
	"fmt"
	"time"

	"github.com/stevegt/goxirr"
)

func main() {
	goxirr.Limit = 10000000 // e.g.

	firstDate := time.Date(2019, time.January, 1, 0, 0, 0, 0, time.UTC)
	t1 := goxirr.Transaction{
		Date: firstDate,
		Cash: -123400,
	}

	t2 := goxirr.Transaction{
		Date: firstDate.Add(time.Hour * 24 * 365 * 1),
		Cash: 36200,
	}

	t3 := goxirr.Transaction{
		Date: firstDate.Add(time.Hour * 24 * 365 * 2),
		Cash: 54800,
	}

	t4 := goxirr.Transaction{
		Date: firstDate.Add(time.Hour * 24 * 365 * 3),
		Cash: 48100,
	}

	tas := goxirr.Transactions{t1, t2, t3, t4}
	fmt.Println(goxirr.Xirr(tas))
}