invest.bond-yield Unreviewed
Current yield and yield to maturity of a fixed-coupon bond from its clean price, as Excel's YIELD defines it.
bond_yield in Python
1.0.2
py rs ts
27 tests
invest.cagr Unreviewed
Compound annual growth rate between two values over a whole or fractional number of years, in basis points.
cagr in Python
1.0.1
py rs ts
22 tests
invest.time-weighted-return Unreviewed
Time-weighted return from valuations taken at each external cash flow, geometrically linked exactly.
time_weighted_return in Python
1.0.1
py rs ts
22 tests
invest.money-weighted-return Unreviewed
Money-weighted return (XIRR) of dated cash flows on Excel's actual/365 convention, solved exactly in fixed point.
money_weighted_return in Python
1.0.1
py rs ts
24 tests