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README.md

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@@ -169,6 +169,8 @@ pe.pme_plus([-20, 15, 0], index=[100, 115, 130], nav=20)
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pe.direct_alpha([-20, 15, 0], index=[100, 115, 130], nav=20)
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```
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[Docs](https://anexen.github.io/pyxirr/private_equity.html)
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### Other financial functions
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```python
@@ -186,6 +188,8 @@ pyxirr.irr([-100, 39, 59, 55, 20])
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# ... and more! Check out the docs.
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```
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[Docs](https://anexen.github.io/pyxirr/functions.html)
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### Vectorization
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PyXIRR supports numpy-like vectorization.

docs/private_equity.md

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{% include head.html %}
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## DPI
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## Type annotations
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{% include_relative _inline/pe/dpi.md %}
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```python
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Amount = Union[int, float, Decimal] # also supports numpy types
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AmountArray = Iterable[Amount]
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```
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## DPI
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```python
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def dpi(amounts: _AmountArray) -> float:
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def dpi(amounts: AmountArray) -> float:
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...
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def dpi_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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contributions: AmountArray,
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distributions: AmountArray,
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) -> float:
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...
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```
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## RVPI
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{% include_relative _inline/pe/dpi.md %}
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{% include_relative _inline/pe/rvpi.md %}
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## RVPI
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```python
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def rvpi(
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contributions: _AmountArray,
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nav: _Amount,
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contributions: AmountArray,
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nav: Amount,
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) -> float:
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...
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```
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## TVPI
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{% include_relative _inline/pe/rvpi.md %}
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{% include_relative _inline/pe/tvpi.md %}
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## TVPI
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```python
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def tvpi(
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amounts: _AmountArray,
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nav: _Amount = 0,
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amounts: AmountArray,
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nav: Amount = 0,
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) -> float:
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...
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def tvpi_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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nav: _Amount = 0,
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contributions: AmountArray,
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distributions: AmountArray,
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nav: Amount = 0,
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) -> float:
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...
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```
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## MOIC
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{% include_relative _inline/pe/moic.md %}
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{% include_relative _inline/pe/tvpi.md %}
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## MOIC
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```python
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def moic(
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amounts: _AmountArray,
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nav: _Amount = 0,
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amounts: AmountArray,
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nav: Amount = 0,
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) -> float:
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...
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def moic_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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nav: _Amount = 0,
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contributions: AmountArray,
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distributions: AmountArray,
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nav: Amount = 0,
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) -> float:
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...
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```
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## LN-PME
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{% include_relative _inline/pe/moic.md %}
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{% include_relative _inline/pe/ln_pme.md %}
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## LN-PME
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```python
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def ln_pme(
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amounts: _AmountArray,
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index: _AmountArray,
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amounts: AmountArray,
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index: AmountArray,
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) -> Optional[float]:
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...
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def ln_pme_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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) -> Optional[float]:
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...
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```
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## LN-PME NAV
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{% include_relative _inline/pe/ln_pme.md %}
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{% include_relative _inline/pe/ln_pme_nav.md %}
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## LN-PME NAV
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```python
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def ln_pme_nav(
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amounts: _AmountArray,
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index: _AmountArray,
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amounts: AmountArray,
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index: AmountArray,
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) -> float:
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...
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def ln_pme_nav_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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) -> float:
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...
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```
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## KS-PME Flows
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{% include_relative _inline/pe/ln_pme_nav.md %}
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{% include_relative _inline/pe/ks_pme_flows.md %}
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## KS-PME Flows
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```python
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def ks_pme_flows(
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amounts: _AmountArray,
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index: _AmountArray,
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amounts: AmountArray,
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index: AmountArray,
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) -> List[float]:
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...
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def ks_pme_flows_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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) -> Tuple[List[float], List[float]]:
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...
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```
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## KS-PME
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{% include_relative _inline/pe/ks_pme_flows.md %}
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{% include_relative _inline/pe/ks_pme.md %}
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## KS-PME
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```python
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def ks_pme(
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amounts: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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amounts: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> Optional[float]:
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...
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def ks_pme_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> Optional[float]:
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```
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{% include_relative _inline/pe/ks_pme.md %}
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## mPME
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{% include_relative _inline/pe/m_pme.md %}
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```python
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def m_pme(
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amounts: _AmountArray,
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index: _AmountArray,
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nav: _AmountArray,
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amounts: AmountArray,
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index: AmountArray,
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nav: AmountArray,
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) -> float:
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...
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def m_pme_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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nav: _AmountArray,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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nav: AmountArray,
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) -> float:
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...
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```
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## PME+ Flows
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{% include_relative _inline/pe/m_pme.md %}
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{% include_relative _inline/pe/pme_plus_flows.md %}
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## PME+ Flows
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```python
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def pme_plus_flows(
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amounts: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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amounts: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> List[float]:
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...
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def pme_plus_flows_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> Tuple[List[float], List[float]]:
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...
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```
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## PME+ Lambda
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{% include_relative _inline/pe/pme_plus_flows.md %}
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{% include_relative _inline/pe/pme_plus_lambda.md %}
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## PME+ Lambda
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```python
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def pme_plus_lambda(
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amounts: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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amounts: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> float:
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...
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def pme_plus_lambda_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> float:
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...
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```
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## PME+
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{% include_relative _inline/pe/pme_plus_lambda.md %}
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{% include_relative _inline/pe/pme_plus.md %}
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## PME+
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```python
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def pme_plus(
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amounts: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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amounts: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> Optional[float]:
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...
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def pme_plus_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> Optional[float]:
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...
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```
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## Direct Alpha
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{% include_relative _inline/pe/pme_plus.md %}
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{% include_relative _inline/pe/direct_alpha.md %}
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## Direct Alpha
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```python
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def direct_alpha(
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amounts: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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amounts: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> Optional[float]:
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...
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def direct_alpha_2(
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contributions: _AmountArray,
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distributions: _AmountArray,
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index: _AmountArray,
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nav: _Amount = 0,
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contributions: AmountArray,
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distributions: AmountArray,
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index: AmountArray,
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nav: Amount = 0,
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) -> Optional[float]:
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...
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```
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{% include_relative _inline/pe/direct_alpha.md %}

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