[Analytics] Trading, IRR for a bond or bonds

[yellowbean]

Background

User has positions in a deal, expecting IRR from the position:

Input information

• bond name of position
• size of position
• history cashflow of position ( invest amount/date, collected cash )

IRR result

• Holding to maturity
  IRR on all cashflows
• Trading at Dates X ( a list of dates to set possible trading scenario )
  IRR on
  • collected cash
  • projected cash
  • sell price
    • pv via constant rate
    • pv via discount margin + index curve
    • pv at a specific price

Location

It should be a pricing assumption

Ref

the potential performance hit may be reliefed by Rust

• https://discourse.haskell.org/t/haskell-rust-ffi/9004
• https://github.com/yvan-sraka/cargo-cabal/

[yellowbean]

Route 2:

rewrite the irr from hledger
https://github.com/nomeata/hledger-irr/blob/master/Main.hs

[yellowbean]

Route 2:

rewrite the irr from hledger https://github.com/nomeata/hledger-irr/blob/master/Main.hs

Using root.finder instead