The hledger-irr package

[Tags: bsd3, program]

hledger-irr is a small command-line utility based on Simon Michael's hleder library. Its purpose is to compute the internal rate of return, also known as the effective interest rate, of a given investment. After specifying what account holds the investment, and what account stores the gains (or losses, or fees, or cost), it calculates the hypothetical annualy rate of fixed rate investment that would have provided the exact same cash flow.

As an example, consider the following irregular investment recorded in a file called speculation.ledger. The account “Speculation” holds the investment which could be, for example, a stock. Regularly, we make sure that the value of the account matches the value of the stock, by moving money from or to the account “Rate Gain”. It does not really matter when we adjust the price, as long as it is correct at the end of our reporting period.

 2011-01-01 Some wild speculation – I wonder if it pays off
   Speculation   €100.00
   Cash

 2011-02-01 More speculation (and adjustment of value)
   Cash         -€10.00
   Rate Gain     -€1.00
   Speculation

 2011-03-01 Lets pull out some money (and adjustment of value)
   Cash          €30.00
   Rate Gain     -€3.00
   Speculation

 2011-04-01 More speculation (and it lost some money!)
   Cash         -€50.00
   Rate Gain     € 5.00
   Speculation

 2011-05-01 Getting some money out (and adjustment of value)
   Speculation  -€44.00
   Rate Gain    -€ 3.00
   Cash

 2011-06-01 Emptying the account (after adjusting the value)
   Speculation   -€85.00
   Cash           €90.00
   Rate Gain     -€ 5.00

We can now calculate the rate of return for the whole time or just for parts of it (and be freaked out by the volatility of the investment):

 $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation -c
 2011/01/01: €-100.00
 2011/02/01: €-10.00
 2011/03/01: €30.00
 2011/04/01: €-50.00
 2011/05/01: €47.00
 2011/06/01: €90.00
 2011/01/01 - 2014/05/01: 17.72%
 $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation -e 2011-03-01
 2011/01/01 - 2011/03/01: 26.11%
 $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation -b 2011-03-01
 2011/03/01 - 2014/05/01: 12.28%
 $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation --monthly
 2011/01/01 - 2011/02/01: 12.43%
 2011/02/01 - 2011/03/01: 41.57%
 2011/03/01 - 2011/04/01: -51.45%
 2011/04/01 - 2011/05/01: 32.27%
 2011/05/01 - 2011/06/01: 96.01%

Running the utility with --help gives a brief overview over the available options:

 $ hledger-irr --help
 Usage: hledger-irr [OPTION...]
   -h          --help                        print this message and exit
   -V          --version                     show version number and exit
   -c          --cashflow                    also show all revant transactions
   -f FILE     --file=FILE                   input ledger file (pass '-' for stdin)
   -i ACCOUNT  --investment-account=ACCOUNT  investment account
   -t ACCOUNT  --interest-account=ACCOUNT    interest/gain/fees/losses account
   -b DATE     --begin=DATE                  calculate interest from this date
   -e DATE     --end=DATE                    calculate interest until this date
   -D          --daily                       calculate interest for each day
   -W          --weekly                      calculate interest for each week
   -M          --monthly                     calculate interest for each month
   -Y          --yearly                      calculate interest for each year

Known bugs and issues:


Properties

Versions0.1, 0.1.1, 0.1.1.1, 0.1.1.2, 0.1.1.3, 0.1.1.4
Dependenciesbase (>=3 && <5), Cabal, hledger-lib (>=0.20 && <0.24), statistics (>=0.10), time
LicenseBSD3
AuthorJoachim Breitner <mail@joachim-breitner.de>
MaintainerJoachim Breitner <mail@joachim-breitner.de>
CategoryFinance
Source repositoryhead: darcs get http://darcs.nomeata.de/hledger-irr
Executableshledger-irr
Upload dateThu May 1 18:53:06 UTC 2014
Uploaded byJoachimBreitner
DistributionsNixOS:0.1.1.4
Downloads368 total (44 in last 30 days)

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