Performs XIRR calculations using Ruby's Newton#nlsolve

xirr.rb

require 'date'
require 'bigdecimal/newton'
require 'bigdecimal/math'

class XIRR
  include Newton

  def initialize(trans)
    @trans = trans
    @zero = 0.to_d
    @one  = 1.to_d
    @two  = 2.to_d
    @ten  = 10.to_d
    @eps  = 1.0e-16.to_d
  end
 
  def eps; @eps end
  def one; @one end
  def two; @two end
  def ten; @ten end
  def zero; @zero end
 
  def values(x)
    initial = @trans[0][:date]
    value = @trans.reduce(0) do |s, t|
      exponent = (t[:date].to_date - initial.to_date).to_i.to_d / 365.to_d
 
      #nth = (@one + x[0]) ** exponent
      nth = BigMath.exp(exponent * BigMath.log(@one + x[0], 15), 15)
      s + t[:value].to_d / nth
    end
    [value]
  end

  def result
    x = [zero]
    nlsolve(self, x)
    x[0]
  end
end

trans = []

# LibreOffice Calc result 0.362709696
trans << { value: -1000, date: "2011-08-08"}
trans << { value: 400,   date: "2011-09-13"}
trans << { value: 650,   date: "2011-10-18"}


result = XIRR.new(trans).result

puts "Final: #{(result*100).round(2)}%"

Somewhat improved version of the original with some fixes. Also changed everything to use "to_d" and allowed it to support non-BigDecimal and non-Date types in the transactions. Performs to_d and to_date conversions on it's input.