Xirr calculation in mongodb

Anirudh_Gautam · 2025-02-10T13:46:27.069Z

how to calculate xirr using aggregation at db level only

Michael_Lynn · 2025-02-10T18:07:11.642Z

I don’t believe you can do this with aggregation alone… you need a recursive root-finding algo… which I don’t believe is possible with agg alone. Not sure what language / frameworks you’re using… but you can use Python’s scipy.optimize newton to achieve this.

Wernfried_Domscheit · 2025-02-14T16:14:29.720Z

Recursive function calls are not possible in aggregation pipeline. However, according to Church-Turing thesis you can write any recursive function as iteration. In aggregation pipeline you can do only Collection-controlled loops (with { $map: {...} }) or Count-controlled loops (with { $map: { input: { $range: [...] } } }). What you can do, is to assume a max. number of iterations and skip iteration when condition is met.

I created a story in medium showing a possible solution: MongoDB Aggregation Pipeline: Approximation with Newton’s Method | by Wernfried Domscheit | Feb, 2025 | Medium

Best Regards
Wernfried

Anirudh_Gautam · 2025-02-17T11:23:54.985Z

Thanks for the help.

Anirudh_Gautam · 2025-02-17T11:23:57.625Z

Thanks for the help . I will try to apply these to calculations .