Xirr calculation in mongodb

Working with Data
1

how to calculate xirr using aggregation at db level only

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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.

3

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

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4

Thanks for the help.

5

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