tubedude / finance-elixir / 8716f9776f649ff0e20f24d966933fe1a79f7330-PR-29

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Pull #29

github

Add cross-library regression anchors

Cases drawn from other XIRR/financial libraries' issue trackers, pinned so a
solver or day-count change can't silently regress them:

- XIRR: java-xirr #5b (a yield below -83%) and #20 (a series with no real IRR,
  which returns a clean :did_not_converge where java-xirr spun to its cap).
- DayCount: the Actual/Actual (ISDA) 2006 gold values, and a 30/360 case pinning
  that we follow Excel DAYS360 rather than the NASD end-of-February rule.
- Bonds: a discounted zero-coupon yield that QuantLib #256 underestimated.
- TVM.rate: the 30-year low-rate loan from POI bug 65988, Microsoft's 48-month
  example, and a deep-negative guess-selected root.
- IRR: the 46-flow near-zero-rate series POI bug 64137 could not converge.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01AVibXT2w1dEdVtMHqffFKn

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