Hello World

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Java版的IRR(内部收益率)实现

实现了EXCEL中的IRR函数。

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public static double irr(double[] income) {
return irr(income, 0.1D);
}

public static double irr(double[] values, double guess) {
int maxIterationCount = 20;
double absoluteAccuracy = 1.0E-007D;

double x0 = guess;

int i = 0;
while (i < maxIterationCount) {
double fValue = 0.0D;
double fDerivative = 0.0D;
for (int k = 0; k < values.length; k++) {
fValue += values[k] / Math.pow(1.0D + x0, k);
fDerivative += -k * values[k] / Math.pow(1.0D + x0, k + 1);
}
double x1 = x0 - fValue / fDerivative;
if (Math.abs(x1 - x0) <= absoluteAccuracy) {
return x1;
}
x0 = x1;
i++;
}
return (0.0D / 0.0D);
}


public static void main(String[] args) {
double[] income = {-9272.49,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,888.49,};
double ret = irr(income,0.00001d) ;
System.out.println(new BigDecimal(ret));

}