Formula of Xirr

Question

how to make Xirr formula in asp.net?which is exist in excel but i want to make in asp.net???Can anyone solvethis query?

Tusharika T · Answer

thanks. I have already done this.But i want pass date in (dd/mm/yyyy)bcoz of different years..

Manoj Bhoir · Answer

Hi, According to XIRR function openoffice documentation (formula is same as in excel) you need to solve for XIRR variable in the following f(xirr) equation: You can calculate xirr value by: calculating derivative of above function -> f '(xirr) after having f(xirr) and f'(xirr) you can solve for xirr value by using iterative Newton's method - famous formula-> Complete C# code for XIRR calculation: class xirr { public const double tol = 0.001; public delegate double fx(double x); public static fx composeFunctions(fx f1, fx f2) { return (double x) => f1(x) + f2(x); } public static fx f_xirr(double p, double dt, double dt0) { return (double x) => p*Math.Pow((1.0+x),((dt0-dt)/365.0)); } public static fx df_xirr(double p, double dt, double dt0) { return (double x) => (1.0/365.0)*(dt0-dt)*p*Math.Pow((x+1.0),(((dt0-dt)/365.0)-1.0)); } public static fx total_f_xirr(double[] payments, double[] days) { fx resf = (double x) => 0.0; for (int i = 0; i resf = composeFunctions(resf,f_xirr(payments[i],days[i],days[0])); } return resf; } public static fx total_df_xirr(double[] payments, double[] days) { fx resf = (double x) => 0.0; for (int i = 0; i resf = composeFunctions(resf,df_xirr(payments[i],days[i],days[0])); } return resf; } public static double Newtons_method(double guess, fx f, fx df) { double x0 = guess; double x1 = 0.0; double err = 1e+100; while (err > tol) { x1 = x0 - f(x0)/df(x0); err = Math.Abs(x1-x0); x0 = x1; } return x0; } public static void Main (string[] args) { double[] payments = {-6800,1000,2000,4000}; // payments double[] days = {01,08,16,25}; // days of payment (as day of year) double xirr = Newtons_method(0.1, total_f_xirr(payments,days), total_df_xirr(payments,days)); Console.WriteLine("XIRR value is {0}", xirr); } } Reference : http://stackoverflow.com/questions/5179866/xirr-calculation

Formula of Xirr

Answers (2)