How to Calculate XIRR return in one day transaction??

Question

Hi, I am calculate xirr but no any ideas of how to calculate xirr in on day transaction in asp.net using javascript.... Please help me.... Thanks in advance....

Ashutosh Mund · Answer

Here you go with a complete solution for XIRR Calculation. Reply me if you need more information public 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, ays)); Console.WriteLine("XIRR value is {0}", xirr); } } Please correct the minor error if you find. This is quite equivalent to the Excel XIRR functionality.

How to Calculate XIRR return in one day transaction??

Answers (1)