static void Main(string[] args)
{
////入金为负值，出金为正值
//double[] payments = { -6800, 1000, 2000, 4000 }; // payments
// 以第一天为起始点的天数;
//double[] days = { 01, 08, 16, 25 }; // days of payment (as day of year)
//double xirr = XirrCalculator.Newtons_method(0.1,
// XirrCalculator.total_f_xirr(payments, days),
// XirrCalculator.total_df_xirr(payments, days));
List <TransactionModel> transactionModelList = new List <TransactionModel>()
{
new TransactionModel()
{
TransactionAmountUSD = 8000,
TransactionType = TransactionType.Deposit,
TransactionDateUtc = new DateTime(2016, 1, 1)
},
new TransactionModel()
{
TransactionAmountUSD = 1000,
TransactionType = TransactionType.WithDraw,
TransactionDateUtc = new DateTime(2017, 2, 1)
},
new TransactionModel()
{
TransactionAmountUSD = 2000,
TransactionType = TransactionType.WithDraw,
TransactionDateUtc = new DateTime(2017, 3, 1)
},
new TransactionModel()
{
TransactionAmountUSD = 2000,
TransactionType = TransactionType.WithDraw,
TransactionDateUtc = new DateTime(2017, 4, 1)
},
new TransactionModel()
{
TransactionAmountUSD = 2000,
TransactionType = TransactionType.WithDraw,
TransactionDateUtc = new DateTime(2017, 5, 1)
}
};
double xirr = XirrCalculatorUtility.Xirr(transactionModelList);
Console.WriteLine("XIRR value is {0}", xirr);
Console.ReadKey();
}
public static double Xirr(IEnumerable<TransactionModel> transactionModels)
{
List<double> paymentList = new List<double>();
List<double> dayList = new List<double>() ;
TransactionModel firstTransaction = transactionModels.ToList().FirstOrDefault();
foreach (var tmpTransaction in transactionModels)
{
if (tmpTransaction.TransactionType == TransactionType.Deposit)
paymentList.Add((double)-tmpTransaction.TransactionAmountUSD);
else
paymentList.Add((double)tmpTransaction.TransactionAmountUSD);
//Days是int; TotalDays是double
dayList.Add((tmpTransaction.TransactionDateUtc-firstTransaction.TransactionDateUtc).Days);
}
return Xirr(0.1,
XirrCalculatorUtility.total_f_xirr(paymentList.ToArray(), dayList.ToArray()),
XirrCalculatorUtility.total_df_xirr(paymentList.ToArray(), dayList.ToArray()));
}
