public void LifeInsurance()
{
List <double> cashFlows = new List <Double>()
{
-500, -500, -500, -500, -500, 3000
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2008, 01, 01), new DateTime(2008, 03, 01), new DateTime(2008, 10, 30), new DateTime(2009, 02, 15), new DateTime(2009, 04, 01), new DateTime(2010, 01, 01)
};
Double result = new XIRR(cashFlows, dates).Calculate(0.000001, 6);
Assert.AreEqual(0.145045, result);
}
public void bugIRR()
{
List <double> cashFlows = new List <Double>()
{
-14413262, -825000, 3660000, 16240602
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2007, 12, 31), new DateTime(2015, 01, 28), new DateTime(2015, 04, 10), new DateTime(2019, 05, 31)
};
Double result = new XIRR(cashFlows, dates).Calculate(0.000001, 6);
Assert.AreEqual(0.026323, result);
}
public void CountCashFlows()
{
var cashFlows = new List <Double>()
{
-100, 110
};
var dates = new List <DateTime>()
{
new DateTime(2017, 12, 31)
};
var result = new XIRR(cashFlows, dates);
Assert.AreEqual(0.1, result);
}
public void MicrosoftSampleXIRR2()
{
// excel precision for XIRR is 8digits
List <double> cashFlows = new List <Double>()
{
-130052618.49, -400000, 17100, -400000, 133314986.32
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2013, 12, 31), new DateTime(2014, 11, 07), new DateTime(2014, 11, 18), new DateTime(2014, 11, 27), new DateTime(2014, 12, 31)
};
Double result = new XIRR(cashFlows, dates).Calculate();
Assert.AreEqual(0.01905139, result);
}
public void SampleNear0pc()
{
// error in excel
List <double> cashFlows = new List <Double>()
{
16.8, -33000, 32377.53
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2018, 12, 31), new DateTime(2019, 02, 05), new DateTime(2019, 02, 28)
};
Double result = new XIRR(cashFlows, dates).Calculate();
Assert.AreEqual(-0.25498632, result);
}
public void SampleNear100pc2()
{
// no error in excel , if merging cashflows
List <double> cashFlows = new List <Double>()
{
-18102170.32, 6125786.09
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2019, 02, 28), new DateTime(2019, 03, 31)
};
Double result = new XIRR(cashFlows, dates).Calculate();
Assert.AreEqual(-0.99999712, result);
}
public void MicrosoftSampleXIRR()
{
//https://support.office.com/en-us/article/XIRR-function-DE1242EC-6477-445B-B11B-A303AD9ADC9D
// excel precision for XIRR is 8digits
List <double> cashFlows = new List <Double>()
{
-10000, 2750, 4250, 3250, 2750
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2008, 01, 01), new DateTime(2008, 03, 01), new DateTime(2008, 10, 30), new DateTime(2009, 02, 15), new DateTime(2009, 04, 01)
};
Double result = new XIRR(cashFlows, dates).Calculate();
Assert.AreEqual(0.37336253, result);
}
public void SimpleDepot()
{
System.Console.WriteLine("SimpleDepot");
List <double> cashFlows = new List <Double>()
{
-100, 110
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2017, 12, 31), new DateTime(2018, 12, 31)
};
Double result = new XIRR(cashFlows, dates).Calculate(0.1, 1);;
Assert.AreEqual(0.1, result);
}
public void SampleNear100pc1()
{
// some cashflow have got the same date (error in excel)
List <double> cashFlows = new List <Double>()
{
-5155970.71, -6076366.17, -32377.53, -2279151.97, -2279151.97, -2279151.97, 6125786.09
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2019, 02, 28), new DateTime(2019, 02, 28), new DateTime(2019, 02, 28),
new DateTime(2019, 02, 28), new DateTime(2019, 02, 28), new DateTime(2019, 02, 28),
new DateTime(2019, 03, 31)
};
Double result = new XIRR(cashFlows, dates).Calculate();
Assert.AreEqual(-0.99999712, result);
}
public void MicrosoftSampleCashFlowSameDate()
{
// some cashflow have got the same date
List <double> cashFlows = new List <Double>()
{
-152878677.49, 4410000, 1700, 50000, 70000, 12754, 70000, 47743488.63, 111644373.78
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2015, 12, 31), new DateTime(2016, 05, 27), new DateTime(2016, 08, 25),
new DateTime(2016, 08, 25), new DateTime(2016, 08, 25),
new DateTime(2016, 11, 29), new DateTime(2016, 12, 06), new DateTime(2016, 12, 30), new DateTime(2016, 12, 31)
};
Double result = new XIRR(cashFlows, dates).Calculate();
Assert.AreEqual(0.0738901, result);
}
public void MicrosoftSampleXIRR3()
{
// excel precision for XIRR is 8digits
List <double> cashFlows = new List <Double>()
{
-152878677.49, 4410000, 1700, 12754, 770, 47743488.63, 111644373.78
};
List <DateTime> dates = new List <DateTime>()
{
new DateTime(2015, 12, 31), new DateTime(2016, 05, 27), new DateTime(2016, 08, 25),
new DateTime(2016, 11, 29), new DateTime(2016, 12, 06), new DateTime(2016, 12, 30), new DateTime(2016, 12, 31)
};
Double result = new XIRR(cashFlows, dates).Calculate();
Assert.AreEqual(0.07261154, result);
// -152878677,5 4410000 1700 12754 770 47743488,63 111644373,8
// 31 / 12 / 2015 27 / 05 / 2016 25 / 08 / 2016 29 / 11 / 2016 06 / 12 / 2016 30 / 12 / 2016 31 / 12 / 2016 0,072611538
}
