How to Calculate XIRR return in one day transaction??

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 < payments.Length; 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 < payments.Length; 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.

1 Reply

Know the answer? Post it — somebody with the same question will find it here.

Ashutosh Mund9y ago
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 < payments.Length; 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 < payments.Length; 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.
0