| 以文本方式查看主题 - Foxtable(狐表) (http://www.foxtable.com/bbs/index.asp) -- 专家坐堂 (http://www.foxtable.com/bbs/list.asp?boardid=2) ---- [求助]foxtable有办法实现irr\xirr的计算吗？ (http://www.foxtable.com/bbs/dispbbs.asp?boardid=2&id=145122) |
| -- 作者：leeswayne -- 发布时间：2020/1/9 9:41:00 -- [求助]foxtable有办法实现irr\xirr的计算吗？ 老师您好，求助一个问题。 excel中有一个公式，是irr、xirr的，也就是针对一列日期和一列对应的收支，可以计算收益率。 但是foxtable中的函数都较为简单，是否有办法实现这一功能？
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| -- 作者：有点蓝 -- 发布时间：2020/1/9 9:55:00 -- 表达式函数是没有办法了，使用代码才可以，参考：http://www.foxtable.com/webhelp/topics/1344.htm |
| -- 作者：leeswayne -- 发布时间：2020/1/9 10:04:00 -- 谢谢，看到了，后期版本是否可以增加XIRR这一代码。目前只有IRR和MIRR。 |
| -- 作者：有点蓝 -- 发布时间：2020/1/9 11:08:00 -- XIRR网上找到一个算法，至于合适不合适自己测试 全局代码 Class SurroundingClass Public Const tol As Double = 0.001 Public Delegate Function fx(ByVal x As Double) As Double Public Shared Function composeFunctions(ByVal f1 As fx, ByVal f2 As fx) As fx Return Function(ByVal x As Double) f1(x) + f2(x) End Function Public Shared Function f_xirr(ByVal p As Double, ByVal dt As Double, ByVal dt0 As Double) As fx Return Function(ByVal x As Double) p * Math.Pow((1.0 + x), ((dt0 - dt) / 365.0)) End Function Public Shared Function df_xirr(ByVal p As Double, ByVal dt As Double, ByVal dt0 As Double) As fx Return Function(ByVal x As Double) (1.0 / 365.0) * (dt0 - dt) * p * Math.Pow((x + 1.0), (((dt0 - dt) / 365.0) - 1.0)) End Function Public Shared Function total_f_xirr(ByVal payments As Double(), ByVal days As Double()) As fx Dim resf As fx = Function(ByVal x As Double) 0.0 For i As Integer = 0 To payments.Length - 1 resf = composeFunctions(resf, f_xirr(payments(i), days(i), days(0))) Next Return resf End Function Public Shared Function total_df_xirr(ByVal payments As Double(), ByVal days As Double()) As fx Dim resf As fx = Function(ByVal x As Double) 0.0 For i As Integer = 0 To payments.Length - 1 resf = composeFunctions(resf, df_xirr(payments(i), days(i), days(0))) Next Return resf End Function Public Shared Function Newtons_method(ByVal guess As Double, ByVal f As fx, ByVal df As fx) As Double Dim x0 As Double = guess Dim x1 As Double = 0.0 Dim err As Double = 1.0E+100 While err > tol x1 = x0 - f(x0) / df(x0) err = Math.Abs(x1 - x0) x0 = x1 End While Return x0 End Function End Class 测试代码 Dim val1() As Double = {4166.67, -4166.67, -4166.67, -4166.67} Dim val2() As Double = {New Date(2014, 9, 1).DayOfYear, New Date(2014, 10, 1).DayOfYear, New Date(2014, 11, 1).DayOfYear, New Date(2014, 12, 1).DayOfYear} Dim xirr = SurroundingClass.Newtons_method(0.1, SurroundingClass.total_f_xirr(val1, val2),SurroundingClass.total_df_xirr(val1, val2)) MsgBox(xirr) [此贴子已经被作者于2020/1/9 11:08:37编辑过]
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