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java 实现Excel irr计算(改进版)

2016-11-22 16:38 260 查看
import java.util.ArrayList;
import java.util.List;

public class IrrUtil {
/**迭代次数*/
public static int LOOPNUM=1000;
/**最小差异*/
public static final double MINDIF=0.00000001;

/**
* @desc 使用方法参考main方法
* @param cashFlow  资金流
* @return 收益率
*/
public static double getIrr(List<Double> cashFlow){
double flowOut=cashFlow.get(0);
double minValue=0d;
double maxValue=1d;
double testValue=0d;
while(LOOPNUM>0){
testValue=(minValue+maxValue)/2;
double npv=NPV(cashFlow,testValue);
if(Math.abs(flowOut+npv)<MINDIF){
break;
}else if(Math.abs(flowOut)>npv){
maxValue=testValue;
}else{
minValue=testValue;
}
LOOPNUM--;
}
return testValue;
}

public static double NPV(List<Double> flowInArr,double rate){
double npv=0;
for(int i=1;i<flowInArr.size();i++){
npv+=flowInArr.get(i)/Math.pow(1+rate, i);
}
return npv;
}

public static void main(String[] args) {
double flowOut=-237000d;
List<Double> flowInArr=new ArrayList<Double>();
flowInArr.add(flowOut);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);
flowInArr.add(22643.999991d);

System.out.println(IrrUtil.getIrr(flowInArr)*12);
}
}

 
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