java-xirr

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Has anyone compared this implementation to the one in Excel? Apache POI lacks an implementation of XIRR and it's possible that this code might be a good starting point for...

pjfanning

Leap years

2

Hi @RayDeCampo, thank you for bringing this lib to the world. Are you planning to tackle the leap year problem?

MarcusBondezan

Error - Newton-Raphson failed to converge within 10000 iterations

3

My code test that is with error and version xirr is latest(1.2): ` @Test public void xirrTestXirrTestTest(){ Double rate = new Xirr(getMockTransactionsXirr()).xirr(); System.out.println(rate); } private List getMockTransactionsXirr() { List listTransaction...

thiagokuniwake

Xirr gives org.decampo.xirr.OverflowException: Candidate overflow: {candidate=-Infinity}

1

Could not calculate negative Xirr, as below values `new Xirr(new Transaction(-10000d, "2022-01-24"), new Transaction(9800d, "2022-01-28")).xirr();` gives below error ``` Exception in thread "main" org.decampo.xirr.OverflowException: Candidate overflow: {guess=-1.825, iteration=159, candidate=-Infinity, value=-2.3355275185815405E7,...

09nimit

Newton-Raphson failed to converge within 1000000000 iterations

1

List list = Arrays.asList( new Transaction(-275112000,"2015-07-15"), new Transaction(-57258697.67,"2017-05-02"), new Transaction( 2577101.75,"2017-11-10"), new Transaction(-2184516955.15,"2018-10-10"), new Transaction(-660239840,"2019-01-29"), new Transaction(-26567773295.82,"2021-05-13") ); com.littlefox.xirr.NonconvergenceException: Newton-Raphson failed to converge within 1000000000 iterations.

weissliufeng

resolves #27(Leap years)

1

Yobyn

Support different day per year standards

2

At the moment only actual over 365 is supported, but many contracts specify actual over 360. It should be possible to override the default value, and specify a custom number...

darenwatkins

Added the ability to set the days in year for both the constructor and builder approaches. Default is 365 so that there is no regression impact Test cases added to...

darenwatkins

2019/8/29 -500000000 2019/10/20 6882638.89 2020/1/20 11947222.22 2020/4/20 11817361.11 2020/7/20 11817361.11 2020/8/29 50000000 2020/8/29 506458.33 2020/10/20 10752500 2021/1/20 10752500 2021/2/28 50000000 2021/2/28 506458.33 2021/4/20 9350000 2021/7/20 9453888.89 2021/8/30 532430.56 2021/8/30 50000000...

ityutao

The test case is: ``` 4/2/2023 -7.0049467 4/3/2023 -0.0000041 4/3/2023 6.94963 ``` In google sheet, XIRR returns `-0.9446451026`, but this library returns `org.decampo.xirr.OverflowException: Candidate overflow`.

weiw005