Java实现Excel中xirr计算（附源码）

package com.xirr.xirrUtil;

import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.util.Date;

public class XirrDate {

    public static final double tol = 0.001;

    public static double dateDiff(Date d1, Date d2){
        long day = 24*60*60*1000;

        return (d1.getTime() - d2.getTime())/day;
    }

    public static double f_xirr(double p, Date dt, Date dt0, double x) {
        return p * Math.pow((1.0 + x), (dateDiff(dt0,dt)/365.0));
    }

    public static double df_xirr(double p, Date dt, Date dt0, double x) {
        return (1.0/365.0) * dateDiff(dt0,dt) * p * Math.pow((x + 1.0), ((dateDiff(dt0,dt)/365.0) - 1.0));
    }

    public static double total_f_xirr(double[] payments, Date[] days, double x) {
        double resf = 0.0;

        for (int i = 0; i < payments.length; i++) {
            resf = resf + f_xirr(payments[i], days[i], days[0], x);
        }

        return resf;
    }

    public static double total_df_xirr(double[] payments, Date[] days, double x) {
        double resf = 0.0;

        for (int i = 0; i < payments.length; i++) {
            resf = resf + df_xirr(payments[i], days[i], days[0], x);
        }

        return resf;
    }

    public static double Newtons_method(double guess, double[] payments, Date[] days) {
        double x0 = guess;
        double x1 = 0.0;
        double err = 1e+100;

        while (err > tol) {
            x1 = x0 - total_f_xirr(payments, days, x0)/total_df_xirr(payments, days, x0);
            err = Math.abs(x1 - x0);
            x0 = x1;
        }

        return x0;
    }

    private static SimpleDateFormat sdf = new SimpleDateFormat("dd/MM/yyyy");
    public static Date strToDate(String str){
        try {
            return sdf.parse(str);
        } catch (ParseException ex) {
            return null;
        }
    }

    public static void main(String[] args) {
        double[] payments = {-100000,96900};
        Date[] days = {strToDate("28/07/2022"),strToDate("19/10/2022")};
        double xirr = Newtons_method(0.1, payments, days);

        System.out.println("XIRR value is " + (xirr*100));
    }
}

 

亲测准确

 

 

不清楚的可以去微软官网的函数介绍

XIRR 函数 (microsoft.com)