我使用过来的http://www.phpclasses.org/
PHP类,但它多次给出-1571465320791500131898188521929991589462016.00 %
这个答案(你可以举这个例子,date1 = 04/14/2015,date2 = 08/19/2015 (mm / dd / yyyy格式),value1 = -110,value2 = 5)有没有解决方案,还有其他更好的方法吗?
这个问题先前被问过,但没有令人满意的答案..
-110 14-Apr-15
5 19-Aug-15
--------------------
-0.99986137
以上是Excel显示的,
以下是php class的代码
///////////for xirr calc////////////////
function DATEDIFF($datepart, $startdate, $enddate)
{
switch (strtolower($datepart)) {
case 'yy':
case 'yyyy':
case 'year':
$di = getdate($startdate);
$df = getdate($enddate);
return $df['year'] - $di['year'];
break;
case 'q':
case 'qq':
case 'quarter':
die("Unsupported operation");
break;
case 'n':
case 'mi':
case 'minute':
return ceil(($enddate - $startdate) / 60);
break;
case 'hh':
case 'hour':
return ceil(($enddate - $startdate) / 3600);
break;
case 'd':
case 'dd':
case 'day':
return ceil(($enddate - $startdate) / 86400);
break;
case 'wk':
case 'ww':
case 'week':
return ceil(($enddate - $startdate) / 604800);
break;
case 'm':
case 'mm':
case 'month':
$di = getdate($startdate);
$df = getdate($enddate);
return ($df['year'] - $di['year']) * 12 + ($df['mon'] - $di['mon']);
break;
default:
die("Unsupported operation");
}
}
function XNPV($rate, $values, $dates)
{
if ((!is_array($values)) || (!is_array($dates))) return null;
if (count($values) != count($dates)) return null;
$xnpv = 0.0;
for ($i = 0; $i < count($values); $i++)
{
$xnpv += $values[$i] / pow(1 + $rate, $this->DATEDIFF('day', $dates[0], $dates[$i]) / 365);
}
return (is_finite($xnpv) ? $xnpv: null);
}
function XIRR($values, $dates, $guess = 0.1)
{
if ((!is_array($values)) && (!is_array($dates))) return null;
if (count($values) != count($dates)) return null;
// create an initial bracket, with a root somewhere between bot and top
$x1 = 0.0;
$x2 = $guess;
$f1 = $this->XNPV($x1, $values, $dates);
$f2 = $this->XNPV($x2, $values, $dates);
for ($i = 0; $i < FINANCIAL_MAX_ITERATIONS; $i++)
{
if (($f1 * $f2) < 0.0) break;
if (abs($f1) < abs($f2)) {
$f1 = $this->XNPV($x1 += 1.6 * ($x1 - $x2), $values, $dates);
} else {
$f2 = $this->XNPV($x2 += 1.6 * ($x2 - $x1), $values, $dates);
}
}
if (($f1 * $f2) > 0.0) return null;
$f = $this->XNPV($x1, $values, $dates);
if ($f < 0.0) {
$rtb = $x1;
$dx = $x2 - $x1;
} else {
$rtb = $x2;
$dx = $x1 - $x2;
}
for ($i = 0; $i < FINANCIAL_MAX_ITERATIONS; $i++)
{
$dx *= 0.5;
$x_mid = $rtb + $dx;
$f_mid = $this->XNPV($x_mid, $values, $dates);
if ($f_mid <= 0.0) $rtb = $x_mid;
if ((abs($f_mid) < FINANCIAL_ACCURACY) || (abs($dx) < FINANCIAL_ACCURACY)) return $x_mid;
}
return null;
}
我们必须这样称呼它
echo 'XIRR: ' . $f->XIRR(array(-10000,2750,4250,3250,2750), array(
mktime(0,0,0,1,1,2008),
mktime(0,0,0,3,1,2008),
mktime(0,0,0,10,30,2008),
mktime(0,0,0,2,15,2009),
mktime(0,0,0,4,1,2009),
), 0.1) . "\n";