IRR算法 - 悦读

import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;

public class IrrUtil {
   private double MINDIF = 0.001;

   private int LOOPNUM = 2000;

   private static int period = 0;

   @SuppressWarnings("rawtypes")
   private List netCash = new ArrayList();


   public static void main(String[] args) {
       List list = new ArrayList();
       list.add(-76694086.73);
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(9184579.93 );
       list.add(184579.93 );

       IrrUtil aa = new IrrUtil(list,12);
       System.out.println(aa.calculator());
   }
   @SuppressWarnings("rawtypes")
   public IrrUtil(List netCashArr, int interval) {
       super();
       netCash = netCashArr;
       period = 12/interval;
   }

   private double NPV(double r) {

       double npv = 0;

       if (netCash.size() != 0) {
           for (int count = 0; count < netCash.size(); count++) {
               npv += Double.valueOf(netCash.get(count).toString()) / Math.pow(1 + r, count);
           }
           return npv;
       }
       return null;
   }

   public double calculator() {

       double irr = 0;
       double r1 = new BigDecimal("0.1").doubleValue();
       double r2 = new BigDecimal("0.09").doubleValue();
       double npv1 = NPV(r1);
       double npv2 = NPV(r2);
       //System.out.println(netCash+"--");
       int count = 0;
       while (Math.abs(npv2) > MINDIF & count < LOOPNUM) {
           irr = r2 - npv2 * (r2 - r1) / (npv2 - npv1);
           r1 = r2;
           r2 = irr;
           npv1 = npv2;
           npv2 = NPV(r2);
           count++;
           // System.out.println(count+"--");
       }
       // System.out.println(irr*period+"--");
       if (Math.abs(npv2) < MINDIF & count <= LOOPNUM)

           //return irr * period ;
           return irr;
       else
           return null;
   }
}
转载：https://blog.csdn.net/cs_19_dn/article/details/53287781