java实现excel IRR算法

最新推荐文章于 2025-09-22 12:27:14 发布

原创最新推荐文章于 2025-09-22 12:27:14 发布 · 6.6k 阅读

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本文介绍了一种内部收益率（IRR）的计算方法，通过Java代码实现。该算法使用了迭代逼近的方法来寻找使净现值（NPV）等于0的折现率，即IRR。示例中给出了一组现金流数据，并展示了如何利用提供的IRR计算类求得IRR值。


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 Double.NaN;
	}

	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 Double.NaN;
	}
}