110 lines
4.3 KiB
Java
110 lines
4.3 KiB
Java
/* ====================================================================
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Licensed to the Apache Software Foundation (ASF) under one or more
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contributor license agreements. See the NOTICE file distributed with
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this work for additional information regarding copyright ownership.
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The ASF licenses this file to You under the Apache License, Version 2.0
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(the "License"); you may not use this file except in compliance with
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the License. You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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==================================================================== */
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package org.apache.poi.ss.formula.functions;
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import org.apache.poi.ss.formula.eval.ErrorEval;
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import org.apache.poi.ss.formula.eval.EvaluationException;
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/**
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* Calculates Modified internal rate of return. Syntax is MIRR(cash_flow_values, finance_rate, reinvest_rate)
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*
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* <p>Returns the modified internal rate of return for a series of periodic cash flows. MIRR considers both the cost
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* of the investment and the interest received on reinvestment of cash.</p>
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*
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* Values is an array or a reference to cells that contain numbers. These numbers represent a series of payments (negative values) and income (positive values) occurring at regular periods.
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* <ul>
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* <li>Values must contain at least one positive value and one negative value to calculate the modified internal rate of return. Otherwise, MIRR returns the #DIV/0! error value.</li>
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* <li>If an array or reference argument contains text, logical values, or empty cells, those values are ignored; however, cells with the value zero are included.</li>
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* </ul>
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*
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* Finance_rate is the interest rate you pay on the money used in the cash flows.
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* Reinvest_rate is the interest rate you receive on the cash flows as you reinvest them.
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*
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* @author Carlos Delgado (carlos dot del dot est at gmail dot com)
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* @author Cédric Walter (cedric dot walter at gmail dot com)
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*
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* @see <a href="http://en.wikipedia.org/wiki/MIRR">Wikipedia on MIRR</a>
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* @see <a href="http://office.microsoft.com/en-001/excel-help/mirr-HP005209180.aspx">Excel MIRR</a>
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* @see {@link Irr}
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*/
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public class Mirr extends MultiOperandNumericFunction {
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public Mirr() {
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super(false, false);
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}
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@Override
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protected int getMaxNumOperands() {
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return 3;
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}
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@Override
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protected double evaluate(double[] values) throws EvaluationException {
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double financeRate = values[values.length-1];
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double reinvestRate = values[values.length-2];
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double[] mirrValues = new double[values.length - 2];
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System.arraycopy(values, 0, mirrValues, 0, mirrValues.length);
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boolean mirrValuesAreAllNegatives = true;
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for (double mirrValue : mirrValues) {
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mirrValuesAreAllNegatives &= mirrValue < 0;
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}
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if (mirrValuesAreAllNegatives) {
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return -1.0d;
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}
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boolean mirrValuesAreAllPositives = true;
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for (double mirrValue : mirrValues) {
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mirrValuesAreAllPositives &= mirrValue > 0;
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}
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if (mirrValuesAreAllPositives) {
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throw new EvaluationException(ErrorEval.DIV_ZERO);
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}
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return mirr(mirrValues, financeRate, reinvestRate);
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}
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private static double mirr(double[] in, double financeRate, double reinvestRate) {
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double value = 0;
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int numOfYears = in.length - 1;
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double pv = 0;
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double fv = 0;
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int indexN = 0;
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for (double anIn : in) {
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if (anIn < 0) {
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pv += anIn / Math.pow(1 + financeRate + reinvestRate, indexN++);
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}
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}
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for (double anIn : in) {
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if (anIn > 0) {
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fv += anIn * Math.pow(1 + financeRate, numOfYears - indexN++);
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}
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}
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if (fv != 0 && pv != 0) {
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value = Math.pow(-fv / pv, 1d / numOfYears) - 1;
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}
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return value;
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}
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}
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