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JXIRR is a Microsoft Excel compatible
implementation of the XIRR algorithm in Java. I implemented it for my
personal use in tracking my investments. Subsequently I decided to
release the source code under the LGPL.
JXIRR 1.0.0 is released under the LGPL.
That means you can download it, use it and freely distribute it.
Suggestions, flames to Gautam Satpathy.
Downloads
The code has been tested on Windows XP
Professional. The source code package above does not install a JRE. You
will need to download and install
your own JRE/JDK (Java 5 Required).
Example Usage!
The JXIRR source is commented and comes with
a small test program called TestXIRR.java under the
in.satpathy.financial package.
public static void main( String[] args ) {
log( "Testing XIRR..." ) ;
// GregorianCalendar dateStart = new GregorianCalendar( 1899, 11, 30 ) ;
GregorianCalendar dateEnd = new GregorianCalendar( 2005, 9, 20 ) ;
int daysBetween = XIRRData.getExcelDateValue( dateEnd ) ;
log( "Days Between = " + daysBetween ) ;
// "Let us assume that the cells A1:A5 contain the numbers -6000, "
// "2134, 1422, 1933, and 1422, and the cells B1:B5 contain the "
// "dates \"1999-01-15\", \"1999-04-04\", \"1999-05-09\", "
// "\"2000-03-12\", and \"2000-05-1\". Then\n"
// "XIRR(A1:A5,B1:B5) returns 0.224838. "
double[] values = new double[5] ;
double[] dates = new double[5] ;
values[0] = -6000 ;
values[1] = 2134 ;
values[2] = 1422 ;
values[3] = 1933 ;
values[4] = 1422 ;
dates[0] = XIRRData.getExcelDateValue( new GregorianCalendar(1999, 0, 15) ) ;
dates[1] = XIRRData.getExcelDateValue( new GregorianCalendar(1999, 3, 4) ) ;
dates[2] = XIRRData.getExcelDateValue( new GregorianCalendar(1999, 4, 9) ) ;
dates[3] = XIRRData.getExcelDateValue( new GregorianCalendar(2000, 2, 12) ) ;
dates[4] = XIRRData.getExcelDateValue( new GregorianCalendar(2000, 4, 1) ) ;
XIRRData data = new XIRRData( 5, 0.3, values, dates ) ;
double xirrValue = XIRR.xirr(data ) ;
log( "XIRR = " + xirrValue ) ;
log( "XIRR Test Completed..." ) ;
}
© Copyright 2006 Gautam
Satpathy
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