在C＃或VB中不使用excel的XNPV計算

Question

有沒有人開發過財務函數XNPV？我在尋找能夠計算出這個值的代碼。我不想調用excel來計算值。

任何幫助將是巨大的，感謝

Answer 1

我相信這是在C＃中的正確實施：

public double XNPV(decimal[] receipts,DateTime[] dates, double dRate, DateTime issueDate, decimal cf, int x) 
{ 
    double sum; 

    for(int i =0;i<dates.Length;i++) 
    { 
     TimeSpan ts = dates[i].Subtract(issuedate); 
     sum +=receipts[i]/((1 + dRate/cf)^((ts.TotalDays/360) * cf)); 
    } 
    return sum; 
} 

，這是在VB中等價的：

Public Function XNPV(ByVal Receipts() As Decimal, ByVal Dates() As Date, ByVal dRate As Double, ByVal IssueDate As Date, ByVal CF As Decimal, ByVal x As Integer) As Double 

Dim i As Integer 
Dim sum As Double 

For i = 0 To UBound(Dates) 
    sum = sum + Receipts(i)/((1 + dRate/CF)^((DateDiff/360) * CF)) 

XNPV = sum 
End Function 

Answer 2

我適應了上面的代碼，幷包含一個如何調用它的例子。它應該很容易適應使用可變貼現率，而不是0.1

Public Function XNPV(ByVal Receipts() As Decimal, ByVal Dates() As Date, ByVal dRate As Double, ByVal StartDate As Date) As Double 

    Dim i As Integer = 0 
    Dim dXNPV As Double = 0 
    Dim dXRate As Double = 1 + dRate 
    Dim dDayOfCF As Long = 0 
    Dim dAdj As Double = 0 
    Dim dResult As Double = 0 

    For i = 0 To UBound(Dates) 
     dDayOfCF = (DateDiff(DateInterval.Day, StartDate, Dates(i))) 
     dAdj = (dDayOfCF/365) 
     dXNPV = Receipts(i)/(dXRate^dAdj) 
     dResult += dXNPV 
    Next 
    XNPV = dResult 
End Function 

Private Sub SimpleButton2_Click(sender As System.Object, e As System.EventArgs) Handles SimpleButton2.Click 
    Dim tblReceipts(2) As Decimal 
    Dim tblDates(2) As DateTime 
    Dim dtStartDate As DateTime = "1/1/13" 
    Dim XNPVResult As Decimal = 0 

    tblReceipts(0) = -100000 
    tblReceipts(1) = 500000 
    tblReceipts(2) = 2000000 

    tblDates(0) = "1/1/13" 
    tblDates(1) = "1/7/13" 
    tblDates(2) = "1/1/15" 
    'xCF = 1 + DateDiff(DateInterval.Day, dtIssueDate, tblDates(2)) 
    XNPVResult = XNPV(tblReceipts, tblDates, 0.1, dtStartDate) 
    MsgBox(XNPVResult) 
End Sub 

Answer 3

返回值一樣擅長XNPV（雙重檢查）

public static double XNPV(double rate, List<xnpvFlow> Cashflows, DateTime? StartDate = null) 
    { 
     if (Cashflows == null || Cashflows.Count == 0) return 0; 
     if(StartDate == null) 
     { 
      StartDate = (from xnpvFlow flow in Cashflows select flow.FlowDate).Min(); 
     } 
     double _xnpv = 0; 
     foreach(xnpvFlow flow in Cashflows) 
     { 
      _xnpv += (double)flow.FlowAmount/Math.Pow((1 + rate), (double)(flow.FlowDate - (DateTime)StartDate).Days/365); 
     } 
     return _xnpv; 
    } 
    public class xnpvFlow 
    { 
     public xnpvFlow(DateTime _FlowDate, decimal _flowAmount) 
     { 
      this.FlowAmount = _flowAmount; 
      this.FlowDate = _FlowDate; 
     } 
     public DateTime FlowDate; 
     public decimal FlowAmount; 
    }