X++ to run XIRR

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Источник: http://alexvoy.blogspot.com/2023/04/x-to-run-xirr.html
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I created a small X++ wrapper to call XIRR function from the C# project provided by https://github.com/klearlending/XIRR (Thank you!)

You can test XIRR function in Excel, btw.



using tmxExcelFinance;/// /// Implements various financial functions/// public final class mgcFinanceFunction{ /// /// Calculates XIRR value /// /// List of containers kind [cashflow amount, its date] /// how many decimals to calculate /// Maximum rate /// XIRR value public static real calculateXIRR(List _cashFlows, int _decimals, real _maxRate = 1000000) { var cashFlows = new System.Collections.Generic.List(); System.Collections.IEnumerable cashFlowsI; ListEnumerator leC = _cashFlows.getEnumerator(); System.Double dbl; System.DateTime dt; while(leC.moveNext()) { [dbl, dt] = leC.current(); cashFlows.Add(new CashFlowDates(dbl, dt)); } // convert to iterable cashFlowsI = cashFlows; return XIRR::Calc(cashFlowsI, _decimals, _maxRate); }}


This is how we can call the wrapper



public static void calculateXIRRFromInvestmentDetailsLineTmp(RefRecId _projTableRecId, mgcInvestmentDetailsLineTmp _mgcInvestmentDetailsLineTmp) { List listCashFlowsDates = new List(Types::Container); mgcInvestmentDetailsLineTmp mgcInvestmentDetailsLineTmpLocal; mgcInvestmentDetailsLineTmpLocal.linkPhysicalTableInstance(_mgcInvestmentDetailsLineTmp); while select mgcInvestmentDetailsLineTmpLocal { listCashFlowsDates.addEnd([mgcInvestmentDetailsLineTmpLocal.TransactionCurrencyAmount, DateTimeUtil::newDateTime(mgcInvestmentDetailsLineTmpLocal.LineDate, 0)]); } mgcProjXIRRTable.XIRRValue = mgcFinanceFunction::calculateXIRR(listCashFlowsDates, 4);...


Or



cashFlows1 = new List (Types::Container); cashFlows1.addEnd([-10000,str2Date("01/01/2008", 123)]); cashFlows1.addEnd([2750, str2Date("01/03/2008", 123)]); cashFlows1.addEnd([4250, str2Date("30/10/2008", 123)]); cashFlows1.addEnd([3250, str2Date("15/02/2009", 123)]); cashFlows1.addEnd([2750, str2Date("01/04/2009", 123)]);res = mgcFinanceFunction::calculateXIRR(cashFlows1, 10);


Notes about the solution creation.

D365FO project must be v4.6




Last remark. I tried to implemented the same algorithm in X++, but I bumped into two limitations.

First, there is a limit for recursion depth - 400 levels; we can flatten it, though.

Second, real loses required decimals and ends up with division by zero.



Источник: http://alexvoy.blogspot.com/2023/04/x-to-run-xirr.html