Question

Has anyone developed a financial function XNPV? I am looking for code that will calculate this value. I am not looking to call excel to calculate the value.

Any help would be great, thanks

Answer 1

I believe this is the correct implementation in c#:

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;
}

and this is the equivalent in VB:

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