209 lines
6.4 KiB
Java
209 lines
6.4 KiB
Java
package com.tenwa.reckon.util;
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import java.math.BigDecimal;
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import java.util.ArrayList;
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import java.util.Date;
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import java.util.List;
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import com.tenwa.reckon.bean.CalculationCondition;
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import com.tenwa.reckon.constant.Scale;
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/**
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*
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* @author SHIHONGFEI
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* @version 1.0
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* @copyright (C) TENWA 2011
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* @date 2011-2-17
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* @desc (-list 现金流处理)
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*/
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public class IRRCalculateUtil {
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private static final BigDecimal one = new BigDecimal(1);
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private static final BigDecimal second = new BigDecimal(2);
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/**
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* 计算财务每期的收益率，返回的是年利率。
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* 中心思想：二分查找irr属于(0,1)
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* 然后不断尝试IRR新值，直到每一期租金加利息的总和等于本金
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*
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* @param inflowPour
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* 所有现金流入流出
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* @param nhkcs
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* 年还款次数，年期数
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* @return irr
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*/
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public static BigDecimal getIRR(List<BigDecimal> inflowPour, CalculationCondition cb) {
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BigDecimal irr = getIRR(inflowPour).multiply(new BigDecimal(12 / cb.getIssueNumber()));
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return irr;
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}
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/**
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* 计算财务每期的收益率，返回的是年利率。
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* 中心思想：二分查找irr属于(0,1)
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* 然后不断尝试IRR新值，直到每一期租金加利息的总和等于本金
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*
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* @param inflowPour
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* 所有现金流入流出
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* @param nhkcs
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* 年还款次数，年期数
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* @return irr
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*/
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public static BigDecimal getIRR(List<BigDecimal> inflowPour, BigDecimal issueMonth) {
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return getIRR(inflowPour).multiply(new BigDecimal(12)).divide(issueMonth, Scale.RATE_SCALE, BigDecimal.ROUND_HALF_UP);
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}
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/**
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* 期IRR计算
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* @param inflowPour
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* @return
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*/
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public static BigDecimal getIRR2(List<String> inflowPour) {
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List<BigDecimal> inflowPourNew = new ArrayList<BigDecimal>();
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for(String val : inflowPour){
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inflowPourNew.add(new BigDecimal(val));
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}
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return getIRR(inflowPourNew);
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}
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/**
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* 期IRR计算
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* @param inflowPour
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* @return
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*/
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public static BigDecimal getIRR(List<BigDecimal> inflowPour) {
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BigDecimal irr = new BigDecimal("0");
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BigDecimal tmp1 = new BigDecimal("0");
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BigDecimal tmp2 = new BigDecimal("1");
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try {
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int j = 0;
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BigDecimal remain = new BigDecimal("1");
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while (remain.abs().doubleValue() > 0.0000000001 && j++ < 200) {
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remain = inflowPour.get(0);// 这个是负值，表示本金欠值
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for (int i = 1; i < inflowPour.size(); i++) {
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// 本金=租金/(1+irr)i次方，本金一直加
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remain = remain.add(inflowPour.get(i).divide(irr.add(one).pow(i), 20, BigDecimal.ROUND_HALF_UP));
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}
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if (remain.doubleValue() > 0) {
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// 剩余租金 >0，irr小了
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tmp1 = irr;
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irr = irr.add(tmp2).divide(second, 20, BigDecimal.ROUND_HALF_UP);
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} else if (remain.doubleValue() < 0) {
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// 剩余租金<0，irr大了
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tmp2 = irr;
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irr = irr.add(tmp1).divide(second, 20, BigDecimal.ROUND_HALF_UP);
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} else {
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// 剩余租金=0，irr正好，结束循环
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break;
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}
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}
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} catch (Exception e) {
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}
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return irr;
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}
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/**
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* XIRR计算公式 参数inflowPour是对于的现金流,参数dateList是对于的现金流时间 这个需要一一对于. <br>
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* 这个算法对于的是EXECL中的XIRR算法.可以用于精确到日的 日IRR计算
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*
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* @param inflowPour
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* 现金流List
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* @param dateList
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* 对应的日期List
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* @return
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*/
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public static String getXIRR(List<BigDecimal> inflowPour, List<Date> dateList) {
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BigDecimal irr = new BigDecimal("0.5");
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BigDecimal tmp = new BigDecimal("1");
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BigDecimal tmp1 = new BigDecimal("0");
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BigDecimal tmp2 = new BigDecimal("1");
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BigDecimal bigdec_1 = new BigDecimal("1");
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BigDecimal bigdec_2 = new BigDecimal("2");
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int j = 0;
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try {
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while (tmp.abs().doubleValue() > 0.0000000001 && j < 200) {
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tmp = inflowPour.get(0);
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Date date0 = dateList.get(0);
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for (int i = 1; i < inflowPour.size(); i++) {
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Long quot = RentCalculateUtil.getDateDiff(dateList.get(i), date0);
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BigDecimal rate2 = new BigDecimal(quot / 365.0);
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tmp = tmp.add(inflowPour.get(i).divide(new BigDecimal(Math.pow(irr.add(bigdec_1).doubleValue(), rate2.doubleValue())), 20, BigDecimal.ROUND_HALF_UP));
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}
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if (tmp.doubleValue() > 0) {
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tmp1 = irr;
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irr = irr.add(tmp2).divide(bigdec_2, 20, BigDecimal.ROUND_HALF_UP);
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}
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if (tmp.doubleValue() < 0) {
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tmp2 = irr;
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irr = irr.add(tmp1).divide(bigdec_2, 20, BigDecimal.ROUND_HALF_UP);
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}
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j++;
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}
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return irr.toString().equals("") ? "0" : irr.toString();
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} catch (Exception e) {
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e.printStackTrace();
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}
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return "0";
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}
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/**
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* IRR计算公式 参数inflowPour是对于的现金流,参数dateList是对于的现金流时间 这个需要一一对于. <br>
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* 这个算法对于的是EXECL中的IRR算法.可以用于精确到日的 日IRR计算
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*
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* @param inflowPour
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* 现金流List
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* @param dateList
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* 对应的日期List
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* @return
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*/
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public static String getIRRNew(String leaseMoney,String equipendvalue,int grace ,List<String> inflowPour, List<String> dateList,String startDate,String type) {
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BigDecimal irr = new BigDecimal("1");
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BigDecimal tmp = new BigDecimal("1");
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BigDecimal tmp1 = new BigDecimal("0");
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BigDecimal tmp2 = new BigDecimal("1");
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BigDecimal bigdec_2 = new BigDecimal("2");
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BigDecimal tempInx = new BigDecimal(1);
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BigDecimal year = new BigDecimal(360);
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dateList.add(0,startDate);
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for(int i=0;i<grace;i++){
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dateList.remove(0);
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}
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inflowPour.add(0,BigDecimal.ZERO.subtract(new BigDecimal(leaseMoney)).toString());
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int j = 0;
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try {
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while (tmp.abs().doubleValue() > 0.0000000001 && j < 200) {
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tmp =new BigDecimal(inflowPour.get(0));
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tempInx = new BigDecimal(1);
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Date date0 =DateUtil.getTimeByFormat(dateList.get(0),"yyyy/MM/dd");
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for (int i = 1; i <inflowPour.size(); i++) {
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Long dayDiff = RentCalculateUtil.getDateDiff(date0,DateUtil.getTimeByFormat(dateList.get(i),"yyyy/MM/dd"));
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if(type.equals("rent_period_360")){
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dayDiff=Long.parseLong(DateUtils.days360(DateUtil.getSystemTimeByFormat(date0, "yyyy/MM/dd"), dateList.get(i))+"");
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}
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date0=DateUtil.getTimeByFormat(dateList.get(i),"yyyy/MM/dd");
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BigDecimal issue = year.divide(year.add(irr.multiply(new BigDecimal(dayDiff))),20,BigDecimal.ROUND_HALF_UP);
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tempInx = tempInx.multiply(issue);
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tmp = tmp.add(new BigDecimal(inflowPour.get(i)).multiply(tempInx));
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}
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tmp=tmp.add(new BigDecimal(equipendvalue));
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if (tmp.doubleValue() > 0) {
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tmp1 = irr;
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irr = irr.add(tmp2).divide(bigdec_2, 20, BigDecimal.ROUND_HALF_UP);
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}
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if (tmp.doubleValue() < 0) {
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tmp2 = irr;
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irr = irr.add(tmp1).divide(bigdec_2, 20, BigDecimal.ROUND_HALF_UP);
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}
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j++;
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}
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return irr.toString().equals("") ? "0" : irr.toString();
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} catch (Exception e) {
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e.printStackTrace();
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}
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return "0";
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}
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}
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