使用 Javascript 計算 IRR

Question

我有這段代碼來計算 IRR（內部收益率），它的工作原理類似於 Excel 中的 IRR function（我們有現金流值和猜測率）。

這工作正常，我的結果與 Excel function 相同，但是當 IRR 稅大於 100% 時，此 function 不起作用。 我得到的最大值是 100%。

我需要更改什么才能獲得大於 100 的值？

  // Credits: algorithm inspired by Apache OpenOffice
  
  // Calculates the resulting amount
  var irrResult = function(values, dates, rate) {
    var r = rate + 1;
    var result = values[0];
    for (var i = 1; i < values.length; i++) {
      result += values[i] / Math.pow(r, (dates[i] - dates[0]) / 365);
    }
    return result;
  }

  // Calculates the first derivation
  var irrResultDeriv = function(values, dates, rate) {

    var r = rate + 1;
    var result = 0;
    for (var i = 1; i < values.length; i++) {
      var frac = (dates[i] - dates[0]) / 365;
      result -= frac * values[i] / Math.pow(r, frac + 1);
    }
    return result;
  }

  // Initialize dates and check that values contains at least one positive value and one negative value
  var dates = [];
  var positive = false;
  var negative = false;
  for (var i = 0; i < values.length; i++) {
    dates[i] = (i === 0) ? 0 : dates[i - 1] + 365;
    if (values[i] > 0) positive = true;
    if (values[i] < 0) negative = true;
  }
  
  // Return error if values does not contain at least one positive value and one negative value
  if (!positive || !negative) return 0;

  // Initialize guess and resultRate
  var guess = (typeof guess === 'undefined') ? 0.1 : guess;
  var resultRate = guess;
  
  // Set maximum epsilon for end of iteration
  var epsMax = 1e-10;
  
  // Set maximum number of iterations
  var iterMax = 200;

  // Implement Newton's method
  var newRate, epsRate, resultValue;
  var iteration = 0;
  var contLoop = true;
  do {
    resultValue = irrResult(values, dates, resultRate);
    newRate = resultRate - resultValue / irrResultDeriv(values, dates, resultRate);
    epsRate = Math.abs(newRate - resultRate);
    resultRate = newRate;
    contLoop = (epsRate > epsMax) && (Math.abs(resultValue) > epsMax);
  } while(contLoop && (++iteration < iterMax));

  if(contLoop) return 0;

  // Return internal rate of return
  return resultRate;
}

Answer 1

    var irrResult = function(values, dates, rate) {
    var r = rate + 1;
    var result = values[0];
    for (var i = 1; i < values.length; i++) {
      result += values[i]/ Math.pow(r, (dates[i] - dates[0]) );
    }
    return result  / 365;
  }