comp.lang.ruby

My solution, looping the Bolzano's Theorem:


class Irr

attr_accessor :data, :irr

def initialize(data)
@data = data
@irr = 0
irr_calculus
end

def npv_calculus(rate)
npv = 0
@data.each do |c|
t = @data.index(c)
npv = npv + c / (1 + rate)**t
end
npv
end

def irr_calculus
r1 = 0.0
r2 = 1.0
npv1 = npv_calculus(r1)
npv2 = npv_calculus(r2)

# calcule initial interval
while npv1*npv2 > 0
r1 = r1 + 1
r2 = r2 + 1
npv1 = npv_calculus(r1)
npv2 = npv_calculus(r2)
end

# halfing interval to achieve precission
value = 1
while value > (1.0/10**4)
r3 = (r1+r2)/2
npv3 = npv_calculus(r3)
if npv1*npv3 < 0
r2 = r3
npv2 = npv3
else
r1 = r3
npv1 = npv3
end
value = (r1-r2).abs
end

@irr = (r1*10000).round/10000.0
end

end


data = [-100, 30, 35, 40, 45]
i = Irr.new(data)
puts i.irr
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