New release of Financial Functions .NET uploaded on MSDN Code Gallery

I fixed the bug described in this thread and cleaned up the root finding algorithm. I’m still unhappy about it, but I have no time to code a better one right now (i.e. Ridder, Brent). I also added changes.txt and todo.txt to keep track of things.


1. Fixed call to throw in bisection
2. Changed findBounds algo
3. Added TestXirrBugs function
4. Removed the NewValue functions everywhere


1. The interaction of Bisection and Newton algo in findRoot needs review. It seems like it is working now, but it could use some love. Maybe I should switch to a better root finding algo (i.e. Rudder or Brent)

Comments (1)

  1. Greg says:

    Why can’t this be built into the .NET BCL and fully supported by Microsoft?

    Systems that need to live longer than 2 years would incur significant extra risk by using an unsupported by MS financial library.  This point seems to be lost on the MS BCL team.  

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