sql - IRR 函数也返回负值

Question

    GO
    /****** Object:  UserDefinedFunction [dbo].[fn_IRR]    Script Date: 7/28/2014 11:43:40 AM ******/
    SET ANSI_NULLS ON
    GO
    SET QUOTED_IDENTIFIER ON
    GO
    ALTER  FUNCTION [dbo].[fn_IRR]
    (
        @str varchar(max),
        @precision DECIMAL(30,10)
    )
    RETURNS DECIMAL(30, 10)
    AS 
    BEGIN
        declare  @AdjValue decimal(30,10)
                ,@guess Decimal(30,10)
                ,@guess_new Decimal(30,10)

        Select @AdjValue = 0.1, @guess=0

        DECLARE @t_IDs TABLE (
            id INT IDENTITY(0, 1),
            value DECIMAL(30, 10)
        )
        Declare @NPV DECIMAL(30, 10)
               ,@iter_cnt int

        INSERT INTO @t_IDs 
            select * from dbo.fn_SplitString(@str,',')

        SET @guess = CASE WHEN ISNULL(@guess, 0) <= 0 THEN 0 ELSE @guess END

        SELECT @NPV = SUM(value / POWER(1 + @guess, id)) FROM @t_IDs
        WHILE ((@NPV > 0 or @AdjValue > @precision) and (isnull(@iter_cnt,0) < 8192))
        BEGIN
            SET @guess_new = @guess + @AdjValue
            SELECT @NPV = SUM(value / POWER(1 + @guess_new, id)) FROM @t_IDs
            set @iter_cnt = isnull(@iter_cnt,0) + 1
            if (@NPV > 0)
                select @guess=@guess_new
            else
                select @AdjValue=@AdjValue/10
        END
        RETURN @guess
    END


USE [absmart_v442]
GO
/****** Object:  UserDefinedFunction [dbo].[fn_SplitString]    Script Date: 7/28/2014 11:47:58 AM ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO

ALTER FUNCTION [dbo].[fn_SplitString](
     @str nvarchar(max)
    ,@sep nvarchar(max)
)
RETURNS TABLE
AS
RETURN
    WITH a AS(
        SELECT CAST(0 AS BIGINT) as idx1,CHARINDEX(@sep,@str) idx2
        UNION ALL
        SELECT idx2+1,CHARINDEX(@sep,@str,idx2+1)
        FROM a
        WHERE idx2>0
    )
    SELECT SUBSTRING(@str,idx1,COALESCE(NULLIF(idx2,0),LEN(@str)+1)-idx1) as StrValue
    FROM a

所以我有这段代码，它计算一组值的 IRR。该函数做得很好（我从另一个stackoverflow问题中获得了代码）。我唯一的问题是我找不到让它也显示负值的方法，如果 IRR > 0，如果 IRR < 0 它返回 0，则函数给出一个很好的结果，但我希望它返回负值结果。

问题是我不太明白 IRR 值是如何计算的，或者如果 IRR 为负数，为什么它会打印 0。此外，由于一些问题（我已经尝试过），我无法使用 SQL 中的调试器。任何人都知道如何确保函数始终返回 IRR，即使它是负值。

select [dbo].[fn_IRR]('-45000,15000,20000,25000.00,10000.00,5000',0.00000000001) as IRR should return 0.2299339513




select [dbo].[fn_IRR]('-170000,32000,35000,33000.00,29000.00,36000',0.00000000001) as IRR

应该返回 -0.98，因为它在 Excel 中返​​回

Answer 1

我设法自己找到了解决方案，您可以使用 -0.99 初始化 @guess

Answer 2

上面的原始示例适用于正数，但这不适用于负数。该问题与 POWER 加 1 有关，因此它在循环中始终为正。我扩展了上述解决方案，它同时适用于正数和负数。

注意：在 ELSE 块一完成后，您必须从 1 中减去该值，然后转换为负数。

ALTER FUNCTION [dbo].[fn_IRR]

( @str varchar(max), @precision DECIMAL(30,10) ) 返回 DECIMAL(30, 10) AS BEGIN 声明 @AdjValue decimal(30,10) ,@guess Decimal(30,10) ,@guess_new Decimal(30 ,10)

Select @AdjValue = 0.1, @guess=0

DECLARE @t_IDs TABLE (
    id INT IDENTITY(0, 1),
    value DECIMAL(30, 10)
)
Declare @NPV DECIMAL(30, 10)
       ,@iter_cnt int

INSERT INTO @t_IDs 
    select * from dbo.fn_SplitString(@str,',')

SET @guess = CASE WHEN ISNULL(@guess, 0) <= 0 THEN 0 ELSE @guess END

SELECT @NPV = SUM(value / POWER(1 + @guess, id)) FROM @t_IDs

IF @NPV > 0
    BEGIN
        WHILE ((@NPV > 0 or @AdjValue > @precision) and (isnull(@iter_cnt,0) < 8192))
        BEGIN
            SET @guess_new = @guess + @AdjValue
            SELECT @NPV = SUM(value / POWER(1 + @guess_new, id)) FROM @t_IDs
            set @iter_cnt = isnull(@iter_cnt,0) + 1
            if (@NPV > 0)
                select @guess=@guess_new
            else
                select @AdjValue=@AdjValue/10
        END
    END
ELSE
    BEGIN
        WHILE ((@NPV > 0 or @AdjValue > @precision) and (isnull(@iter_cnt,0) < 8192))
            BEGIN
                SET @guess_new = @guess + @AdjValue
                SELECT @NPV = SUM(value / POWER(@guess_new, id)) FROM @t_IDs
                set @iter_cnt = isnull(@iter_cnt,0) + 1
                if (@NPV > 0)
                    select @guess=@guess_new
                else
                    select @AdjValue=@AdjValue/10
            END

        SET @guess = 1 - @guess
        SET @guess = -@guess
    END

RETURN @guess

结尾