Overview

Short description

The XIRR Nuclet offers functions for calculating the internal rate of return. The calculation is based on a series of payments (amounts of money, bound to date values).

The calculation corresponds to the Excel functions XIRR (or XINTZINSFUSS).

Nuclet components

Within the .nuclet file, the XIRR Nuclet comprises

• various Java rules (distributed across packages),

• a job control (for controlling a test job).

Table 1: Nuclet components

Java package structure

The Java rules are divided into five packages. Of these rules, normally only four Java classes are really relevant for the Nuclet integration:

• org.nuclet.xirr.data.XIRRSeries, as a data structure for a series of payments

• org.nuclet.xirr.logic.XIRRLogic, as logic for calling the XIRR calculations

• org.nuclet.xirr.test.XIRRTestJob, as a job for calling tests

• org.nuclet.xirr.parameter.XIRRSystemParameters, for configuring system parameters

Integration

Necessary integration steps

The integration of the XIRR Nuclet takes place in 3 steps:

1. Download

2. Nuclet import

3. Configuration of system parameters

4. Connecting your own Java code to the XIRR logic

All integration steps are explained in detail below.

Step 1: Download

Download the ZIP file „XIRR-v1.4.0-4.19.3.zip“ from the Nuclos web page under „Nuclos Services“ > „Download“ > „Nuclet Download“. Then unpack the ZIP locally.

Step 2: Nuclet import

Import the XIRR Nuclet under „Configuration“ > „Nuclet Management“ > „Import“ into your existing Nuclos instance, selecting the file „XIRR-v1.4.0-4.19.3.nuclet“

Step 3: Configuration of the system parameters

In version v1.0.0, the used Nuclos system parameter is set up by adjusting the constant XIRR_DEFAULT_GUESS in the class org.nuclet.xirr.parameter.XIRRSystemParameters:

Table 2: System parameters

Step 4: Connecting your own Java code to the XIRR logic

The XIRR logic is integrated by initialising an org.nuclet.xirr.data.XIRRSeries, which is filled with the payment amounts and calendar dates of the payments. Optionally, a specific start value („guess“) can be passed. If no start value is specified, the default start value is used (see step 3). The series object is then passed to an instance of the class org.nuclet.xirr.logic.XIRRLogic for the calculation.

Here is an example of integration in an UpdateRule:

@Rule(name="AktualisiereZahlungsverkehr", description="Aktualisiert den Zahlungsverkehr")
public class AktualisiereZahlungsverkehr implements UpdateRule
{
 
	public void update(UpdateContext context)
	{
		(...)
 
		XIRRLogic logic = new XIRRLogic(context); // Initialisierung der XIRR-Logik
		XIRRSeries series = new XIRRSeries(); // es ist möglich, den Startwert (guess) mizugegeben
 
		Zahlungsverkehr zvk = context.getBusinessObject(Zahlungsverkehr.class);
		List<Zahlung> lstZahlungen = zvk.getZahlung();
 
		for (Zahlung z : lstZahlungen) {
			series.add(z.getDatum(), z.getBetrag());
		}
 
		BigDecimal bgdXirrValue = logic.calculate(series); // ohne Konvergenz ist der Wert „null“!
	 
		(...)
	}
}

Version history