New release of Financial Functions .NET uploaded on MSDN Code Gallery
Luca -
☕ 1 min. read
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.
Changes.txt
V1
- Fixed call to throw in bisection
- Changed findBounds algo
- Added TestXirrBugs function
- Removed the NewValue functions everywhere
ToDo.txt
- 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)
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Comments
Greg
2009-02-03T11:33:29ZWhy 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.