using System;

​

​

public class Program

    {

        public const double tol = 0.001;

        public delegate double fx(double x);

​

        public static fx composeFunctions(fx f1, fx f2) {

            return (double x) => f1(x) + f2(x);

        }

​

        public static fx f_xirr(double p, double dt, double dt0) {

            return (double x) => p*Math.Pow((1.0+x),((dt0-dt)/365.0));

        }

​

        public static fx df_xirr(double p, double dt, double dt0) {

            return (double x) => (1.0/365.0)*(dt0-dt)*p*Math.Pow((x+1.0),(((dt0-dt)/365.0)-1.0));

        }

​

        public static fx total_f_xirr(double[] payments, double[] days) {

            fx resf = (double x) => 0.0;

​

            for (int i = 0; i < payments.Length; i++) {

                resf = composeFunctions(resf,f_xirr(payments[i],days[i],days[0]));

            }

​

            return resf;

        }

​

        public static fx total_df_xirr(double[] payments, double[] days) {

            fx resf = (double x) => 0.0;

​

            for (int i = 0; i < payments.Length; i++) {

                resf = composeFunctions(resf,df_xirr(payments[i],days[i],days[0]));

            }

​

            return resf;

        }

​

        public static double Newtons_method(double guess, fx f, fx df) {

            double x0 = guess;

            double x1 = 0.0;

            double err = 1e+100;

​

            while (err > tol) {

                x1 = x0 - f(x0)/df(x0);

                err = Math.Abs(x1-x0);

                x0 = x1;

            }

​

            return x0;

        }

​

        public static void Main (string[] args)

        {

            double[] payments = {-6800,1000,2000,4000}; // payments

            double[] days = {01,08,16,25}; // days of payment (as day of year)

            double xirr = Newtons_method(0.1,

                                         total_f_xirr(payments,days),

                                         total_df_xirr(payments,days));

​

            Console.WriteLine("XIRR value is {0}", xirr);

        }

    }