XIRR Calculation

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XIRR Calculation

Luckbox72

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Points: 129
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December 20, 2015 at 4:26 pm

#399492

I have tried a number of the different formulas to calculate XIRR in SQL 2005 and 2014 and while the example always seem to work, when I run them with our numbers the results are not correct. Even the XLeratorDB results do not appear correct. When I run the numbers through a .net version I get the correct results.
Using the sample at this link http://www.sqlservercentral.com/Forums/Topic919838-338-1.aspx
If I enter the numbers
-250000 8/31/2015
-250000 9/30/2015
498763.53 10/31/2015
I get the result -0.0000000008
where in the .net version is -0.00327844144912648
Has anyone else experienced this and if so is there a correct to the formula?

Viewing 4 posts - 1 through 3 (of 3 total)

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Jeff Moden SSC Guru Points: 1004363 More actions · Answer 1

Luckbox72 (12/20/2015)
When I run the numbers through a .net version I get the correct results.

If that's true, why not turn the .Net version into an SQLCLR function or stored procedure?

--Jeff Moden

RBAR is pronounced "ree-bar" and is a "Modenism" for Row-By-Agonizing-Row.
First step towards the paradigm shift of writing Set Based code:
________Stop thinking about what you want to do to a ROW... think, instead, of what you want to do to a COLUMN.

Change is inevitable... Change for the better is not.

Helpful Links:
How to post code problems
How to Post Performance Problems
Create a Tally Function (fnTally)

Luckbox72 SSC Enthusiast Points: 129 More actions · Answer 2

For anyone else looking for the correct formula I found another post were someone was having the exact issue I was.

Follow this link for the corrected script

http://stackoverflow.com/questions/20972209/xirr-calc-in-sql

This works in SQL 2014 and with some minor changes is easy to get to work in SQL 2005

Lynn Pettis SSC Guru Points: 442467 More actions · Answer 3

Luckbox72 (12/21/2015)
For anyone else looking for the correct formula I found another post were someone was having the exact issue I was.
Follow this link for the corrected script
http://stackoverflow.com/questions/20972209/xirr-calc-in-sql
This works in SQL 2014 and with some minor changes is easy to get to work in SQL 2005

Just making it easier for others to follow:

http://stackoverflow.com/questions/20972209/xirr-calc-in-sql