Package name.abuchen.portfolio.math.NewtonGoalSeek

Examples of name.abuchen.portfolio.math.NewtonGoalSeek.Function


{
    @Test
    public void testSimple()
    {

        Function f = new Function()
        {
            @Override
            public double compute(double x)
            {
                return x;
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public final class IRR
{
    public static double calculate(List<Date> dates, List<Double> values)
    {
        Function npv = new NPVFunction(dates, values);
        Function derivative = new PseudoDerivativeFunction(npv);
        return NewtonGoalSeek.seek(npv, derivative, 0.05d) - 1;
    }
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