New release of Financial Functions .NET uploaded on MSDN Code Gallery

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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

  1. Fixed call to throw in bisection
  2. Changed findBounds algo
  3. Added TestXirrBugs function
  4. Removed the NewValue functions everywhere

ToDo.txt

  1. 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

2009-02-03T11:33:29Z

Why 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.