Modified Dietz method: Difference between revisions

Revision as of 20:53, 14 May 2025

Latest revision as of 11:25, 25 June 2025

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{{Short description|Historical performance of an investment portfolio}}

The '''modified Dietz method'''<ref name="Dietz1966">{{cite book

|author=Peter O. Dietz

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}

for (int i = 0; i < cashFlow.length; i++) {

if (numD[i] < 0) {

throw new ArithmeticException("numD[i]<0 , " + "i=" + i);

Line 478 ⟶ 479:

double ttwcf = 0; // total time weighted cash flows

for (int i = 0; i < cashFlow.length; i++) {

ttwcf += weight[i] * cashFlow[i];

}

double tncf = 0; // total net cash flows

for (int i = 0; i < cashFlow.length; i++) {

tncf += cashFlow[i];

}