Modified Dietz method: Difference between revisions

Content deleted Content added
Adding short description: "Historical performance of an investment portfolio"
 
Line 471:
}
 
for (int i = 0; i < cashFlow.length; i++) {
if (numD[i] < 0) {
throw new ArithmeticException("numD[i]<0 , " + "i=" + i);
Line 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];
}