Modified Dietz method: Difference between revisions

Revision as of 19:42, 14 May 2025

Revision as of 20:53, 14 May 2025

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==Java method for modified Dietz return==

<syntaxhighlight lang="java">

private static double modifiedDietz (double emv, double bmv, double cashFlow[], int numCD, int numD[]) {

/* emv: Ending Market Value

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if (numCD <= 0) {

throw new ArithmeticException ("numCD <= 0");

}

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

if (numD[i] < 0) {

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

}

weight[i] = (double) (numCD - numD[i]) / numCD;