Modified Dietz method: Difference between revisions

Revision as of 13:39, 27 January 2020

Revision as of 18:09, 11 May 2020

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==Visual Basic==

<sourcesyntaxhighlight lang="vb">

Function georet_MD(myDates, myReturns, FlowMap, scaler)

' This function calculates the modified Dietz return of a time series

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End Function

</syntaxhighlight>

</source>

==Java method for modified Dietz return==

<sourcesyntaxhighlight lang="java">

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

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return md;

}

</syntaxhighlight>

</source>

== Excel VBA function for modified Dietz return ==