PL/SQL to calculate XIRR in Oracle

Question

Hi All
can i get a code to calculate XIRR in Oracle using plsql, (i know its there in OLAP but its costly.), Can i get any code where i can do it with plsql
Thanks in Advance
s.z.a

Answer 1

I've tested what you have posted here. And, it gives me huge number of error - because of your typo mistake.
I've rectify it and now it is running. Here is the script --
satyaki>
satyaki>create or replace type p_date_array is varray(200000) of date;
  2  /
Type created.
satyaki>
satyaki>
satyaki>create or replace type t_amount_array is varray(200000) of number;
  2  /
Type created.
satyaki>
satyaki>
satyaki>create or replace FUNCTION XIRR(p_date_array in t_date_array,
  2  p_amount_array in t_amount_array,
  3  p_guess in number default 0
  4 
  5  ) RETURN NUMBER AS
  6 
  7  BEGIN
  8  declare
  9  z number := 0;
10  step_limit number := 0;
11  temp number;
12  step number := 0.1;
13  d number := 0.5;
14  l_MaxDate date;
15  l_MinDate date;
16  srok number;
17  begin
18  l_MaxDate := p_date_array(1);
19  l_MinDate := p_date_array(1);
20 
21  -- 5@2K9 ?@>E>4: ?>8A: <0:A. 40BK 8 =0;8G8O E>BO 1K >4=>3> <8=CA0 8 ?;NA0 2 ?>B>:0E
22  for i in 1 .. p_date_array.count loop
23  if p_date_array(i) > l_MaxDate then
24  l_MaxDate := p_date_array(i);
25  end if;
26  if p_date_array(i) < l_MinDate then
27  l_MinDate := p_date_array(i);
28  end if;
29  end loop;
30  /
Warning: Function created with compilation errors.
satyaki>
satyaki>
satyaki>sho errors;
Errors for FUNCTION XIRR:
LINE/COL ERROR
29/9     PLS-00103: Encountered the symbol "end-of-file" when expecting
         one of the following:
         begin case declare end exception exit for goto if loop mod
         null pragma raise return select update while with
         <an identifier> <a double-quoted delimited-identifier>
         <a bind variable> << close current delete fetch lock insert
         open rollback savepoint set sql execute commit forall merge
         <a single-quoted SQL string> pipe
satyaki>
satyaki>ed
Wrote file afiedt.buf
  1  create or replace FUNCTION XIRR(p_date_array in p_date_array,
  2                                  p_amount_array in t_amount_array,
  3                                  p_guess in number default 0
  4                                 )
  5  RETURN NUMBER
  6  IS
  7  BEGIN
  8    declare
  9      z number := 0;
10      step_limit number := 0;
11      temp number;
12      step number := 0.1;
13      d number := 0.5;
14      l_MaxDate date;
15      l_MinDate date;
16      srok number;
17    begin
18      l_MaxDate := p_date_array(1);
19      l_MinDate := p_date_array(1);
20      -- 5@2K9 ?@>E>4: ?>8A: <0:A. 40BK 8 =0;8G8O E>BO 1K >4=>3> <8=CA0 8 ?;NA0 2 ?>B>:0E
21      for i in 1 .. p_date_array.count
22      loop
23        if p_date_array(i) > l_MaxDate then
24           l_MaxDate := p_date_array(i);
25        end if;
26        if p_date_array(i) < l_MinDate then
27           l_MinDate := p_date_array(i);
28        end if;
29      end loop;
30      select months_between(l_MaxDate, l_MinDate)
31      into srok
32      from dual;
33      loop
34        temp := p_amount_array(1);
35        for i in 2 .. p_amount_array.count
36        loop
37          temp := temp + p_amount_array(i)/power((1 + d),(p_date_array(i) - p_date_array(1))/365);
38        end loop;
39        if (temp > 0) and (z = 0) then
40           step := step / 2;
41           z := 1;
42        end if;
43        if (temp < 0) and (z = 1) then
44            step := step / 2;
45            z := 0;
46        end if;
47        if (z = 0) then
48            d := d - step;
49        else
50            d := d + step;
51        end if;
52        step_limit := step_limit + 1;
53        exit when((round(temp * 100000) = 0) or (step_limit = 10000));
54      end loop;
55        return d;
56    end;
57* END XIRR;
satyaki>/
Function created.
satyaki>
satyaki>
satyaki>
satyaki>
satyaki>set serveroutput on
satyaki>
satyaki>
satyaki>DECLARE
  2    P_DATE_ARRAY PMA.T_DATE_ARRAY;
  3    P_AMOUNT_ARRAY PMA.T_AMOUNT_ARRAY;
  4    P_GUESS NUMBER;
  5    v_Return NUMBER;
  6  BEGIN
  7    -- Modify the code to initialize the variable
  8    P_DATE_ARRAY := T_DATE_ARRAY(to_date('01.01.2007','dd.mm.yyyy'),to_date('01.07.2007','dd.mm.yyyy'),to_
  9    -- Modify the code to initialize the variable
10    P_AMOUNT_ARRAY := T_AMOUNT_ARRAY(-100,58,60);
11    P_GUESS := NULL;
12   
13    v_Return := XIRR(
14    P_DATE_ARRAY => P_DATE_ARRAY,
15    P_AMOUNT_ARRAY => P_AMOUNT_ARRAY,
16    P_GUESS => P_GUESS
17    );
18    DBMS_OUTPUT.PUT_LINE('v_Return = ' || v_Return);
19  END;
20  /
  P_DATE_ARRAY PMA.T_DATE_ARRAY;
ERROR at line 2:
ORA-06550: line 2, column 16:
PLS-00201: identifier 'PMA.T_DATE_ARRAY' must be declared
ORA-06550: line 2, column 16:
PL/SQL: Item ignored
ORA-06550: line 3, column 18:
PLS-00201: identifier 'PMA.T_AMOUNT_ARRAY' must be declared
ORA-06550: line 3, column 18:
PL/SQL: Item ignored
ORA-06550: line 8, column 3:
PLS-00320: the declaration of the type of this expression is incomplete or
malformed
ORA-06550: line 8, column 3:
PL/SQL: Statement ignored
ORA-06550: line 10, column 3:
PLS-00320: the declaration of the type of this expression is incomplete or
malformed
ORA-06550: line 10, column 3:
PL/SQL: Statement ignored
ORA-06550: line 14, column 19:
PLS-00320: the declaration of the type of this expression is incomplete or
malformed
ORA-06550: line 13, column 3:
PL/SQL: Statement ignored
satyaki>
satyaki>
satyaki>DECLARE
  2    PDA P_DATE_ARRAY;
  3    PAA T_AMOUNT_ARRAY;
  4    P_GUESS NUMBER;
  5    v_Return NUMBER;
  6  BEGIN
  7    -- Modify the code to initialize the variable
  8    PDA := P_DATE_ARRAY(to_date('01.01.2007','dd.mm.yyyy'),to_date('01.07.2007','dd.mm.yyyy'),to_date('01.01.2008','dd.mm.yyyy'));
  9    -- Modify the code to initialize the variable
10    PAA := T_AMOUNT_ARRAY(-100,58,60);
11    P_GUESS := NULL;
12   
13    v_Return := XIRR(P_DATE_ARRAY => PDA,P_AMOUNT_ARRAY => PAA,P_GUESS => P_GUESS);
14    DBMS_OUTPUT.PUT_LINE('v_Return = ' || v_Return);
15  END;
16  /
v_Return = .248719024658203125
PL/SQL procedure successfully completed.
satyaki>
satyaki>
satyaki>Please post your code with proper indentation, so that everyone can get your code easily.
Regards.
Satyaki De.