New release of Financial Functions .NET uploaded on MSDN Code Gallery - Luca Bolognese

New release of Financial Functions .NET uploaded on MSDN Code Gallery

Luca -

☕ 1 min. read

I fixed the bug de­scribed in this thread and cleaned up the root find­ing al­go­rithm. I’m still un­happy about it, but I have no time to code a bet­ter one right now (i.e. Ridder, Brent). I also added changes.txt and todo.txt to keep track of things.



  1. Fixed call to throw in bi­sec­tion
  2. Changed find­Bounds algo
  3. Added TestXirrBugs func­tion
  4. Removed the NewValue func­tions every­where


  1. The in­ter­ac­tion of Bisection and Newton algo in find­Root needs re­view. It seems like it is work­ing now, but it could use some love. Maybe I should switch to a bet­ter root find­ing algo (i.e. Rudder or Brent)
1 Comment


Why can't this be built into the .NET BCL and fully supported by Microsoft?
Systems that need to live longer than 2 years would incur significant extra risk by using an unsupported by MS financial library.  This point seems to be lost on the MS BCL team.  

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