#include <cashflow/irr.hpp>

double IRR::IRR_ERROR=-1E30;
int IRR::IRR_MAX_ITERATIONS=50;
double IRR::IRR_ACCURACY=1.0E-5;

double IRR::irr(Array<double> &cashflows)
{
  double x1=0.00;
  double x2=.20;
	double dx=0.00;
	double f1;
	double f2;
	double f;
	double rtb;
	double xmid;
	double fmid;
	int index;

// create initial bracket with root somewhere between bot,top
  f1=pv(cashflows,x1);
	f2=pv(cashflows,x2);
	for(index=0;index<IRR_MAX_ITERATIONS;index++)
	{
	  if((f1*f2)<0.00)break;
    if(fabs(f1)<fabs(f2))
		{
		  f1=pv(cashflows,x1+=1.6*(x1-x2));
		}
		else 
		{
		  f2=pv(cashflows,x2+=1.6*(x2-x1));
		}
	}
	if(f2*f1>0.00)return IRR_ERROR;
  f=pv(cashflows,x1);   
	if(f<0.00)
	{
	  rtb=x1;
		dx=x2-x1;
	}
  else
	{
	  rtb=x2;
		dx=x1-x2; 
	}
	for(index=0;index<IRR_MAX_ITERATIONS;index++)
	{
	  dx*=.50;
		xmid=rtb+dx;
		fmid=pv(cashflows,xmid);
		if(fmid<=0.00)rtb=xmid;
		if((fabs(fmid)<IRR_ACCURACY)||(fabs(dx)<IRR_ACCURACY))
		{
		  return xmid;
		}
	}
	return IRR_ERROR;
}

double IRR::npv(Array<double> &cashflows,double rate)
{
  double npv=0.00;
	for(int index=0;index<cashflows.size();index++)
	{
	  npv+=cashflows[index]*pow(1+rate,index);   // exp(-rate*(index+1)));
	}
  return npv;
}

double IRR::pv(Array<double> &cashflows,double rate)
{
  double pv=0.00;
	for(int index=0;index<cashflows.size();index++)
	{
	  pv+=(cashflows[index]*exp(-rate*(index+1)));
	}
  return pv;
}

double IRR::pvD(Array<double> &cashflows,double rate)
{
  double pv=0.00;
	for(int index=0;index<cashflows.size();index++)
	{
	  pv+=cashflows[index]/pow(1+rate,index+1);
	}
  return pv;
}