// using System;
// using System.Linq;
// using Money = System.Decimal;
// using Rate = System.Double;
// using System.Collections.Generic;
//
// public
//     struct Pair<T, Z>
// {
//     public Pair(T first, Z second)
//     {
//         First = first;
//         Second = second;
//     }
//
//     public readonly T First;
//
//     public readonly Z Second;
// }
//
//
// public class CashFlow
// {
//     public CashFlow(Money amount, DateTime date)
//     {
//         Amount = amount;
//         Date = date;
//     }
//
//     public readonly Money Amount;
//     public readonly DateTime Date;
// }
//
// public struct AlgorithmResult<TKindOfResult, TValue>
// {
//     public AlgorithmResult(TKindOfResult kind, TValue value)
//     {
//         Kind = kind;
//         Value = value;
//     }
//
//     public readonly TKindOfResult Kind;
//     public readonly TValue Value;
// }
//
// public enum ApproximateResultKind
// {
//     ApproximateSolution,
//     ExactSolution,
//     NoSolutionWithinTolerance
// }
//
// public static class Algorithms
// {
//     internal static Money CalculateXNPV(IEnumerable<CashFlow> cfs, Rate r)
//     {
//         if (r <= -1)
//             r = -0.99999999; // Very funky ... Better check what an IRR <= -100% means
//
//         return (from cf in cfs
//             let startDate = cfs.OrderBy(cf1 => cf1.Date).First().Date
//             select cf.Amount / (decimal) Math.Pow(1 + r, (cf.Date - startDate).Days / 365.0)).Sum();
//     }
//
//     internal static Pair<Rate, Rate> FindBrackets(Func<IEnumerable<CashFlow>, Rate, Money> func,
//         IEnumerable<CashFlow> cfs)
//     {
// // Abracadabra magic numbers ...
//         const int maxIter = 100;
//         const Rate bracketStep = 0.5;
//         const Rate guess = 0.1;
//
//         Rate leftBracket = guess - bracketStep;
//         Rate rightBracket = guess + bracketStep;
//         var iter = 0;
//
//         while (func(cfs, leftBracket) * func(cfs, rightBracket) > 0 && iter++ < maxIter)
//         {
//             leftBracket -= bracketStep;
//             rightBracket += bracketStep;
//         }
//
//         if (iter >= maxIter)
//             return new Pair<double, double>(0, 0);
//
//         return new Pair<Rate, Rate>(leftBracket, rightBracket);
//     }
//
// // From "Applied Numerical Analyis" by Gerald
//     internal static AlgorithmResult<ApproximateResultKind, Rate> Bisection(Func<Rate, Money> func,
//         Pair<Rate, Rate> brackets, Rate tol, int maxIters)
//     {
//         int iter = 1;
//
//         Money f3 = 0;
//         Rate x3 = 0;
//         Rate x1 = brackets.First;
//         Rate x2 = brackets.Second;
//
//         do
//         {
//             var f1 = func(x1);
//             var f2 = func(x2);
//
//             if (f1 == 0 && f2 == 0)
//                 return new AlgorithmResult<ApproximateResultKind, Rate>(ApproximateResultKind.NoSolutionWithinTolerance,
//                     x1);
//
//             if (f1 * f2 > 0)
//                 throw new ArgumentException("x1 x2 values don't bracket a root");
//
//             x3 = (x1 + x2) / 2;
//             f3 = func(x3);
//
//             if (f3 * f1 < 0)
//                 x2 = x3;
//             else
//                 x1 = x3;
//
//             iter++;
//         } while (Math.Abs(x1 - x2) / 2 > tol && f3 != 0 && iter < maxIters);
//
//         if (f3 == 0)
//             return new AlgorithmResult<ApproximateResultKind, Rate>(ApproximateResultKind.ExactSolution, x3);
//
//         if (Math.Abs(x1 - x2) / 2 < tol)
//             return new AlgorithmResult<ApproximateResultKind, Rate>(ApproximateResultKind.ApproximateSolution, x3);
//
//         if (iter > maxIters)
//             return new AlgorithmResult<ApproximateResultKind, Rate>(ApproximateResultKind.NoSolutionWithinTolerance,
//                 x3);
//
//         throw new Exception("It should never get here");
//     }
//
//     public static AlgorithmResult<ApproximateResultKind, Rate> CalculateXIRR(IEnumerable<CashFlow> cfs, Rate tolerance,
//         int maxIters)
//     {
//         var brackets = FindBrackets(CalculateXNPV, cfs);
//
//         if (brackets.First == brackets.Second)
//             return new AlgorithmResult<ApproximateResultKind, double>(ApproximateResultKind.NoSolutionWithinTolerance,
//                 brackets.First);
//
//         return Bisection(r => CalculateXNPV(cfs, r), brackets, tolerance, maxIters);
//     }
// }
//
// // TESTS
// using Microsoft.VisualStudio.TestTools.UnitTesting;
// using System.Collections.Generic;
// using System;
// using Rate = System.Double;
//
// namespace TimeLineTest
// {
//     [TestClass()]
//     public class AlgorithmsTest
//     {
//         IEnumerable<CashFlow> cfs = new CashFlow[]
//         {
//             new CashFlow(-10000, new DateTime(2008, 1, 1)),
//             new CashFlow(2750, new DateTime(2008, 3, 1)),
//             new CashFlow(4250, new DateTime(2008, 10, 30)),
//             new CashFlow(3250, new DateTime(2009, 2, 15)),
//             new CashFlow(2750, new DateTime(2009, 4, 1))
//         };
//
//         IEnumerable<CashFlow> bigcfs = new CashFlow[]
//         {
//             new CashFlow(-10, new DateTime(2000, 1, 1)),
//             new CashFlow(10, new DateTime(2002, 1, 2)),
//             new CashFlow(20, new DateTime(2003, 1, 3))
//         };
//
//         IEnumerable<CashFlow> negcfs = new CashFlow[]
//         {
//             new CashFlow(-10, new DateTime(2000, 1, 1)),
//             new CashFlow(-1, new DateTime(2002, 1, 2)),
//             new CashFlow(1, new DateTime(2003, 1, 3))
//         };
//
//         IEnumerable<CashFlow> samedaysamecfs = new CashFlow[]
//         {
//             new CashFlow(-10, new DateTime(2000, 1, 1)),
//             new CashFlow(10, new DateTime(2000, 1, 1)),
//         };
//
//         IEnumerable<CashFlow> samedaydifferentcfs = new CashFlow[]
//         {
//             new CashFlow(-10, new DateTime(2000, 1, 1)),
//             new CashFlow(100, new DateTime(2000, 1, 1)),
//         };
//
//         IEnumerable<CashFlow> bigratecfs = new CashFlow[]
//         {
//             new CashFlow(-10, new DateTime(2000, 1, 1)),
//             new CashFlow(20, new DateTime(2000, 5, 30)),
//         };
//
//         IEnumerable<CashFlow> zeroRate = new CashFlow[]
//         {
//             new CashFlow(-10, new DateTime(2000, 1, 1)),
//             new CashFlow(10, new DateTime(2003, 1, 1)),
//         };
//
//         IEnumerable<CashFlow> doubleNegative = new CashFlow[]
//         {
//             new CashFlow(-10000, new DateTime(2008, 1, 1)),
//             new CashFlow(2750, new DateTime(2008, 3, 1)),
//             new CashFlow(-4250, new DateTime(2008, 10, 30)),
//             new CashFlow(3250, new DateTime(2009, 2, 15)),
//             new CashFlow(2750, new DateTime(2009, 4, 1))
//         };
//
//         IEnumerable<CashFlow> badDoubleNegative = new CashFlow[]
//         {
//             new CashFlow(-10000, new DateTime(2008, 1, 1)),
//             new CashFlow(2750, new DateTime(2008, 3, 1)),
//             new CashFlow(-4250, new DateTime(2008, 10, 30)),
//             new CashFlow(3250, new DateTime(2009, 2, 15)),
//             new CashFlow(-2750, new DateTime(2009, 4, 1))
//         };
//
//         double r = 0.09;
//         double tolerance = 0.0001;
//         int maxIters = 100;
//
//         private TestContext testContextInstance;
//
//         public TestContext TestContext
//         {
//             get { return testContextInstance; }
//             set { testContextInstance = value; }
//         }
//
//         [TestMethod()]
//         public void CalculateXNPV()
//         {
//             Assert.AreEqual(2086.6476020315416570634272814M, Algorithms.CalculateXNPV(cfs, r));
//             Assert.AreEqual(-10.148147600710372651326920258M, Algorithms.CalculateXNPV(negcfs, 0.5));
//             Assert.AreEqual(4.9923725815954514810351876895M, Algorithms.CalculateXNPV(bigcfs, 0.3));
//         }
//
//         [TestMethod]
//         public void FindBrackets()
//         {
//             var brackets = Algorithms.FindBrackets(Algorithms.CalculateXNPV, cfs);
//             Assert.IsTrue(brackets.First < 0.3733 && brackets.Second > 0.3733);
//
//             brackets = Algorithms.FindBrackets(Algorithms.CalculateXNPV, bigcfs);
//             Assert.IsTrue(brackets.First < 0.5196 && brackets.Second > 0.5196);
//
//             brackets = Algorithms.FindBrackets(Algorithms.CalculateXNPV, negcfs);
//             Assert.IsTrue(brackets.First < -0.6059 && brackets.Second > -0.6059);
//         }
//
//         [TestMethod]
//         public void XIRRTest()
//         {
//             var irr = Algorithms.CalculateXIRR(cfs, tolerance, maxIters);
//             Assert.AreEqual(0.3733, irr.Value, 0.001);
//             Assert.AreEqual(ApproximateResultKind.ApproximateSolution, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(bigcfs, tolerance, maxIters);
//             Assert.AreEqual(0.5196, irr.Value, 0.001);
//             Assert.AreEqual(ApproximateResultKind.ApproximateSolution, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(negcfs, tolerance, maxIters);
//             Assert.AreEqual(-0.6059, irr.Value, 0.001);
//             Assert.AreEqual(ApproximateResultKind.ApproximateSolution, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(samedaysamecfs, tolerance, maxIters);
//             Assert.AreEqual(ApproximateResultKind.NoSolutionWithinTolerance, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(samedaydifferentcfs, tolerance, maxIters);
//             Assert.AreEqual(ApproximateResultKind.NoSolutionWithinTolerance, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(bigratecfs, tolerance, maxIters);
//             Assert.AreEqual(4.40140, irr.Value, 0.001);
//             Assert.AreEqual(ApproximateResultKind.ApproximateSolution, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(zeroRate, tolerance, maxIters);
//             Assert.AreEqual(0, irr.Value, 0.001);
//             Assert.AreEqual(ApproximateResultKind.ApproximateSolution, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(doubleNegative, tolerance, maxIters);
//             Assert.AreEqual(-0.537055, irr.Value, 0.001);
//             Assert.AreEqual(ApproximateResultKind.ApproximateSolution, irr.Kind);
//
//             irr = Algorithms.CalculateXIRR(badDoubleNegative, tolerance, maxIters);
//             Assert.AreEqual(ApproximateResultKind.NoSolutionWithinTolerance, irr.Kind);
//         }
//     }
// }