Problem Note 48473: More robust algorithm implemented for properly determining internal rate of return when multiple solutions exist
A more robust algorithm has been implemented for properly determining the internal rate of return when multiple solutions exist. Multiple solutions may occur due to using the quadratic formula in calculating the internal rate of return. Three functions are impacted by this new algorithm: IRR, INTRR, and FINANCE('IRR', ...).
Operating System and Release Information
| SAS System | Base SAS | z/OS | 9.2 TS2M3 | |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.2 TS2M3 | |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.2 TS2M3 | |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.2 TS2M3 | |
| Microsoft Windows XP 64-bit Edition | 9.2 TS2M3 | |
| Microsoft® Windows® for x64 | 9.2 TS2M3 | |
| Microsoft Windows Server 2003 Datacenter Edition | 9.2 TS2M3 | |
| Microsoft Windows Server 2003 Enterprise Edition | 9.2 TS2M3 | |
| Microsoft Windows Server 2003 Standard Edition | 9.2 TS2M3 | |
| Microsoft Windows Server 2003 for x64 | 9.2 TS2M3 | |
| Microsoft Windows Server 2008 | 9.2 TS2M3 | |
| Microsoft Windows Server 2008 for x64 | 9.2 TS2M3 | |
| Microsoft Windows XP Professional | 9.2 TS2M3 | |
| Windows 7 Enterprise 32 bit | 9.2 TS2M3 | |
| Windows 7 Enterprise x64 | 9.2 TS2M3 | |
| Windows 7 Home Premium 32 bit | 9.2 TS2M3 | |
| Windows 7 Home Premium x64 | 9.2 TS2M3 | |
| Windows 7 Professional 32 bit | 9.2 TS2M3 | |
| Windows 7 Professional x64 | 9.2 TS2M3 | |
| Windows 7 Ultimate 32 bit | 9.2 TS2M3 | |
| Windows 7 Ultimate x64 | 9.2 TS2M3 | |
| Windows Vista | 9.2 TS2M3 | |
| Windows Vista for x64 | 9.2 TS2M3 | |
| 64-bit Enabled AIX | 9.2 TS2M3 | |
| 64-bit Enabled HP-UX | 9.2 TS2M3 | |
| 64-bit Enabled Solaris | 9.2 TS2M3 | |
| HP-UX IPF | 9.2 TS2M3 | |
| Linux | 9.2 TS2M3 | |
| Linux for x64 | 9.2 TS2M3 | |
| OpenVMS on HP Integrity | 9.2 TS2M3 | |
| Solaris for x64 | 9.2 TS2M3 | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
A more robust algorithm for calculating the internal rate of return associated with the functions IRR, INTRR, and FINANCE('IRR', ...) has been implemented for situations in which multiple solutions exist.
| Type: | Problem Note |
| Priority: | high |
| Topic: | SAS Reference ==> Functions ==> Financial ==> INTRR
SAS Reference ==> Functions ==> Financial ==> IRR
|
| Date Modified: | 2012-11-15 16:02:18 |
| Date Created: | 2012-11-15 09:53:28 |
