1 /**
2 * Investor, the open-source investment library
3 *
4 * (C) Copyright 2008, by individual contributors as indicated by the @author tag.
5 *
6 * This library is free software; you can redistribute it and/or modify it
7 * under the terms of the GNU Lesser General Public License as
8 * published by the Free Software Foundation; either version 2.1 of
9 * the License, or (at your option) any later version.
10 *
11 * This software is distributed in the hope that it will be useful,
12 * but WITHOUT ANY WARRANTY; without even the implied warranty of
13 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 * Lesser General Public License for more details.
15 *
16 * You should have received a copy of the GNU Lesser General Public
17 * License along with this software; if not, write to the Free
18 * Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA
19 * 02110-1301 USA, or see the FSF site: http://www.fsf.org.
20 */
21 package com.nickokiss.investor.fin.element;
22
23 import java.math.BigDecimal;
24 import java.util.Comparator;
25
26 import com.nickokiss.investor.calc.CashFlowStreamCalc;
27
28 /**
29 * Use when investment can be repeatedly reinvested
30 *
31 * @author Tomasz Koscinski <tomasz.koscinski@nickokiss.com>
32 */
33 public class CashFlowIRRComparator implements Comparator<CashFlowStream> {
34
35 private int scale;
36
37 public CashFlowIRRComparator(int scale) {
38 super();
39 this.scale = scale;
40 }
41
42 public int getScale() {
43 return scale;
44 }
45
46 public void setScale(int scale) {
47 this.scale = scale;
48 }
49
50 @Override
51 public int compare(CashFlowStream cfs1, CashFlowStream cfs2) {
52 CashFlowStreamCalc calc = new CashFlowStreamCalc();
53 BigDecimal irr1 = calc.getInternalRateOfReturn(cfs1, scale);
54 BigDecimal irr2 = calc.getInternalRateOfReturn(cfs2, scale);
55 irr1 = irr1.setScale(scale, BigDecimal.ROUND_HALF_UP);
56 irr2 = irr2.setScale(scale, BigDecimal.ROUND_HALF_UP);
57 return irr1.compareTo(irr2);
58 }
59 }