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不考虑调仓

static void CalculateNetWorth(float on, NSArray *originalRatios , NSArray *originalNetWorths, NSArray *newNetWorth){
    NSInteger len = originalRatios.count;
    float k =  [originalNetWorths[0] floatValue]/ ([newNetWorth[0] floatValue] *[originalRatios[0] floatValue]);
    NSMutableArray *ms = [NSMutableArray arrayWithCapacity:originalRatios.count -1];
    float p = 1.f;
    for (int i = 1; i < len; i ++) {
        CGFloat m = k *(([originalRatios[i] floatValue] * [newNetWorth[i] floatValue])/[originalNetWorths[i] floatValue]);
        p += m;
        [ms addObject:[NSNumber numberWithFloat:m]];
    }
    NSMutableArray *newRatios = [NSMutableArray arrayWithCapacity:originalRatios.count];
    float r1 = 1.f/p;
    [newRatios addObject:[NSNumber numberWithFloat:r1]];
    for (NSNumber *px in ms) {
        CGFloat newRatio = [px floatValue] *r1;
        [newRatios addObject: [NSNumber numberWithFloat:newRatio]];
    }
    NSLog(@"最新比例\n%@",newRatios);
    
    float yield = 0.f;
    for (int i = 0; i < len; i ++) {
        float yi = ([newNetWorth[i] floatValue] - [originalNetWorths[i] floatValue])/[originalNetWorths[i] floatValue];
        yield += yi *[originalRatios[i] floatValue];
    }

    NSLog(@"最新日收益\n%f",yield);

    float nn = on *(1+yield);
    
    NSLog(@"最新净值\n%.4f",nn);
}

入参为:

      t-1的组合净值
      t-1成分比例
      t-1成分净值
      t+0的成分净值

    CalculateNetWorth(1.f,
                      @[@0.2,@0.3,@0.5],
                      @[@11.7,@10.74,@18.95],
                      @[@11.79,@10.66,@19.12]);

输出结果:

结果.jpeg