/app/webroot/Classes/PHPExcel/Calculation/Financial.php
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- <?php
- /**
- * PHPExcel
- *
- * Copyright (c) 2006 - 2011 PHPExcel
- *
- * This library is free software; you can redistribute it and/or
- * modify it under the terms of the GNU Lesser General Public
- * License as published by the Free Software Foundation; either
- * version 2.1 of the License, or (at your option) any later version.
- *
- * This library is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * Lesser General Public License for more details.
- *
- * You should have received a copy of the GNU Lesser General Public
- * License along with this library; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
- *
- * @category PHPExcel
- * @package PHPExcel_Calculation
- * @copyright Copyright (c) 2006 - 2011 PHPExcel (http://www.codeplex.com/PHPExcel)
- * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
- * @version 1.7.6, 2011-02-27
- */
- /** PHPExcel root directory */
- if (!defined('PHPEXCEL_ROOT')) {
- /**
- * @ignore
- */
- define('PHPEXCEL_ROOT', dirname(__FILE__) . '/../../');
- require(PHPEXCEL_ROOT . 'PHPExcel/Autoloader.php');
- }
- /** FINANCIAL_MAX_ITERATIONS */
- define('FINANCIAL_MAX_ITERATIONS', 128);
- /** FINANCIAL_PRECISION */
- define('FINANCIAL_PRECISION', 1.0e-08);
- /**
- * PHPExcel_Calculation_Financial
- *
- * @category PHPExcel
- * @package PHPExcel_Calculation
- * @copyright Copyright (c) 2006 - 2011 PHPExcel (http://www.codeplex.com/PHPExcel)
- */
- class PHPExcel_Calculation_Financial {
- private static function _lastDayOfMonth($testDate) {
- $date = clone $testDate;
- $date->modify('+1 day');
- return ($date->format('d') == 1);
- } // function _lastDayOfMonth()
- private static function _firstDayOfMonth($testDate) {
- $date = clone $testDate;
- return ($date->format('d') == 1);
- } // function _lastDayOfMonth()
- private static function _coupFirstPeriodDate($settlement, $maturity, $frequency, $next) {
- $months = 12 / $frequency;
- $result = PHPExcel_Shared_Date::ExcelToPHPObject($maturity);
- $eom = self::_lastDayOfMonth($result);
- while ($settlement < PHPExcel_Shared_Date::PHPToExcel($result)) {
- $result->modify('-'.$months.' months');
- }
- if ($next) {
- $result->modify('+'.$months.' months');
- }
- if ($eom) {
- $result->modify('-1 day');
- }
- return PHPExcel_Shared_Date::PHPToExcel($result);
- } // function _coupFirstPeriodDate()
- private static function _validFrequency($frequency) {
- if (($frequency == 1) || ($frequency == 2) || ($frequency == 4)) {
- return true;
- }
- if ((PHPExcel_Calculation_Functions::getCompatibilityMode() == PHPExcel_Calculation_Functions::COMPATIBILITY_GNUMERIC) &&
- (($frequency == 6) || ($frequency == 12))) {
- return true;
- }
- return false;
- } // function _validFrequency()
- private static function _daysPerYear($year,$basis) {
- switch ($basis) {
- case 0 :
- case 2 :
- case 4 :
- $daysPerYear = 360;
- break;
- case 3 :
- $daysPerYear = 365;
- break;
- case 1 :
- if (PHPExcel_Calculation_DateTime::_isLeapYear($year)) {
- $daysPerYear = 366;
- } else {
- $daysPerYear = 365;
- }
- break;
- default :
- return PHPExcel_Calculation_Functions::NaN();
- }
- return $daysPerYear;
- } // function _daysPerYear()
- private static function _interestAndPrincipal($rate=0, $per=0, $nper=0, $pv=0, $fv=0, $type=0) {
- $pmt = self::PMT($rate, $nper, $pv, $fv, $type);
- $capital = $pv;
- for ($i = 1; $i<= $per; ++$i) {
- $interest = ($type && $i == 1) ? 0 : -$capital * $rate;
- $principal = $pmt - $interest;
- $capital += $principal;
- }
- return array($interest, $principal);
- } // function _interestAndPrincipal()
- /**
- * ACCRINT
- *
- * Returns the discount rate for a security.
- *
- * @param mixed issue The security's issue date.
- * @param mixed firstinter The security's first interest date.
- * @param mixed settlement The security's settlement date.
- * @param float rate The security's annual coupon rate.
- * @param float par The security's par value.
- * @param int basis The type of day count to use.
- * 0 or omitted US (NASD) 30/360
- * 1 Actual/actual
- * 2 Actual/360
- * 3 Actual/365
- * 4 European 30/360
- * @return float
- */
- public static function ACCRINT($issue, $firstinter, $settlement, $rate, $par=1000, $frequency=1, $basis=0) {
- $issue = PHPExcel_Calculation_Functions::flattenSingleValue($issue);
- $firstinter = PHPExcel_Calculation_Functions::flattenSingleValue($firstinter);
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $rate = (float) PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $par = (is_null($par)) ? 1000 : (float) PHPExcel_Calculation_Functions::flattenSingleValue($par);
- $frequency = (is_null($frequency)) ? 1 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- // Validate
- if ((is_numeric($rate)) && (is_numeric($par))) {
- if (($rate <= 0) || ($par <= 0)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysBetweenIssueAndSettlement = PHPExcel_Calculation_DateTime::YEARFRAC($issue, $settlement, $basis);
- if (!is_numeric($daysBetweenIssueAndSettlement)) {
- // return date error
- return $daysBetweenIssueAndSettlement;
- }
- return $par * $rate * $daysBetweenIssueAndSettlement;
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function ACCRINT()
- /**
- * ACCRINTM
- *
- * Returns the discount rate for a security.
- *
- * @param mixed issue The security's issue date.
- * @param mixed settlement The security's settlement date.
- * @param float rate The security's annual coupon rate.
- * @param float par The security's par value.
- * @param int basis The type of day count to use.
- * 0 or omitted US (NASD) 30/360
- * 1 Actual/actual
- * 2 Actual/360
- * 3 Actual/365
- * 4 European 30/360
- * @return float
- */
- public static function ACCRINTM($issue, $settlement, $rate, $par=1000, $basis=0) {
- $issue = PHPExcel_Calculation_Functions::flattenSingleValue($issue);
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $rate = (float) PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $par = (is_null($par)) ? 1000 : (float) PHPExcel_Calculation_Functions::flattenSingleValue($par);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- // Validate
- if ((is_numeric($rate)) && (is_numeric($par))) {
- if (($rate <= 0) || ($par <= 0)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysBetweenIssueAndSettlement = PHPExcel_Calculation_DateTime::YEARFRAC($issue, $settlement, $basis);
- if (!is_numeric($daysBetweenIssueAndSettlement)) {
- // return date error
- return $daysBetweenIssueAndSettlement;
- }
- return $par * $rate * $daysBetweenIssueAndSettlement;
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function ACCRINTM()
- public static function AMORDEGRC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis=0) {
- $cost = PHPExcel_Calculation_Functions::flattenSingleValue($cost);
- $purchased = PHPExcel_Calculation_Functions::flattenSingleValue($purchased);
- $firstPeriod = PHPExcel_Calculation_Functions::flattenSingleValue($firstPeriod);
- $salvage = PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
- $period = floor(PHPExcel_Calculation_Functions::flattenSingleValue($period));
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- $fUsePer = 1.0 / $rate;
- if ($fUsePer < 3.0) {
- $amortiseCoeff = 1.0;
- } elseif ($fUsePer < 5.0) {
- $amortiseCoeff = 1.5;
- } elseif ($fUsePer <= 6.0) {
- $amortiseCoeff = 2.0;
- } else {
- $amortiseCoeff = 2.5;
- }
- $rate *= $amortiseCoeff;
- $fNRate = round(PHPExcel_Calculation_DateTime::YEARFRAC($purchased, $firstPeriod, $basis) * $rate * $cost,0);
- $cost -= $fNRate;
- $fRest = $cost - $salvage;
- for ($n = 0; $n < $period; ++$n) {
- $fNRate = round($rate * $cost,0);
- $fRest -= $fNRate;
- if ($fRest < 0.0) {
- switch ($period - $n) {
- case 0 :
- case 1 : return round($cost * 0.5,0);
- break;
- default : return 0.0;
- break;
- }
- }
- $cost -= $fNRate;
- }
- return $fNRate;
- } // function AMORDEGRC()
- public static function AMORLINC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis=0) {
- $cost = PHPExcel_Calculation_Functions::flattenSingleValue($cost);
- $purchased = PHPExcel_Calculation_Functions::flattenSingleValue($purchased);
- $firstPeriod = PHPExcel_Calculation_Functions::flattenSingleValue($firstPeriod);
- $salvage = PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
- $period = PHPExcel_Calculation_Functions::flattenSingleValue($period);
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- $fOneRate = $cost * $rate;
- $fCostDelta = $cost - $salvage;
- // Note, quirky variation for leap years on the YEARFRAC for this function
- $purchasedYear = PHPExcel_Calculation_DateTime::YEAR($purchased);
- $yearFrac = PHPExcel_Calculation_DateTime::YEARFRAC($purchased, $firstPeriod, $basis);
- if (($basis == 1) && ($yearFrac < 1) && (PHPExcel_Calculation_DateTime::_isLeapYear($purchasedYear))) {
- $yearFrac *= 365 / 366;
- }
- $f0Rate = $yearFrac * $rate * $cost;
- $nNumOfFullPeriods = intval(($cost - $salvage - $f0Rate) / $fOneRate);
- if ($period == 0) {
- return $f0Rate;
- } elseif ($period <= $nNumOfFullPeriods) {
- return $fOneRate;
- } elseif ($period == ($nNumOfFullPeriods + 1)) {
- return ($fCostDelta - $fOneRate * $nNumOfFullPeriods - $f0Rate);
- } else {
- return 0.0;
- }
- } // function AMORLINC()
- public static function COUPDAYBS($settlement, $maturity, $frequency, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $frequency = (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- if (is_string($settlement = PHPExcel_Calculation_DateTime::_getDateValue($settlement))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (($settlement > $maturity) ||
- (!self::_validFrequency($frequency)) ||
- (($basis < 0) || ($basis > 4))) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysPerYear = self::_daysPerYear(PHPExcel_Calculation_DateTime::YEAR($settlement),$basis);
- $prev = self::_coupFirstPeriodDate($settlement, $maturity, $frequency, False);
- return PHPExcel_Calculation_DateTime::YEARFRAC($prev, $settlement, $basis) * $daysPerYear;
- } // function COUPDAYBS()
- public static function COUPDAYS($settlement, $maturity, $frequency, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $frequency = (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- if (is_string($settlement = PHPExcel_Calculation_DateTime::_getDateValue($settlement))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (($settlement > $maturity) ||
- (!self::_validFrequency($frequency)) ||
- (($basis < 0) || ($basis > 4))) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- switch ($basis) {
- case 3: // Actual/365
- return 365 / $frequency;
- case 1: // Actual/actual
- if ($frequency == 1) {
- $daysPerYear = self::_daysPerYear(PHPExcel_Calculation_DateTime::YEAR($maturity),$basis);
- return ($daysPerYear / $frequency);
- } else {
- $prev = self::_coupFirstPeriodDate($settlement, $maturity, $frequency, False);
- $next = self::_coupFirstPeriodDate($settlement, $maturity, $frequency, True);
- return ($next - $prev);
- }
- default: // US (NASD) 30/360, Actual/360 or European 30/360
- return 360 / $frequency;
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function COUPDAYS()
- public static function COUPDAYSNC($settlement, $maturity, $frequency, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $frequency = (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- if (is_string($settlement = PHPExcel_Calculation_DateTime::_getDateValue($settlement))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (($settlement > $maturity) ||
- (!self::_validFrequency($frequency)) ||
- (($basis < 0) || ($basis > 4))) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysPerYear = self::_daysPerYear(PHPExcel_Calculation_DateTime::YEAR($settlement),$basis);
- $next = self::_coupFirstPeriodDate($settlement, $maturity, $frequency, True);
- return PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $next, $basis) * $daysPerYear;
- } // function COUPDAYSNC()
- public static function COUPNCD($settlement, $maturity, $frequency, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $frequency = (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- if (is_string($settlement = PHPExcel_Calculation_DateTime::_getDateValue($settlement))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (($settlement > $maturity) ||
- (!self::_validFrequency($frequency)) ||
- (($basis < 0) || ($basis > 4))) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- return self::_coupFirstPeriodDate($settlement, $maturity, $frequency, True);
- } // function COUPNCD()
- public static function COUPNUM($settlement, $maturity, $frequency, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $frequency = (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- if (is_string($settlement = PHPExcel_Calculation_DateTime::_getDateValue($settlement))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (($settlement > $maturity) ||
- (!self::_validFrequency($frequency)) ||
- (($basis < 0) || ($basis > 4))) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $settlement = self::_coupFirstPeriodDate($settlement, $maturity, $frequency, True);
- $daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity, $basis) * 365;
- switch ($frequency) {
- case 1: // annual payments
- return ceil($daysBetweenSettlementAndMaturity / 360);
- case 2: // half-yearly
- return ceil($daysBetweenSettlementAndMaturity / 180);
- case 4: // quarterly
- return ceil($daysBetweenSettlementAndMaturity / 90);
- case 6: // bimonthly
- return ceil($daysBetweenSettlementAndMaturity / 60);
- case 12: // monthly
- return ceil($daysBetweenSettlementAndMaturity / 30);
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function COUPNUM()
- public static function COUPPCD($settlement, $maturity, $frequency, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $frequency = (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- if (is_string($settlement = PHPExcel_Calculation_DateTime::_getDateValue($settlement))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (($settlement > $maturity) ||
- (!self::_validFrequency($frequency)) ||
- (($basis < 0) || ($basis > 4))) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- return self::_coupFirstPeriodDate($settlement, $maturity, $frequency, False);
- } // function COUPPCD()
- /**
- * CUMIPMT
- *
- * Returns the cumulative interest paid on a loan between start_period and end_period.
- *
- * @param float $rate Interest rate per period
- * @param int $nper Number of periods
- * @param float $pv Present Value
- * @param int start The first period in the calculation.
- * Payment periods are numbered beginning with 1.
- * @param int end The last period in the calculation.
- * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
- * @return float
- */
- public static function CUMIPMT($rate, $nper, $pv, $start, $end, $type = 0) {
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $nper = (int) PHPExcel_Calculation_Functions::flattenSingleValue($nper);
- $pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
- $start = (int) PHPExcel_Calculation_Functions::flattenSingleValue($start);
- $end = (int) PHPExcel_Calculation_Functions::flattenSingleValue($end);
- $type = (int) PHPExcel_Calculation_Functions::flattenSingleValue($type);
- // Validate parameters
- if ($type != 0 && $type != 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- if ($start < 1 || $start > $end) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- // Calculate
- $interest = 0;
- for ($per = $start; $per <= $end; ++$per) {
- $interest += self::IPMT($rate, $per, $nper, $pv, 0, $type);
- }
- return $interest;
- } // function CUMIPMT()
- /**
- * CUMPRINC
- *
- * Returns the cumulative principal paid on a loan between start_period and end_period.
- *
- * @param float $rate Interest rate per period
- * @param int $nper Number of periods
- * @param float $pv Present Value
- * @param int start The first period in the calculation.
- * Payment periods are numbered beginning with 1.
- * @param int end The last period in the calculation.
- * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
- * @return float
- */
- public static function CUMPRINC($rate, $nper, $pv, $start, $end, $type = 0) {
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $nper = (int) PHPExcel_Calculation_Functions::flattenSingleValue($nper);
- $pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
- $start = (int) PHPExcel_Calculation_Functions::flattenSingleValue($start);
- $end = (int) PHPExcel_Calculation_Functions::flattenSingleValue($end);
- $type = (int) PHPExcel_Calculation_Functions::flattenSingleValue($type);
- // Validate parameters
- if ($type != 0 && $type != 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- if ($start < 1 || $start > $end) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- // Calculate
- $principal = 0;
- for ($per = $start; $per <= $end; ++$per) {
- $principal += self::PPMT($rate, $per, $nper, $pv, 0, $type);
- }
- return $principal;
- } // function CUMPRINC()
- /**
- * DB
- *
- * Returns the depreciation of an asset for a specified period using the fixed-declining balance method.
- * This form of depreciation is used if you want to get a higher depreciation value at the beginning of the depreciation
- * (as opposed to linear depreciation). The depreciation value is reduced with every depreciation period by the
- * depreciation already deducted from the initial cost.
- *
- * @param float cost Initial cost of the asset.
- * @param float salvage Value at the end of the depreciation. (Sometimes called the salvage value of the asset)
- * @param int life Number of periods over which the asset is depreciated. (Sometimes called the useful life of the asset)
- * @param int period The period for which you want to calculate the depreciation. Period must use the same units as life.
- * @param float month Number of months in the first year. If month is omitted, it defaults to 12.
- * @return float
- */
- public static function DB($cost, $salvage, $life, $period, $month=12) {
- $cost = (float) PHPExcel_Calculation_Functions::flattenSingleValue($cost);
- $salvage = (float) PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
- $life = (int) PHPExcel_Calculation_Functions::flattenSingleValue($life);
- $period = (int) PHPExcel_Calculation_Functions::flattenSingleValue($period);
- $month = (int) PHPExcel_Calculation_Functions::flattenSingleValue($month);
- // Validate
- if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period)) && (is_numeric($month))) {
- if ($cost == 0) {
- return 0.0;
- } elseif (($cost < 0) || (($salvage / $cost) < 0) || ($life <= 0) || ($period < 1) || ($month < 1)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- // Set Fixed Depreciation Rate
- $fixedDepreciationRate = 1 - pow(($salvage / $cost), (1 / $life));
- $fixedDepreciationRate = round($fixedDepreciationRate, 3);
- // Loop through each period calculating the depreciation
- $previousDepreciation = 0;
- for ($per = 1; $per <= $period; ++$per) {
- if ($per == 1) {
- $depreciation = $cost * $fixedDepreciationRate * $month / 12;
- } elseif ($per == ($life + 1)) {
- $depreciation = ($cost - $previousDepreciation) * $fixedDepreciationRate * (12 - $month) / 12;
- } else {
- $depreciation = ($cost - $previousDepreciation) * $fixedDepreciationRate;
- }
- $previousDepreciation += $depreciation;
- }
- if (PHPExcel_Calculation_Functions::getCompatibilityMode() == PHPExcel_Calculation_Functions::COMPATIBILITY_GNUMERIC) {
- $depreciation = round($depreciation,2);
- }
- return $depreciation;
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function DB()
- /**
- * DDB
- *
- * Returns the depreciation of an asset for a specified period using the double-declining balance method or some other method you specify.
- *
- * @param float cost Initial cost of the asset.
- * @param float salvage Value at the end of the depreciation. (Sometimes called the salvage value of the asset)
- * @param int life Number of periods over which the asset is depreciated. (Sometimes called the useful life of the asset)
- * @param int period The period for which you want to calculate the depreciation. Period must use the same units as life.
- * @param float factor The rate at which the balance declines.
- * If factor is omitted, it is assumed to be 2 (the double-declining balance method).
- * @return float
- */
- public static function DDB($cost, $salvage, $life, $period, $factor=2.0) {
- $cost = (float) PHPExcel_Calculation_Functions::flattenSingleValue($cost);
- $salvage = (float) PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
- $life = (int) PHPExcel_Calculation_Functions::flattenSingleValue($life);
- $period = (int) PHPExcel_Calculation_Functions::flattenSingleValue($period);
- $factor = (float) PHPExcel_Calculation_Functions::flattenSingleValue($factor);
- // Validate
- if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period)) && (is_numeric($factor))) {
- if (($cost <= 0) || (($salvage / $cost) < 0) || ($life <= 0) || ($period < 1) || ($factor <= 0.0) || ($period > $life)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- // Set Fixed Depreciation Rate
- $fixedDepreciationRate = 1 - pow(($salvage / $cost), (1 / $life));
- $fixedDepreciationRate = round($fixedDepreciationRate, 3);
- // Loop through each period calculating the depreciation
- $previousDepreciation = 0;
- for ($per = 1; $per <= $period; ++$per) {
- $depreciation = min( ($cost - $previousDepreciation) * ($factor / $life), ($cost - $salvage - $previousDepreciation) );
- $previousDepreciation += $depreciation;
- }
- if (PHPExcel_Calculation_Functions::getCompatibilityMode() == PHPExcel_Calculation_Functions::COMPATIBILITY_GNUMERIC) {
- $depreciation = round($depreciation,2);
- }
- return $depreciation;
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function DDB()
- /**
- * DISC
- *
- * Returns the discount rate for a security.
- *
- * @param mixed settlement The security's settlement date.
- * The security settlement date is the date after the issue date when the security is traded to the buyer.
- * @param mixed maturity The security's maturity date.
- * The maturity date is the date when the security expires.
- * @param int price The security's price per $100 face value.
- * @param int redemption the security's redemption value per $100 face value.
- * @param int basis The type of day count to use.
- * 0 or omitted US (NASD) 30/360
- * 1 Actual/actual
- * 2 Actual/360
- * 3 Actual/365
- * 4 European 30/360
- * @return float
- */
- public static function DISC($settlement, $maturity, $price, $redemption, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $price = (float) PHPExcel_Calculation_Functions::flattenSingleValue($price);
- $redemption = (float) PHPExcel_Calculation_Functions::flattenSingleValue($redemption);
- $basis = (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- // Validate
- if ((is_numeric($price)) && (is_numeric($redemption)) && (is_numeric($basis))) {
- if (($price <= 0) || ($redemption <= 0)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity, $basis);
- if (!is_numeric($daysBetweenSettlementAndMaturity)) {
- // return date error
- return $daysBetweenSettlementAndMaturity;
- }
- return ((1 - $price / $redemption) / $daysBetweenSettlementAndMaturity);
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function DISC()
- /**
- * DOLLARDE
- *
- * Converts a dollar price expressed as an integer part and a fraction part into a dollar price expressed as a decimal number.
- * Fractional dollar numbers are sometimes used for security prices.
- *
- * @param float $fractional_dollar Fractional Dollar
- * @param int $fraction Fraction
- * @return float
- */
- public static function DOLLARDE($fractional_dollar = Null, $fraction = 0) {
- $fractional_dollar = PHPExcel_Calculation_Functions::flattenSingleValue($fractional_dollar);
- $fraction = (int)PHPExcel_Calculation_Functions::flattenSingleValue($fraction);
- // Validate parameters
- if (is_null($fractional_dollar) || $fraction < 0) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- if ($fraction == 0) {
- return PHPExcel_Calculation_Functions::DIV0();
- }
- $dollars = floor($fractional_dollar);
- $cents = fmod($fractional_dollar,1);
- $cents /= $fraction;
- $cents *= pow(10,ceil(log10($fraction)));
- return $dollars + $cents;
- } // function DOLLARDE()
- /**
- * DOLLARFR
- *
- * Converts a dollar price expressed as a decimal number into a dollar price expressed as a fraction.
- * Fractional dollar numbers are sometimes used for security prices.
- *
- * @param float $decimal_dollar Decimal Dollar
- * @param int $fraction Fraction
- * @return float
- */
- public static function DOLLARFR($decimal_dollar = Null, $fraction = 0) {
- $decimal_dollar = PHPExcel_Calculation_Functions::flattenSingleValue($decimal_dollar);
- $fraction = (int)PHPExcel_Calculation_Functions::flattenSingleValue($fraction);
- // Validate parameters
- if (is_null($decimal_dollar) || $fraction < 0) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- if ($fraction == 0) {
- return PHPExcel_Calculation_Functions::DIV0();
- }
- $dollars = floor($decimal_dollar);
- $cents = fmod($decimal_dollar,1);
- $cents *= $fraction;
- $cents *= pow(10,-ceil(log10($fraction)));
- return $dollars + $cents;
- } // function DOLLARFR()
- /**
- * EFFECT
- *
- * Returns the effective interest rate given the nominal rate and the number of compounding payments per year.
- *
- * @param float $nominal_rate Nominal interest rate
- * @param int $npery Number of compounding payments per year
- * @return float
- */
- public static function EFFECT($nominal_rate = 0, $npery = 0) {
- $nominal_rate = PHPExcel_Calculation_Functions::flattenSingleValue($nominal_rate);
- $npery = (int)PHPExcel_Calculation_Functions::flattenSingleValue($npery);
- // Validate parameters
- if ($nominal_rate <= 0 || $npery < 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- return pow((1 + $nominal_rate / $npery), $npery) - 1;
- } // function EFFECT()
- /**
- * FV
- *
- * Returns the Future Value of a cash flow with constant payments and interest rate (annuities).
- *
- * @param float $rate Interest rate per period
- * @param int $nper Number of periods
- * @param float $pmt Periodic payment (annuity)
- * @param float $pv Present Value
- * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
- * @return float
- */
- public static function FV($rate = 0, $nper = 0, $pmt = 0, $pv = 0, $type = 0) {
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $nper = PHPExcel_Calculation_Functions::flattenSingleValue($nper);
- $pmt = PHPExcel_Calculation_Functions::flattenSingleValue($pmt);
- $pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
- $type = PHPExcel_Calculation_Functions::flattenSingleValue($type);
- // Validate parameters
- if ($type != 0 && $type != 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- // Calculate
- if (!is_null($rate) && $rate != 0) {
- return -$pv * pow(1 + $rate, $nper) - $pmt * (1 + $rate * $type) * (pow(1 + $rate, $nper) - 1) / $rate;
- } else {
- return -$pv - $pmt * $nper;
- }
- } // function FV()
- /**
- * FVSCHEDULE
- *
- */
- public static function FVSCHEDULE($principal, $schedule) {
- $principal = PHPExcel_Calculation_Functions::flattenSingleValue($principal);
- $schedule = PHPExcel_Calculation_Functions::flattenArray($schedule);
- foreach($schedule as $n) {
- $principal *= 1 + $n;
- }
- return $principal;
- } // function FVSCHEDULE()
- /**
- * INTRATE
- *
- * Returns the interest rate for a fully invested security.
- *
- * @param mixed settlement The security's settlement date.
- * The security settlement date is the date after the issue date when the security is traded to the buyer.
- * @param mixed maturity The security's maturity date.
- * The maturity date is the date when the security expires.
- * @param int investment The amount invested in the security.
- * @param int redemption The amount to be received at maturity.
- * @param int basis The type of day count to use.
- * 0 or omitted US (NASD) 30/360
- * 1 Actual/actual
- * 2 Actual/360
- * 3 Actual/365
- * 4 European 30/360
- * @return float
- */
- public static function INTRATE($settlement, $maturity, $investment, $redemption, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $investment = (float) PHPExcel_Calculation_Functions::flattenSingleValue($investment);
- $redemption = (float) PHPExcel_Calculation_Functions::flattenSingleValue($redemption);
- $basis = (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- // Validate
- if ((is_numeric($investment)) && (is_numeric($redemption)) && (is_numeric($basis))) {
- if (($investment <= 0) || ($redemption <= 0)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity, $basis);
- if (!is_numeric($daysBetweenSettlementAndMaturity)) {
- // return date error
- return $daysBetweenSettlementAndMaturity;
- }
- return (($redemption / $investment) - 1) / ($daysBetweenSettlementAndMaturity);
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function INTRATE()
- /**
- * IPMT
- *
- * Returns the interest payment for a given period for an investment based on periodic, constant payments and a constant interest rate.
- *
- * @param float $rate Interest rate per period
- * @param int $per Period for which we want to find the interest
- * @param int $nper Number of periods
- * @param float $pv Present Value
- * @param float $fv Future Value
- * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
- * @return float
- */
- public static function IPMT($rate, $per, $nper, $pv, $fv = 0, $type = 0) {
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $per = (int) PHPExcel_Calculation_Functions::flattenSingleValue($per);
- $nper = (int) PHPExcel_Calculation_Functions::flattenSingleValue($nper);
- $pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
- $fv = PHPExcel_Calculation_Functions::flattenSingleValue($fv);
- $type = (int) PHPExcel_Calculation_Functions::flattenSingleValue($type);
- // Validate parameters
- if ($type != 0 && $type != 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- if ($per <= 0 || $per > $nper) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- // Calculate
- $interestAndPrincipal = self::_interestAndPrincipal($rate, $per, $nper, $pv, $fv, $type);
- return $interestAndPrincipal[0];
- } // function IPMT()
- public static function IRR($values, $guess = 0.1) {
- if (!is_array($values)) return PHPExcel_Calculation_Functions::VALUE();
- $values = PHPExcel_Calculation_Functions::flattenArray($values);
- $guess = PHPExcel_Calculation_Functions::flattenSingleValue($guess);
- // create an initial range, with a root somewhere between 0 and guess
- $x1 = 0.0;
- $x2 = $guess;
- $f1 = self::NPV($x1, $values);
- $f2 = self::NPV($x2, $values);
- for ($i = 0; $i < FINANCIAL_MAX_ITERATIONS; ++$i) {
- if (($f1 * $f2) < 0.0) break;
- if (abs($f1) < abs($f2)) {
- $f1 = self::NPV($x1 += 1.6 * ($x1 - $x2), $values);
- } else {
- $f2 = self::NPV($x2 += 1.6 * ($x2 - $x1), $values);
- }
- }
- if (($f1 * $f2) > 0.0) return PHPExcel_Calculation_Functions::VALUE();
- $f = self::NPV($x1, $values);
- if ($f < 0.0) {
- $rtb = $x1;
- $dx = $x2 - $x1;
- } else {
- $rtb = $x2;
- $dx = $x1 - $x2;
- }
- for ($i = 0; $i < FINANCIAL_MAX_ITERATIONS; ++$i) {
- $dx *= 0.5;
- $x_mid = $rtb + $dx;
- $f_mid = self::NPV($x_mid, $values);
- if ($f_mid <= 0.0) $rtb = $x_mid;
- if ((abs($f_mid) < FINANCIAL_PRECISION) || (abs($dx) < FINANCIAL_PRECISION)) return $x_mid;
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function IRR()
- /**
- * ISPMT
- *
- * Returns the interest payment for an investment based on an interest rate and a constant payment schedule.
- *
- * Excel Function:
- * =ISPMT(interest_rate, period, number_payments, PV)
- *
- * interest_rate is the interest rate for the investment
- *
- * period is the period to calculate the interest rate. It must be betweeen 1 and number_payments.
- *
- * number_payments is the number of payments for the annuity
- *
- * PV is the loan amount or present value of the payments
- */
- public static function ISPMT() {
- // Return value
- $returnValue = 0;
- // Get the parameters
- $aArgs = PHPExcel_Calculation_Functions::flattenArray(func_get_args());
- $interestRate = array_shift($aArgs);
- $period = array_shift($aArgs);
- $numberPeriods = array_shift($aArgs);
- $principleRemaining = array_shift($aArgs);
- // Calculate
- $principlePayment = ($principleRemaining * 1.0) / ($numberPeriods * 1.0);
- for($i=0; $i <= $period; ++$i) {
- $returnValue = $interestRate * $principleRemaining * -1;
- $principleRemaining -= $principlePayment;
- // principle needs to be 0 after the last payment, don't let floating point screw it up
- if($i == $numberPeriods) {
- $returnValue = 0;
- }
- }
- return($returnValue);
- } // function ISPMT()
- public static function MIRR($values, $finance_rate, $reinvestment_rate) {
- if (!is_array($values)) return PHPExcel_Calculation_Functions::VALUE();
- $values = PHPExcel_Calculation_Functions::flattenArray($values);
- $finance_rate = PHPExcel_Calculation_Functions::flattenSingleValue($finance_rate);
- $reinvestment_rate = PHPExcel_Calculation_Functions::flattenSingleValue($reinvestment_rate);
- $n = count($values);
- $rr = 1.0 + $reinvestment_rate;
- $fr = 1.0 + $finance_rate;
- $npv_pos = $npv_neg = 0.0;
- foreach($values as $i => $v) {
- if ($v >= 0) {
- $npv_pos += $v / pow($rr, $i);
- } else {
- $npv_neg += $v / pow($fr, $i);
- }
- }
- if (($npv_neg == 0) || ($npv_pos == 0) || ($reinvestment_rate <= -1)) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- $mirr = pow((-$npv_pos * pow($rr, $n))
- / ($npv_neg * ($rr)), (1.0 / ($n - 1))) - 1.0;
- return (is_finite($mirr) ? $mirr : PHPExcel_Calculation_Functions::VALUE());
- } // function MIRR()
- /**
- * NOMINAL
- *
- * Returns the nominal interest rate given the effective rate and the number of compounding payments per year.
- *
- * @param float $effect_rate Effective interest rate
- * @param int $npery Number of compounding payments per year
- * @return float
- */
- public static function NOMINAL($effect_rate = 0, $npery = 0) {
- $effect_rate = PHPExcel_Calculation_Functions::flattenSingleValue($effect_rate);
- $npery = (int)PHPExcel_Calculation_Functions::flattenSingleValue($npery);
- // Validate parameters
- if ($effect_rate <= 0 || $npery < 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- // Calculate
- return $npery * (pow($effect_rate + 1, 1 / $npery) - 1);
- } // function NOMINAL()
- /**
- * NPER
- *
- * Returns the number of periods for a cash flow with constant periodic payments (annuities), and interest rate.
- *
- * @param float $rate Interest rate per period
- * @param int $pmt Periodic payment (annuity)
- * @param float $pv Present Value
- * @param float $fv Future Value
- * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
- * @return float
- */
- public static function NPER($rate = 0, $pmt = 0, $pv = 0, $fv = 0, $type = 0) {
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $pmt = PHPExcel_Calculation_Functions::flattenSingleValue($pmt);
- $pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
- $fv = PHPExcel_Calculation_Functions::flattenSingleValue($fv);
- $type = PHPExcel_Calculation_Functions::flattenSingleValue($type);
- // Validate parameters
- if ($type != 0 && $type != 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- // Calculate
- if (!is_null($rate) && $rate != 0) {
- if ($pmt == 0 && $pv == 0) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- return log(($pmt * (1 + $rate * $type) / $rate - $fv) / ($pv + $pmt * (1 + $rate * $type) / $rate)) / log(1 + $rate);
- } else {
- if ($pmt == 0) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- return (-$pv -$fv) / $pmt;
- }
- } // function NPER()
- /**
- * NPV
- *
- * Returns the Net Present Value of a cash flow series given a discount rate.
- *
- * @param float Discount interest rate
- * @param array Cash flow series
- * @return float
- */
- public static function NPV() {
- // Return value
- $returnValue = 0;
- // Loop through arguments
- $aArgs = PHPExcel_Calculation_Functions::flattenArray(func_get_args());
- // Calculate
- $rate = array_shift($aArgs);
- for ($i = 1; $i <= count($aArgs); ++$i) {
- // Is it a numeric value?
- if (is_numeric($aArgs[$i - 1])) {
- $returnValue += $aArgs[$i - 1] / pow(1 + $rate, $i);
- }
- }
- // Return
- return $returnValue;
- } // function NPV()
- /**
- * PMT
- *
- * Returns the constant payment (annuity) for a cash flow with a constant interest rate.
- *
- * @param float $rate Interest rate per period
- * @param int $nper Number of periods
- * @param float $pv Present Value
- * @param float $fv Future Value
- * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
- * @return float
- */
- public static function PMT($rate = 0, $nper = 0, $pv = 0, $fv = 0, $type = 0) {
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $nper = PHPExcel_Calculation_Functions::flattenSingleValue($nper);
- $pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
- $fv = PHPExcel_Calculation_Functions::flattenSingleValue($fv);
- $type = PHPExcel_Calculation_Functions::flattenSingleValue($type);
- // Validate parameters
- if ($type != 0 && $type != 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- // Calculate
- if (!is_null($rate) && $rate != 0) {
- return (-$fv - $pv * pow(1 + $rate, $nper)) / (1 + $rate * $type) / ((pow(1 + $rate, $nper) - 1) / $rate);
- } else {
- return (-$pv - $fv) / $nper;
- }
- } // function PMT()
- /**
- * PPMT
- *
- * Returns the interest payment for a given period for an investment based on periodic, constant payments and a constant interest rate.
- *
- * @param float $rate Interest rate per period
- * @param int $per Period for which we want to find the interest
- * @param int $nper Number of periods
- * @param float $pv Present Value
- * @param float $fv Future Value
- * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
- * @return float
- */
- public static function PPMT($rate, $per, $nper, $pv, $fv = 0, $type = 0) {
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $per = (int) PHPExcel_Calculation_Functions::flattenSingleValue($per);
- $nper = (int) PHPExcel_Calculation_Functions::flattenSingleValue($nper);
- $pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
- $fv = PHPExcel_Calculation_Functions::flattenSingleValue($fv);
- $type = (int) PHPExcel_Calculation_Functions::flattenSingleValue($type);
- // Validate parameters
- if ($type != 0 && $type != 1) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- if ($per <= 0 || $per > $nper) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- // Calculate
- $interestAndPrincipal = self::_interestAndPrincipal($rate, $per, $nper, $pv, $fv, $type);
- return $interestAndPrincipal[1];
- } // function PPMT()
- public static function PRICE($settlement, $maturity, $rate, $yield, $redemption, $frequency, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $rate = (float) PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $yield = (float) PHPExcel_Calculation_Functions::flattenSingleValue($yield);
- $redemption = (float) PHPExcel_Calculation_Functions::flattenSingleValue($redemption);
- $frequency = (int) PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
- $basis = (is_null($basis)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- if (is_string($settlement = PHPExcel_Calculation_DateTime::_getDateValue($settlement))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
- return PHPExcel_Calculation_Functions::VALUE();
- }
- if (($settlement > $maturity) ||
- (!self::_validFrequency($frequency)) ||
- (($basis < 0) || ($basis > 4))) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $dsc = self::COUPDAYSNC($settlement, $maturity, $frequency, $basis);
- $e = self::COUPDAYS($settlement, $maturity, $frequency, $basis);
- $n = self::COUPNUM($settlement, $maturity, $frequency, $basis);
- $a = self::COUPDAYBS($settlement, $maturity, $frequency, $basis);
- $baseYF = 1.0 + ($yield / $frequency);
- $rfp = 100 * ($rate / $frequency);
- $de = $dsc / $e;
- $result = $redemption / pow($baseYF, (--$n + $de));
- for($k = 0; $k <= $n; ++$k) {
- $result += $rfp / (pow($baseYF, ($k + $de)));
- }
- $result -= $rfp * ($a / $e);
- return $result;
- } // function PRICE()
- /**
- * PRICEDISC
- *
- * Returns the price per $100 face value of a discounted security.
- *
- * @param mixed settlement The security's settlement date.
- * The security settlement date is the date after the issue date when the security is traded to the buyer.
- * @param mixed maturity The security's maturity date.
- * The maturity date is the date when the security expires.
- * @param int discount The security's discount rate.
- * @param int redemption The security's redemption value per $100 face value.
- * @param int basis The type of day count to use.
- * 0 or omitted US (NASD) 30/360
- * 1 Actual/actual
- * 2 Actual/360
- * 3 Actual/365
- * 4 European 30/360
- * @return float
- */
- public static function PRICEDISC($settlement, $maturity, $discount, $redemption, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $discount = (float) PHPExcel_Calculation_Functions::flattenSingleValue($discount);
- $redemption = (float) PHPExcel_Calculation_Functions::flattenSingleValue($redemption);
- $basis = (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- // Validate
- if ((is_numeric($discount)) && (is_numeric($redemption)) && (is_numeric($basis))) {
- if (($discount <= 0) || ($redemption <= 0)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity, $basis);
- if (!is_numeric($daysBetweenSettlementAndMaturity)) {
- // return date error
- return $daysBetweenSettlementAndMaturity;
- }
- return $redemption * (1 - $discount * $daysBetweenSettlementAndMaturity);
- }
- return PHPExcel_Calculation_Functions::VALUE();
- } // function PRICEDISC()
- /**
- * PRICEMAT
- *
- * Returns the price per $100 face value of a security that pays interest at maturity.
- *
- * @param mixed settlement The security's settlement date.
- * The security's settlement date is the date after the issue date when the security is traded to the buyer.
- * @param mixed maturity The security's maturity date.
- * The maturity date is the date when the security expires.
- * @param mixed issue The security's issue date.
- * @param int rate The security's interest rate at date of issue.
- * @param int yield The security's annual yield.
- * @param int basis The type of day count to use.
- * 0 or omitted US (NASD) 30/360
- * 1 Actual/actual
- * 2 Actual/360
- * 3 Actual/365
- * 4 European 30/360
- * @return float
- */
- public static function PRICEMAT($settlement, $maturity, $issue, $rate, $yield, $basis=0) {
- $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
- $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
- $issue = PHPExcel_Calculation_Functions::flattenSingleValue($issue);
- $rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
- $yield = PHPExcel_Calculation_Functions::flattenSingleValue($yield);
- $basis = (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
- // Validate
- if (is_numeric($rate) && is_numeric($yield)) {
- if (($rate <= 0) || ($yield <= 0)) {
- return PHPExcel_Calculation_Functions::NaN();
- }
- $daysPerYear = self::_daysPerYear(PHPExcel_Calculation_DateTime::YEAR($settlement),$basis);
- if (!is_numeric($daysPerYear)) {
- return $daysPerYear;
- }
- $daysBetweenIssueAndSettlement = PHPExcel_Calculation_DateTime::YEARFRAC($issue, $settlement, $basis);
- if (!is_numeric($daysBetweenIssueAndSettlement)) {
- // return date error
- return $daysBetweenIssueAndSettlement;
- }
- $daysBetweenIssueAndSettlement *= $daysPerYear;
- $daysBetweenIssueAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($issue, $maturity, $basis);
- if (!is_numeric($daysBetweenIssueAndMaturity)) {
- // return date error
- return $daysBetweenIssueAndMaturity;
- }
- $daysBetweenIssueAndMaturity *= $daysPerYear;
- $daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity, $basis);
- if (!is_numeric($daysBetweenSettlementAndMaturity)) {
- // return date error
- return $daysBetweenSettlementAndMaturity;
- }
- $daysBetweenSettlementAndMaturity *= $daysPerYear;
- return ((100 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate * …
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