diff options
Diffstat (limited to 'vendor/phpoffice/phpspreadsheet/src/PhpSpreadsheet/Calculation/Financial.php')
| -rw-r--r-- | vendor/phpoffice/phpspreadsheet/src/PhpSpreadsheet/Calculation/Financial.php | 2475 |
1 files changed, 2475 insertions, 0 deletions
diff --git a/vendor/phpoffice/phpspreadsheet/src/PhpSpreadsheet/Calculation/Financial.php b/vendor/phpoffice/phpspreadsheet/src/PhpSpreadsheet/Calculation/Financial.php new file mode 100644 index 0000000..a93d925 --- /dev/null +++ b/vendor/phpoffice/phpspreadsheet/src/PhpSpreadsheet/Calculation/Financial.php @@ -0,0 +1,2475 @@ +<?php
+
+namespace PhpOffice\PhpSpreadsheet\Calculation;
+
+use PhpOffice\PhpSpreadsheet\Shared\Date;
+
+class Financial
+{
+ const FINANCIAL_MAX_ITERATIONS = 128;
+
+ const FINANCIAL_PRECISION = 1.0e-08;
+
+ /**
+ * isLastDayOfMonth.
+ *
+ * Returns a boolean TRUE/FALSE indicating if this date is the last date of the month
+ *
+ * @param \DateTime $testDate The date for testing
+ *
+ * @return bool
+ */
+ private static function isLastDayOfMonth(\DateTime $testDate)
+ {
+ return $testDate->format('d') == $testDate->format('t');
+ }
+
+ private static function couponFirstPeriodDate($settlement, $maturity, $frequency, $next)
+ {
+ $months = 12 / $frequency;
+
+ $result = Date::excelToDateTimeObject($maturity);
+ $eom = self::isLastDayOfMonth($result);
+
+ while ($settlement < Date::PHPToExcel($result)) {
+ $result->modify('-' . $months . ' months');
+ }
+ if ($next) {
+ $result->modify('+' . $months . ' months');
+ }
+
+ if ($eom) {
+ $result->modify('-1 day');
+ }
+
+ return Date::PHPToExcel($result);
+ }
+
+ private static function isValidFrequency($frequency)
+ {
+ if (($frequency == 1) || ($frequency == 2) || ($frequency == 4)) {
+ return true;
+ }
+
+ return false;
+ }
+
+ /**
+ * daysPerYear.
+ *
+ * Returns the number of days in a specified year, as defined by the "basis" value
+ *
+ * @param int|string $year The year against which we're testing
+ * @param int|string $basis The type of day count:
+ * 0 or omitted US (NASD) 360
+ * 1 Actual (365 or 366 in a leap year)
+ * 2 360
+ * 3 365
+ * 4 European 360
+ *
+ * @return int|string Result, or a string containing an error
+ */
+ private static function daysPerYear($year, $basis = 0)
+ {
+ switch ($basis) {
+ case 0:
+ case 2:
+ case 4:
+ $daysPerYear = 360;
+
+ break;
+ case 3:
+ $daysPerYear = 365;
+
+ break;
+ case 1:
+ $daysPerYear = (DateTime::isLeapYear($year)) ? 366 : 365;
+
+ break;
+ default:
+ return Functions::NAN();
+ }
+
+ return $daysPerYear;
+ }
+
+ private static function interestAndPrincipal($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 += $principal;
+ }
+
+ return [$interest, $principal];
+ }
+
+ /**
+ * ACCRINT.
+ *
+ * Returns the accrued interest for a security that pays periodic interest.
+ *
+ * Excel Function:
+ * ACCRINT(issue,firstinterest,settlement,rate,par,frequency[,basis])
+ *
+ * @param mixed $issue the security's issue date
+ * @param mixed $firstinterest the security's first interest date
+ * @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 float $rate the security's annual coupon rate
+ * @param float $par The security's par value.
+ * If you omit par, ACCRINT uses $1,000.
+ * @param int $frequency the number of coupon payments per year.
+ * Valid frequency values are:
+ * 1 Annual
+ * 2 Semi-Annual
+ * 4 Quarterly
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function ACCRINT($issue, $firstinterest, $settlement, $rate, $par = 1000, $frequency = 1, $basis = 0)
+ {
+ $issue = Functions::flattenSingleValue($issue);
+ $firstinterest = Functions::flattenSingleValue($firstinterest);
+ $settlement = Functions::flattenSingleValue($settlement);
+ $rate = Functions::flattenSingleValue($rate);
+ $par = ($par === null) ? 1000 : Functions::flattenSingleValue($par);
+ $frequency = ($frequency === null) ? 1 : Functions::flattenSingleValue($frequency);
+ $basis = ($basis === null) ? 0 : Functions::flattenSingleValue($basis);
+
+ // Validate
+ if ((is_numeric($rate)) && (is_numeric($par))) {
+ $rate = (float) $rate;
+ $par = (float) $par;
+ if (($rate <= 0) || ($par <= 0)) {
+ return Functions::NAN();
+ }
+ $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis);
+ if (!is_numeric($daysBetweenIssueAndSettlement)) {
+ // return date error
+ return $daysBetweenIssueAndSettlement;
+ }
+
+ return $par * $rate * $daysBetweenIssueAndSettlement;
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * ACCRINTM.
+ *
+ * Returns the accrued interest for a security that pays interest at maturity.
+ *
+ * Excel Function:
+ * ACCRINTM(issue,settlement,rate[,par[,basis]])
+ *
+ * @param mixed $issue The security's issue date
+ * @param mixed $settlement The security's settlement (or maturity) date
+ * @param float $rate The security's annual coupon rate
+ * @param float $par The security's par value.
+ * If you omit par, ACCRINT uses $1,000.
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function ACCRINTM($issue, $settlement, $rate, $par = 1000, $basis = 0)
+ {
+ $issue = Functions::flattenSingleValue($issue);
+ $settlement = Functions::flattenSingleValue($settlement);
+ $rate = Functions::flattenSingleValue($rate);
+ $par = ($par === null) ? 1000 : Functions::flattenSingleValue($par);
+ $basis = ($basis === null) ? 0 : Functions::flattenSingleValue($basis);
+
+ // Validate
+ if ((is_numeric($rate)) && (is_numeric($par))) {
+ $rate = (float) $rate;
+ $par = (float) $par;
+ if (($rate <= 0) || ($par <= 0)) {
+ return Functions::NAN();
+ }
+ $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis);
+ if (!is_numeric($daysBetweenIssueAndSettlement)) {
+ // return date error
+ return $daysBetweenIssueAndSettlement;
+ }
+
+ return $par * $rate * $daysBetweenIssueAndSettlement;
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * AMORDEGRC.
+ *
+ * Returns the depreciation for each accounting period.
+ * This function is provided for the French accounting system. If an asset is purchased in
+ * the middle of the accounting period, the prorated depreciation is taken into account.
+ * The function is similar to AMORLINC, except that a depreciation coefficient is applied in
+ * the calculation depending on the life of the assets.
+ * This function will return the depreciation until the last period of the life of the assets
+ * or until the cumulated value of depreciation is greater than the cost of the assets minus
+ * the salvage value.
+ *
+ * Excel Function:
+ * AMORDEGRC(cost,purchased,firstPeriod,salvage,period,rate[,basis])
+ *
+ * @param float $cost The cost of the asset
+ * @param mixed $purchased Date of the purchase of the asset
+ * @param mixed $firstPeriod Date of the end of the first period
+ * @param mixed $salvage The salvage value at the end of the life of the asset
+ * @param float $period The period
+ * @param float $rate Rate of depreciation
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float
+ */
+ public static function AMORDEGRC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis = 0)
+ {
+ $cost = Functions::flattenSingleValue($cost);
+ $purchased = Functions::flattenSingleValue($purchased);
+ $firstPeriod = Functions::flattenSingleValue($firstPeriod);
+ $salvage = Functions::flattenSingleValue($salvage);
+ $period = floor(Functions::flattenSingleValue($period));
+ $rate = Functions::flattenSingleValue($rate);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ // The depreciation coefficients are:
+ // Life of assets (1/rate) Depreciation coefficient
+ // Less than 3 years 1
+ // Between 3 and 4 years 1.5
+ // Between 5 and 6 years 2
+ // More than 6 years 2.5
+ $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;
+ $fNRate = round(DateTime::YEARFRAC($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);
+ default:
+ return 0.0;
+ }
+ }
+ $cost -= $fNRate;
+ }
+
+ return $fNRate;
+ }
+
+ /**
+ * AMORLINC.
+ *
+ * Returns the depreciation for each accounting period.
+ * This function is provided for the French accounting system. If an asset is purchased in
+ * the middle of the accounting period, the prorated depreciation is taken into account.
+ *
+ * Excel Function:
+ * AMORLINC(cost,purchased,firstPeriod,salvage,period,rate[,basis])
+ *
+ * @param float $cost The cost of the asset
+ * @param mixed $purchased Date of the purchase of the asset
+ * @param mixed $firstPeriod Date of the end of the first period
+ * @param mixed $salvage The salvage value at the end of the life of the asset
+ * @param float $period The period
+ * @param float $rate Rate of depreciation
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float
+ */
+ public static function AMORLINC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis = 0)
+ {
+ $cost = Functions::flattenSingleValue($cost);
+ $purchased = Functions::flattenSingleValue($purchased);
+ $firstPeriod = Functions::flattenSingleValue($firstPeriod);
+ $salvage = Functions::flattenSingleValue($salvage);
+ $period = Functions::flattenSingleValue($period);
+ $rate = Functions::flattenSingleValue($rate);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ $fOneRate = $cost * $rate;
+ $fCostDelta = $cost - $salvage;
+ // Note, quirky variation for leap years on the YEARFRAC for this function
+ $purchasedYear = DateTime::YEAR($purchased);
+ $yearFrac = DateTime::YEARFRAC($purchased, $firstPeriod, $basis);
+
+ if (($basis == 1) && ($yearFrac < 1) && (DateTime::isLeapYear($purchasedYear))) {
+ $yearFrac *= 365 / 366;
+ }
+
+ $f0Rate = $yearFrac * $rate * $cost;
+ $nNumOfFullPeriods = (int) (($cost - $salvage - $f0Rate) / $fOneRate);
+
+ if ($period == 0) {
+ return $f0Rate;
+ } elseif ($period <= $nNumOfFullPeriods) {
+ return $fOneRate;
+ } elseif ($period == ($nNumOfFullPeriods + 1)) {
+ return $fCostDelta - $fOneRate * $nNumOfFullPeriods - $f0Rate;
+ }
+
+ return 0.0;
+ }
+
+ /**
+ * COUPDAYBS.
+ *
+ * Returns the number of days from the beginning of the coupon period to the settlement date.
+ *
+ * Excel Function:
+ * COUPDAYBS(settlement,maturity,frequency[,basis])
+ *
+ * @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 $frequency the number of coupon payments per year.
+ * Valid frequency values are:
+ * 1 Annual
+ * 2 Semi-Annual
+ * 4 Quarterly
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string
+ */
+ public static function COUPDAYBS($settlement, $maturity, $frequency, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $frequency = (int) Functions::flattenSingleValue($frequency);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ if (is_string($settlement = DateTime::getDateValue($settlement))) {
+ return Functions::VALUE();
+ }
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ if (
+ ($settlement >= $maturity) ||
+ (!self::isValidFrequency($frequency)) ||
+ (($basis < 0) || ($basis > 4))
+ ) {
+ return Functions::NAN();
+ }
+
+ $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis);
+ $prev = self::couponFirstPeriodDate($settlement, $maturity, $frequency, false);
+
+ if ($basis == 1) {
+ return abs(DateTime::DAYS($prev, $settlement));
+ }
+
+ return DateTime::YEARFRAC($prev, $settlement, $basis) * $daysPerYear;
+ }
+
+ /**
+ * COUPDAYS.
+ *
+ * Returns the number of days in the coupon period that contains the settlement date.
+ *
+ * Excel Function:
+ * COUPDAYS(settlement,maturity,frequency[,basis])
+ *
+ * @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 mixed $frequency the number of coupon payments per year.
+ * Valid frequency values are:
+ * 1 Annual
+ * 2 Semi-Annual
+ * 4 Quarterly
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string
+ */
+ public static function COUPDAYS($settlement, $maturity, $frequency, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $frequency = (int) Functions::flattenSingleValue($frequency);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ if (is_string($settlement = DateTime::getDateValue($settlement))) {
+ return Functions::VALUE();
+ }
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ if (
+ ($settlement >= $maturity) ||
+ (!self::isValidFrequency($frequency)) ||
+ (($basis < 0) || ($basis > 4))
+ ) {
+ return Functions::NAN();
+ }
+
+ switch ($basis) {
+ case 3:
+ // Actual/365
+ return 365 / $frequency;
+ case 1:
+ // Actual/actual
+ if ($frequency == 1) {
+ $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis);
+
+ return $daysPerYear / $frequency;
+ }
+ $prev = self::couponFirstPeriodDate($settlement, $maturity, $frequency, false);
+ $next = self::couponFirstPeriodDate($settlement, $maturity, $frequency, true);
+
+ return $next - $prev;
+ default:
+ // US (NASD) 30/360, Actual/360 or European 30/360
+ return 360 / $frequency;
+ }
+ }
+
+ /**
+ * COUPDAYSNC.
+ *
+ * Returns the number of days from the settlement date to the next coupon date.
+ *
+ * Excel Function:
+ * COUPDAYSNC(settlement,maturity,frequency[,basis])
+ *
+ * @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 mixed $frequency the number of coupon payments per year.
+ * Valid frequency values are:
+ * 1 Annual
+ * 2 Semi-Annual
+ * 4 Quarterly
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string
+ */
+ public static function COUPDAYSNC($settlement, $maturity, $frequency, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $frequency = (int) Functions::flattenSingleValue($frequency);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ if (is_string($settlement = DateTime::getDateValue($settlement))) {
+ return Functions::VALUE();
+ }
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ if (
+ ($settlement >= $maturity) ||
+ (!self::isValidFrequency($frequency)) ||
+ (($basis < 0) || ($basis > 4))
+ ) {
+ return Functions::NAN();
+ }
+
+ $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis);
+ $next = self::couponFirstPeriodDate($settlement, $maturity, $frequency, true);
+
+ return DateTime::YEARFRAC($settlement, $next, $basis) * $daysPerYear;
+ }
+
+ /**
+ * COUPNCD.
+ *
+ * Returns the next coupon date after the settlement date.
+ *
+ * Excel Function:
+ * COUPNCD(settlement,maturity,frequency[,basis])
+ *
+ * @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 mixed $frequency the number of coupon payments per year.
+ * Valid frequency values are:
+ * 1 Annual
+ * 2 Semi-Annual
+ * 4 Quarterly
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object,
+ * depending on the value of the ReturnDateType flag
+ */
+ public static function COUPNCD($settlement, $maturity, $frequency, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $frequency = (int) Functions::flattenSingleValue($frequency);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ if (is_string($settlement = DateTime::getDateValue($settlement))) {
+ return Functions::VALUE();
+ }
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ if (
+ ($settlement >= $maturity) ||
+ (!self::isValidFrequency($frequency)) ||
+ (($basis < 0) || ($basis > 4))
+ ) {
+ return Functions::NAN();
+ }
+
+ return self::couponFirstPeriodDate($settlement, $maturity, $frequency, true);
+ }
+
+ /**
+ * COUPNUM.
+ *
+ * Returns the number of coupons payable between the settlement date and maturity date,
+ * rounded up to the nearest whole coupon.
+ *
+ * Excel Function:
+ * COUPNUM(settlement,maturity,frequency[,basis])
+ *
+ * @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 mixed $frequency the number of coupon payments per year.
+ * Valid frequency values are:
+ * 1 Annual
+ * 2 Semi-Annual
+ * 4 Quarterly
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return int|string
+ */
+ public static function COUPNUM($settlement, $maturity, $frequency, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $frequency = (int) Functions::flattenSingleValue($frequency);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ if (is_string($settlement = DateTime::getDateValue($settlement))) {
+ return Functions::VALUE();
+ }
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ if (
+ ($settlement >= $maturity) ||
+ (!self::isValidFrequency($frequency)) ||
+ (($basis < 0) || ($basis > 4))
+ ) {
+ return Functions::NAN();
+ }
+
+ $yearsBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, 0);
+
+ return ceil($yearsBetweenSettlementAndMaturity * $frequency);
+ }
+
+ /**
+ * COUPPCD.
+ *
+ * Returns the previous coupon date before the settlement date.
+ *
+ * Excel Function:
+ * COUPPCD(settlement,maturity,frequency[,basis])
+ *
+ * @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 mixed $frequency the number of coupon payments per year.
+ * Valid frequency values are:
+ * 1 Annual
+ * 2 Semi-Annual
+ * 4 Quarterly
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object,
+ * depending on the value of the ReturnDateType flag
+ */
+ public static function COUPPCD($settlement, $maturity, $frequency, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $frequency = (int) Functions::flattenSingleValue($frequency);
+ $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis);
+
+ if (is_string($settlement = DateTime::getDateValue($settlement))) {
+ return Functions::VALUE();
+ }
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ if (
+ ($settlement >= $maturity) ||
+ (!self::isValidFrequency($frequency)) ||
+ (($basis < 0) || ($basis > 4))
+ ) {
+ return Functions::NAN();
+ }
+
+ return self::couponFirstPeriodDate($settlement, $maturity, $frequency, false);
+ }
+
+ /**
+ * CUMIPMT.
+ *
+ * Returns the cumulative interest paid on a loan between the start and end periods.
+ *
+ * Excel Function:
+ * CUMIPMT(rate,nper,pv,start,end[,type])
+ *
+ * @param float $rate The Interest rate
+ * @param int $nper The total number of payment 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 $type A number 0 or 1 and indicates when payments are due:
+ * 0 or omitted At the end of the period.
+ * 1 At the beginning of the period.
+ *
+ * @return float|string
+ */
+ public static function CUMIPMT($rate, $nper, $pv, $start, $end, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $nper = (int) Functions::flattenSingleValue($nper);
+ $pv = Functions::flattenSingleValue($pv);
+ $start = (int) Functions::flattenSingleValue($start);
+ $end = (int) Functions::flattenSingleValue($end);
+ $type = (int) Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+ if ($start < 1 || $start > $end) {
+ return Functions::VALUE();
+ }
+
+ // Calculate
+ $interest = 0;
+ for ($per = $start; $per <= $end; ++$per) {
+ $interest += self::IPMT($rate, $per, $nper, $pv, 0, $type);
+ }
+
+ return $interest;
+ }
+
+ /**
+ * CUMPRINC.
+ *
+ * Returns the cumulative principal paid on a loan between the start and end periods.
+ *
+ * Excel Function:
+ * CUMPRINC(rate,nper,pv,start,end[,type])
+ *
+ * @param float $rate The Interest rate
+ * @param int $nper The total number of payment 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 $type A number 0 or 1 and indicates when payments are due:
+ * 0 or omitted At the end of the period.
+ * 1 At the beginning of the period.
+ *
+ * @return float|string
+ */
+ public static function CUMPRINC($rate, $nper, $pv, $start, $end, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $nper = (int) Functions::flattenSingleValue($nper);
+ $pv = Functions::flattenSingleValue($pv);
+ $start = (int) Functions::flattenSingleValue($start);
+ $end = (int) Functions::flattenSingleValue($end);
+ $type = (int) Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+ if ($start < 1 || $start > $end) {
+ return Functions::VALUE();
+ }
+
+ // Calculate
+ $principal = 0;
+ for ($per = $start; $per <= $end; ++$per) {
+ $principal += self::PPMT($rate, $per, $nper, $pv, 0, $type);
+ }
+
+ return $principal;
+ }
+
+ /**
+ * 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.
+ *
+ * Excel Function:
+ * DB(cost,salvage,life,period[,month])
+ *
+ * @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 int $month Number of months in the first year. If month is omitted,
+ * it defaults to 12.
+ *
+ * @return float|string
+ */
+ public static function DB($cost, $salvage, $life, $period, $month = 12)
+ {
+ $cost = Functions::flattenSingleValue($cost);
+ $salvage = Functions::flattenSingleValue($salvage);
+ $life = Functions::flattenSingleValue($life);
+ $period = Functions::flattenSingleValue($period);
+ $month = Functions::flattenSingleValue($month);
+
+ // Validate
+ if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period)) && (is_numeric($month))) {
+ $cost = (float) $cost;
+ $salvage = (float) $salvage;
+ $life = (int) $life;
+ $period = (int) $period;
+ $month = (int) $month;
+ if ($cost == 0) {
+ return 0.0;
+ } elseif (($cost < 0) || (($salvage / $cost) < 0) || ($life <= 0) || ($period < 1) || ($month < 1)) {
+ return Functions::NAN();
+ }
+ // Set Fixed Depreciation Rate
+ $fixedDepreciationRate = 1 - ($salvage / $cost) ** (1 / $life);
+ $fixedDepreciationRate = round($fixedDepreciationRate, 3);
+
+ // Loop through each period calculating the depreciation
+ $previousDepreciation = 0;
+ $depreciation = 0;
+ for ($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;
+ }
+
+ return $depreciation;
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * DDB.
+ *
+ * Returns the depreciation of an asset for a specified period using the
+ * double-declining balance method or some other method you specify.
+ *
+ * Excel Function:
+ * DDB(cost,salvage,life,period[,factor])
+ *
+ * @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 $factor The rate at which the balance declines.
+ * If factor is omitted, it is assumed to be 2 (the
+ * double-declining balance method).
+ *
+ * @return float|string
+ */
+ public static function DDB($cost, $salvage, $life, $period, $factor = 2.0)
+ {
+ $cost = Functions::flattenSingleValue($cost);
+ $salvage = Functions::flattenSingleValue($salvage);
+ $life = Functions::flattenSingleValue($life);
+ $period = Functions::flattenSingleValue($period);
+ $factor = Functions::flattenSingleValue($factor);
+
+ // Validate
+ if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period)) && (is_numeric($factor))) {
+ $cost = (float) $cost;
+ $salvage = (float) $salvage;
+ $life = (int) $life;
+ $period = (int) $period;
+ $factor = (float) $factor;
+ if (($cost <= 0) || (($salvage / $cost) < 0) || ($life <= 0) || ($period < 1) || ($factor <= 0.0) || ($period > $life)) {
+ return Functions::NAN();
+ }
+ // Set Fixed Depreciation Rate
+ $fixedDepreciationRate = 1 - ($salvage / $cost) ** (1 / $life);
+ $fixedDepreciationRate = round($fixedDepreciationRate, 3);
+
+ // Loop through each period calculating the depreciation
+ $previousDepreciation = 0;
+ $depreciation = 0;
+ for ($per = 1; $per <= $period; ++$per) {
+ $depreciation = min(($cost - $previousDepreciation) * ($factor / $life), ($cost - $salvage - $previousDepreciation));
+ $previousDepreciation += $depreciation;
+ }
+
+ return $depreciation;
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * DISC.
+ *
+ * Returns the discount rate for a security.
+ *
+ * Excel Function:
+ * DISC(settlement,maturity,price,redemption[,basis])
+ *
+ * @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 $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string
+ */
+ public static function DISC($settlement, $maturity, $price, $redemption, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $price = Functions::flattenSingleValue($price);
+ $redemption = Functions::flattenSingleValue($redemption);
+ $basis = Functions::flattenSingleValue($basis);
+
+ // Validate
+ if ((is_numeric($price)) && (is_numeric($redemption)) && (is_numeric($basis))) {
+ $price = (float) $price;
+ $redemption = (float) $redemption;
+ $basis = (int) $basis;
+ if (($price <= 0) || ($redemption <= 0)) {
+ return Functions::NAN();
+ }
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis);
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+
+ return (1 - $price / $redemption) / $daysBetweenSettlementAndMaturity;
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * 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.
+ *
+ * Excel Function:
+ * DOLLARDE(fractional_dollar,fraction)
+ *
+ * @param float $fractional_dollar Fractional Dollar
+ * @param int $fraction Fraction
+ *
+ * @return float|string
+ */
+ public static function DOLLARDE($fractional_dollar = null, $fraction = 0)
+ {
+ $fractional_dollar = Functions::flattenSingleValue($fractional_dollar);
+ $fraction = (int) Functions::flattenSingleValue($fraction);
+
+ // Validate parameters
+ if ($fractional_dollar === null || $fraction < 0) {
+ return Functions::NAN();
+ }
+ if ($fraction == 0) {
+ return Functions::DIV0();
+ }
+
+ $dollars = floor($fractional_dollar);
+ $cents = fmod($fractional_dollar, 1);
+ $cents /= $fraction;
+ $cents *= 10 ** ceil(log10($fraction));
+
+ return $dollars + $cents;
+ }
+
+ /**
+ * 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.
+ *
+ * Excel Function:
+ * DOLLARFR(decimal_dollar,fraction)
+ *
+ * @param float $decimal_dollar Decimal Dollar
+ * @param int $fraction Fraction
+ *
+ * @return float|string
+ */
+ public static function DOLLARFR($decimal_dollar = null, $fraction = 0)
+ {
+ $decimal_dollar = Functions::flattenSingleValue($decimal_dollar);
+ $fraction = (int) Functions::flattenSingleValue($fraction);
+
+ // Validate parameters
+ if ($decimal_dollar === null || $fraction < 0) {
+ return Functions::NAN();
+ }
+ if ($fraction == 0) {
+ return Functions::DIV0();
+ }
+
+ $dollars = floor($decimal_dollar);
+ $cents = fmod($decimal_dollar, 1);
+ $cents *= $fraction;
+ $cents *= 10 ** (-ceil(log10($fraction)));
+
+ return $dollars + $cents;
+ }
+
+ /**
+ * EFFECT.
+ *
+ * Returns the effective interest rate given the nominal rate and the number of
+ * compounding payments per year.
+ *
+ * Excel Function:
+ * EFFECT(nominal_rate,npery)
+ *
+ * @param float $nominal_rate Nominal interest rate
+ * @param int $npery Number of compounding payments per year
+ *
+ * @return float|string
+ */
+ public static function EFFECT($nominal_rate = 0, $npery = 0)
+ {
+ $nominal_rate = Functions::flattenSingleValue($nominal_rate);
+ $npery = (int) Functions::flattenSingleValue($npery);
+
+ // Validate parameters
+ if ($nominal_rate <= 0 || $npery < 1) {
+ return Functions::NAN();
+ }
+
+ return (1 + $nominal_rate / $npery) ** $npery - 1;
+ }
+
+ /**
+ * FV.
+ *
+ * Returns the Future Value of a cash flow with constant payments and interest rate (annuities).
+ *
+ * Excel Function:
+ * FV(rate,nper,pmt[,pv[,type]])
+ *
+ * @param float $rate The interest rate per period
+ * @param int $nper Total number of payment periods in an annuity
+ * @param float $pmt The payment made each period: it cannot change over the
+ * life of the annuity. Typically, pmt contains principal
+ * and interest but no other fees or taxes.
+ * @param float $pv present Value, or the lump-sum amount that a series of
+ * future payments is worth right now
+ * @param int $type A number 0 or 1 and indicates when payments are due:
+ * 0 or omitted At the end of the period.
+ * 1 At the beginning of the period.
+ *
+ * @return float|string
+ */
+ public static function FV($rate = 0, $nper = 0, $pmt = 0, $pv = 0, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $nper = Functions::flattenSingleValue($nper);
+ $pmt = Functions::flattenSingleValue($pmt);
+ $pv = Functions::flattenSingleValue($pv);
+ $type = Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+
+ // Calculate
+ if ($rate !== null && $rate != 0) {
+ return -$pv * (1 + $rate) ** $nper - $pmt * (1 + $rate * $type) * ((1 + $rate) ** $nper - 1) / $rate;
+ }
+
+ return -$pv - $pmt * $nper;
+ }
+
+ /**
+ * FVSCHEDULE.
+ *
+ * Returns the future value of an initial principal after applying a series of compound interest rates.
+ * Use FVSCHEDULE to calculate the future value of an investment with a variable or adjustable rate.
+ *
+ * Excel Function:
+ * FVSCHEDULE(principal,schedule)
+ *
+ * @param float $principal the present value
+ * @param float[] $schedule an array of interest rates to apply
+ *
+ * @return float
+ */
+ public static function FVSCHEDULE($principal, $schedule)
+ {
+ $principal = Functions::flattenSingleValue($principal);
+ $schedule = Functions::flattenArray($schedule);
+
+ foreach ($schedule as $rate) {
+ $principal *= 1 + $rate;
+ }
+
+ return $principal;
+ }
+
+ /**
+ * INTRATE.
+ *
+ * Returns the interest rate for a fully invested security.
+ *
+ * Excel Function:
+ * INTRATE(settlement,maturity,investment,redemption[,basis])
+ *
+ * @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 $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string
+ */
+ public static function INTRATE($settlement, $maturity, $investment, $redemption, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $investment = Functions::flattenSingleValue($investment);
+ $redemption = Functions::flattenSingleValue($redemption);
+ $basis = Functions::flattenSingleValue($basis);
+
+ // Validate
+ if ((is_numeric($investment)) && (is_numeric($redemption)) && (is_numeric($basis))) {
+ $investment = (float) $investment;
+ $redemption = (float) $redemption;
+ $basis = (int) $basis;
+ if (($investment <= 0) || ($redemption <= 0)) {
+ return Functions::NAN();
+ }
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis);
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+
+ return (($redemption / $investment) - 1) / ($daysBetweenSettlementAndMaturity);
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * IPMT.
+ *
+ * Returns the interest payment for a given period for an investment based on periodic, constant payments and a constant interest rate.
+ *
+ * Excel Function:
+ * IPMT(rate,per,nper,pv[,fv][,type])
+ *
+ * @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 $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
+ *
+ * @return float|string
+ */
+ public static function IPMT($rate, $per, $nper, $pv, $fv = 0, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $per = (int) Functions::flattenSingleValue($per);
+ $nper = (int) Functions::flattenSingleValue($nper);
+ $pv = Functions::flattenSingleValue($pv);
+ $fv = Functions::flattenSingleValue($fv);
+ $type = (int) Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+ if ($per <= 0 || $per > $nper) {
+ return Functions::VALUE();
+ }
+
+ // Calculate
+ $interestAndPrincipal = self::interestAndPrincipal($rate, $per, $nper, $pv, $fv, $type);
+
+ return $interestAndPrincipal[0];
+ }
+
+ /**
+ * IRR.
+ *
+ * Returns the internal rate of return for a series of cash flows represented by the numbers in values.
+ * These cash flows do not have to be even, as they would be for an annuity. However, the cash flows must occur
+ * at regular intervals, such as monthly or annually. The internal rate of return is the interest rate received
+ * for an investment consisting of payments (negative values) and income (positive values) that occur at regular
+ * periods.
+ *
+ * Excel Function:
+ * IRR(values[,guess])
+ *
+ * @param float[] $values An array or a reference to cells that contain numbers for which you want
+ * to calculate the internal rate of return.
+ * Values must contain at least one positive value and one negative value to
+ * calculate the internal rate of return.
+ * @param float $guess A number that you guess is close to the result of IRR
+ *
+ * @return float|string
+ */
+ public static function IRR($values, $guess = 0.1)
+ {
+ if (!is_array($values)) {
+ return Functions::VALUE();
+ }
+ $values = Functions::flattenArray($values);
+ $guess = Functions::flattenSingleValue($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; $i < self::FINANCIAL_MAX_ITERATIONS; ++$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 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; $i < self::FINANCIAL_MAX_ITERATIONS; ++$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) < self::FINANCIAL_PRECISION) || (abs($dx) < self::FINANCIAL_PRECISION)) {
+ return $x_mid;
+ }
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * ISPMT.
+ *
+ * Returns the interest payment for an investment based on an interest rate and a constant payment schedule.
+ *
+ * Excel Function:
+ * =ISPMT(interest_rate, period, number_payments, PV)
+ *
+ * interest_rate is the interest rate for the investment
+ *
+ * period is the period to calculate the interest rate. It must be betweeen 1 and number_payments.
+ *
+ * number_payments is the number of payments for the annuity
+ *
+ * PV is the loan amount or present value of the payments
+ */
+ public static function ISPMT(...$args)
+ {
+ // Return value
+ $returnValue = 0;
+
+ // Get the parameters
+ $aArgs = Functions::flattenArray($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;
+ }
+
+ /**
+ * MIRR.
+ *
+ * Returns the modified internal rate of return for a series of periodic cash flows. MIRR considers both
+ * the cost of the investment and the interest received on reinvestment of cash.
+ *
+ * Excel Function:
+ * MIRR(values,finance_rate, reinvestment_rate)
+ *
+ * @param float[] $values An array or a reference to cells that contain a series of payments and
+ * income occurring at regular intervals.
+ * Payments are negative value, income is positive values.
+ * @param float $finance_rate The interest rate you pay on the money used in the cash flows
+ * @param float $reinvestment_rate The interest rate you receive on the cash flows as you reinvest them
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function MIRR($values, $finance_rate, $reinvestment_rate)
+ {
+ if (!is_array($values)) {
+ return Functions::VALUE();
+ }
+ $values = Functions::flattenArray($values);
+ $finance_rate = Functions::flattenSingleValue($finance_rate);
+ $reinvestment_rate = Functions::flattenSingleValue($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 / $rr ** $i;
+ } else {
+ $npv_neg += $v / $fr ** $i;
+ }
+ }
+
+ if (($npv_neg == 0) || ($npv_pos == 0) || ($reinvestment_rate <= -1)) {
+ return Functions::VALUE();
+ }
+
+ $mirr = ((-$npv_pos * $rr ** $n)
+ / ($npv_neg * ($rr))) ** (1.0 / ($n - 1)) - 1.0;
+
+ return is_finite($mirr) ? $mirr : Functions::VALUE();
+ }
+
+ /**
+ * 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 $npery Number of compounding payments per year
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function NOMINAL($effect_rate = 0, $npery = 0)
+ {
+ $effect_rate = Functions::flattenSingleValue($effect_rate);
+ $npery = (int) Functions::flattenSingleValue($npery);
+
+ // Validate parameters
+ if ($effect_rate <= 0 || $npery < 1) {
+ return Functions::NAN();
+ }
+
+ // Calculate
+ return $npery * (($effect_rate + 1) ** (1 / $npery) - 1);
+ }
+
+ /**
+ * 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 $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function NPER($rate = 0, $pmt = 0, $pv = 0, $fv = 0, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $pmt = Functions::flattenSingleValue($pmt);
+ $pv = Functions::flattenSingleValue($pv);
+ $fv = Functions::flattenSingleValue($fv);
+ $type = Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+
+ // Calculate
+ if ($rate !== null && $rate != 0) {
+ if ($pmt == 0 && $pv == 0) {
+ return Functions::NAN();
+ }
+
+ return log(($pmt * (1 + $rate * $type) / $rate - $fv) / ($pv + $pmt * (1 + $rate * $type) / $rate)) / log(1 + $rate);
+ }
+ if ($pmt == 0) {
+ return Functions::NAN();
+ }
+
+ return (-$pv - $fv) / $pmt;
+ }
+
+ /**
+ * NPV.
+ *
+ * Returns the Net Present Value of a cash flow series given a discount rate.
+ *
+ * @return float
+ */
+ public static function NPV(...$args)
+ {
+ // Return value
+ $returnValue = 0;
+
+ // Loop through arguments
+ $aArgs = Functions::flattenArray($args);
+
+ // Calculate
+ $rate = array_shift($aArgs);
+ $countArgs = count($aArgs);
+ for ($i = 1; $i <= $countArgs; ++$i) {
+ // Is it a numeric value?
+ if (is_numeric($aArgs[$i - 1])) {
+ $returnValue += $aArgs[$i - 1] / (1 + $rate) ** $i;
+ }
+ }
+
+ // Return
+ return $returnValue;
+ }
+
+ /**
+ * PDURATION.
+ *
+ * Calculates the number of periods required for an investment to reach a specified value.
+ *
+ * @param float $rate Interest rate per period
+ * @param float $pv Present Value
+ * @param float $fv Future Value
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function PDURATION($rate = 0, $pv = 0, $fv = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $pv = Functions::flattenSingleValue($pv);
+ $fv = Functions::flattenSingleValue($fv);
+
+ // Validate parameters
+ if (!is_numeric($rate) || !is_numeric($pv) || !is_numeric($fv)) {
+ return Functions::VALUE();
+ } elseif ($rate <= 0.0 || $pv <= 0.0 || $fv <= 0.0) {
+ return Functions::NAN();
+ }
+
+ return (log($fv) - log($pv)) / log(1 + $rate);
+ }
+
+ /**
+ * 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 $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function PMT($rate = 0, $nper = 0, $pv = 0, $fv = 0, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $nper = Functions::flattenSingleValue($nper);
+ $pv = Functions::flattenSingleValue($pv);
+ $fv = Functions::flattenSingleValue($fv);
+ $type = Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+
+ // Calculate
+ if ($rate !== null && $rate != 0) {
+ return (-$fv - $pv * (1 + $rate) ** $nper) / (1 + $rate * $type) / (((1 + $rate) ** $nper - 1) / $rate);
+ }
+
+ return (-$pv - $fv) / $nper;
+ }
+
+ /**
+ * 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 $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function PPMT($rate, $per, $nper, $pv, $fv = 0, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $per = (int) Functions::flattenSingleValue($per);
+ $nper = (int) Functions::flattenSingleValue($nper);
+ $pv = Functions::flattenSingleValue($pv);
+ $fv = Functions::flattenSingleValue($fv);
+ $type = (int) Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+ if ($per <= 0 || $per > $nper) {
+ return Functions::VALUE();
+ }
+
+ // Calculate
+ $interestAndPrincipal = self::interestAndPrincipal($rate, $per, $nper, $pv, $fv, $type);
+
+ return $interestAndPrincipal[1];
+ }
+
+ private static function validatePrice($settlement, $maturity, $rate, $yield, $redemption, $frequency, $basis)
+ {
+ if (is_string($settlement)) {
+ return Functions::VALUE();
+ }
+ if (is_string($maturity)) {
+ return Functions::VALUE();
+ }
+ if (!is_numeric($rate)) {
+ return Functions::VALUE();
+ }
+ if (!is_numeric($yield)) {
+ return Functions::VALUE();
+ }
+ if (!is_numeric($redemption)) {
+ return Functions::VALUE();
+ }
+ if (!is_numeric($frequency)) {
+ return Functions::VALUE();
+ }
+ if (!is_numeric($basis)) {
+ return Functions::VALUE();
+ }
+
+ return '';
+ }
+
+ public static function PRICE($settlement, $maturity, $rate, $yield, $redemption, $frequency, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $rate = Functions::flattenSingleValue($rate);
+ $yield = Functions::flattenSingleValue($yield);
+ $redemption = Functions::flattenSingleValue($redemption);
+ $frequency = Functions::flattenSingleValue($frequency);
+ $basis = Functions::flattenSingleValue($basis);
+
+ $settlement = DateTime::getDateValue($settlement);
+ $maturity = DateTime::getDateValue($maturity);
+ $rslt = self::validatePrice($settlement, $maturity, $rate, $yield, $redemption, $frequency, $basis);
+ if ($rslt) {
+ return $rslt;
+ }
+ $rate = (float) $rate;
+ $yield = (float) $yield;
+ $redemption = (float) $redemption;
+ $frequency = (int) $frequency;
+ $basis = (int) $basis;
+
+ if (
+ ($settlement > $maturity) ||
+ (!self::isValidFrequency($frequency)) ||
+ (($basis < 0) || ($basis > 4))
+ ) {
+ return 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 / $baseYF ** (--$n + $de);
+ for ($k = 0; $k <= $n; ++$k) {
+ $result += $rfp / ($baseYF ** ($k + $de));
+ }
+ $result -= $rfp * ($a / $e);
+
+ return $result;
+ }
+
+ /**
+ * 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 $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function PRICEDISC($settlement, $maturity, $discount, $redemption, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $discount = (float) Functions::flattenSingleValue($discount);
+ $redemption = (float) Functions::flattenSingleValue($redemption);
+ $basis = (int) Functions::flattenSingleValue($basis);
+
+ // Validate
+ if ((is_numeric($discount)) && (is_numeric($redemption)) && (is_numeric($basis))) {
+ if (($discount <= 0) || ($redemption <= 0)) {
+ return Functions::NAN();
+ }
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis);
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+
+ return $redemption * (1 - $discount * $daysBetweenSettlementAndMaturity);
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * 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 $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function PRICEMAT($settlement, $maturity, $issue, $rate, $yield, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $issue = Functions::flattenSingleValue($issue);
+ $rate = Functions::flattenSingleValue($rate);
+ $yield = Functions::flattenSingleValue($yield);
+ $basis = (int) Functions::flattenSingleValue($basis);
+
+ // Validate
+ if (is_numeric($rate) && is_numeric($yield)) {
+ if (($rate <= 0) || ($yield <= 0)) {
+ return Functions::NAN();
+ }
+ $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis);
+ if (!is_numeric($daysPerYear)) {
+ return $daysPerYear;
+ }
+ $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis);
+ if (!is_numeric($daysBetweenIssueAndSettlement)) {
+ // return date error
+ return $daysBetweenIssueAndSettlement;
+ }
+ $daysBetweenIssueAndSettlement *= $daysPerYear;
+ $daysBetweenIssueAndMaturity = DateTime::YEARFRAC($issue, $maturity, $basis);
+ if (!is_numeric($daysBetweenIssueAndMaturity)) {
+ // return date error
+ return $daysBetweenIssueAndMaturity;
+ }
+ $daysBetweenIssueAndMaturity *= $daysPerYear;
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis);
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+ $daysBetweenSettlementAndMaturity *= $daysPerYear;
+
+ return (100 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate * 100)) /
+ (1 + (($daysBetweenSettlementAndMaturity / $daysPerYear) * $yield)) -
+ (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate * 100);
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * PV.
+ *
+ * Returns the Present 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 $fv Future Value
+ * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function PV($rate = 0, $nper = 0, $pmt = 0, $fv = 0, $type = 0)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $nper = Functions::flattenSingleValue($nper);
+ $pmt = Functions::flattenSingleValue($pmt);
+ $fv = Functions::flattenSingleValue($fv);
+ $type = Functions::flattenSingleValue($type);
+
+ // Validate parameters
+ if ($type != 0 && $type != 1) {
+ return Functions::NAN();
+ }
+
+ // Calculate
+ if ($rate !== null && $rate != 0) {
+ return (-$pmt * (1 + $rate * $type) * (((1 + $rate) ** $nper - 1) / $rate) - $fv) / (1 + $rate) ** $nper;
+ }
+
+ return -$fv - $pmt * $nper;
+ }
+
+ /**
+ * RATE.
+ *
+ * Returns the interest rate per period of an annuity.
+ * RATE is calculated by iteration and can have zero or more solutions.
+ * If the successive results of RATE do not converge to within 0.0000001 after 20 iterations,
+ * RATE returns the #NUM! error value.
+ *
+ * Excel Function:
+ * RATE(nper,pmt,pv[,fv[,type[,guess]]])
+ *
+ * @param float $nper The total number of payment periods in an annuity
+ * @param float $pmt The payment made each period and cannot change over the life
+ * of the annuity.
+ * Typically, pmt includes principal and interest but no other
+ * fees or taxes.
+ * @param float $pv The present value - the total amount that a series of future
+ * payments is worth now
+ * @param float $fv The future value, or a cash balance you want to attain after
+ * the last payment is made. If fv is omitted, it is assumed
+ * to be 0 (the future value of a loan, for example, is 0).
+ * @param int $type A number 0 or 1 and indicates when payments are due:
+ * 0 or omitted At the end of the period.
+ * 1 At the beginning of the period.
+ * @param float $guess Your guess for what the rate will be.
+ * If you omit guess, it is assumed to be 10 percent.
+ *
+ * @return float|string
+ */
+ public static function RATE($nper, $pmt, $pv, $fv = 0.0, $type = 0, $guess = 0.1)
+ {
+ $nper = (int) Functions::flattenSingleValue($nper);
+ $pmt = Functions::flattenSingleValue($pmt);
+ $pv = Functions::flattenSingleValue($pv);
+ $fv = ($fv === null) ? 0.0 : Functions::flattenSingleValue($fv);
+ $type = ($type === null) ? 0 : (int) Functions::flattenSingleValue($type);
+ $guess = ($guess === null) ? 0.1 : Functions::flattenSingleValue($guess);
+
+ $rate = $guess;
+ // rest of code adapted from python/numpy
+ $close = false;
+ $iter = 0;
+ while (!$close && $iter < self::FINANCIAL_MAX_ITERATIONS) {
+ $nextdiff = self::rateNextGuess($rate, $nper, $pmt, $pv, $fv, $type);
+ if (!is_numeric($nextdiff)) {
+ break;
+ }
+ $rate1 = $rate - $nextdiff;
+ $close = abs($rate1 - $rate) < self::FINANCIAL_PRECISION;
+ ++$iter;
+ $rate = $rate1;
+ }
+
+ return $close ? $rate : Functions::NAN();
+ }
+
+ private static function rateNextGuess($rate, $nper, $pmt, $pv, $fv, $type)
+ {
+ if ($rate == 0) {
+ return Functions::NAN();
+ }
+ $tt1 = ($rate + 1) ** $nper;
+ $tt2 = ($rate + 1) ** ($nper - 1);
+ $numerator = $fv + $tt1 * $pv + $pmt * ($tt1 - 1) * ($rate * $type + 1) / $rate;
+ $denominator = $nper * $tt2 * $pv - $pmt * ($tt1 - 1) * ($rate * $type + 1) / ($rate * $rate)
+ + $nper * $pmt * $tt2 * ($rate * $type + 1) / $rate
+ + $pmt * ($tt1 - 1) * $type / $rate;
+ if ($denominator == 0) {
+ return Functions::NAN();
+ }
+
+ return $numerator / $denominator;
+ }
+
+ /**
+ * RECEIVED.
+ *
+ * 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 $investment The amount invested in the security
+ * @param int $discount The security's discount rate
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function RECEIVED($settlement, $maturity, $investment, $discount, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $investment = (float) Functions::flattenSingleValue($investment);
+ $discount = (float) Functions::flattenSingleValue($discount);
+ $basis = (int) Functions::flattenSingleValue($basis);
+
+ // Validate
+ if ((is_numeric($investment)) && (is_numeric($discount)) && (is_numeric($basis))) {
+ if (($investment <= 0) || ($discount <= 0)) {
+ return Functions::NAN();
+ }
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis);
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+
+ return $investment / (1 - ($discount * $daysBetweenSettlementAndMaturity));
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * RRI.
+ *
+ * Calculates the interest rate required for an investment to grow to a specified future value .
+ *
+ * @param float $nper The number of periods over which the investment is made
+ * @param float $pv Present Value
+ * @param float $fv Future Value
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function RRI($nper = 0, $pv = 0, $fv = 0)
+ {
+ $nper = Functions::flattenSingleValue($nper);
+ $pv = Functions::flattenSingleValue($pv);
+ $fv = Functions::flattenSingleValue($fv);
+
+ // Validate parameters
+ if (!is_numeric($nper) || !is_numeric($pv) || !is_numeric($fv)) {
+ return Functions::VALUE();
+ } elseif ($nper <= 0.0 || $pv <= 0.0 || $fv < 0.0) {
+ return Functions::NAN();
+ }
+
+ return ($fv / $pv) ** (1 / $nper) - 1;
+ }
+
+ /**
+ * SLN.
+ *
+ * Returns the straight-line depreciation of an asset for one period
+ *
+ * @param mixed $cost Initial cost of the asset
+ * @param mixed $salvage Value at the end of the depreciation
+ * @param mixed $life Number of periods over which the asset is depreciated
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function SLN($cost, $salvage, $life)
+ {
+ $cost = Functions::flattenSingleValue($cost);
+ $salvage = Functions::flattenSingleValue($salvage);
+ $life = Functions::flattenSingleValue($life);
+
+ // Calculate
+ if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life))) {
+ if ($life < 0) {
+ return Functions::NAN();
+ }
+
+ return ($cost - $salvage) / $life;
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * SYD.
+ *
+ * Returns the sum-of-years' digits depreciation of an asset for a specified period.
+ *
+ * @param mixed $cost Initial cost of the asset
+ * @param mixed $salvage Value at the end of the depreciation
+ * @param mixed $life Number of periods over which the asset is depreciated
+ * @param mixed $period Period
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function SYD($cost, $salvage, $life, $period)
+ {
+ $cost = Functions::flattenSingleValue($cost);
+ $salvage = Functions::flattenSingleValue($salvage);
+ $life = Functions::flattenSingleValue($life);
+ $period = Functions::flattenSingleValue($period);
+
+ // Calculate
+ if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period))) {
+ if (($life < 1) || ($period > $life)) {
+ return Functions::NAN();
+ }
+
+ return (($cost - $salvage) * ($life - $period + 1) * 2) / ($life * ($life + 1));
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * TBILLEQ.
+ *
+ * Returns the bond-equivalent yield for a Treasury bill.
+ *
+ * @param mixed $settlement The Treasury bill's settlement date.
+ * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.
+ * @param mixed $maturity The Treasury bill's maturity date.
+ * The maturity date is the date when the Treasury bill expires.
+ * @param int $discount The Treasury bill's discount rate
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function TBILLEQ($settlement, $maturity, $discount)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $discount = Functions::flattenSingleValue($discount);
+
+ // Use TBILLPRICE for validation
+ $testValue = self::TBILLPRICE($settlement, $maturity, $discount);
+ if (is_string($testValue)) {
+ return $testValue;
+ }
+
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_OPENOFFICE) {
+ ++$maturity;
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360;
+ } else {
+ $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement));
+ }
+
+ return (365 * $discount) / (360 - $discount * $daysBetweenSettlementAndMaturity);
+ }
+
+ /**
+ * TBILLPRICE.
+ *
+ * Returns the yield for a Treasury bill.
+ *
+ * @param mixed $settlement The Treasury bill's settlement date.
+ * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.
+ * @param mixed $maturity The Treasury bill's maturity date.
+ * The maturity date is the date when the Treasury bill expires.
+ * @param int $discount The Treasury bill's discount rate
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function TBILLPRICE($settlement, $maturity, $discount)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $discount = Functions::flattenSingleValue($discount);
+
+ if (is_string($maturity = DateTime::getDateValue($maturity))) {
+ return Functions::VALUE();
+ }
+
+ // Validate
+ if (is_numeric($discount)) {
+ if ($discount <= 0) {
+ return Functions::NAN();
+ }
+
+ if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_OPENOFFICE) {
+ ++$maturity;
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360;
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+ } else {
+ $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement));
+ }
+
+ if ($daysBetweenSettlementAndMaturity > 360) {
+ return Functions::NAN();
+ }
+
+ $price = 100 * (1 - (($discount * $daysBetweenSettlementAndMaturity) / 360));
+ if ($price <= 0) {
+ return Functions::NAN();
+ }
+
+ return $price;
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * TBILLYIELD.
+ *
+ * Returns the yield for a Treasury bill.
+ *
+ * @param mixed $settlement The Treasury bill's settlement date.
+ * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.
+ * @param mixed $maturity The Treasury bill's maturity date.
+ * The maturity date is the date when the Treasury bill expires.
+ * @param int $price The Treasury bill's price per $100 face value
+ *
+ * @return float|mixed|string
+ */
+ public static function TBILLYIELD($settlement, $maturity, $price)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $price = Functions::flattenSingleValue($price);
+
+ // Validate
+ if (is_numeric($price)) {
+ if ($price <= 0) {
+ return Functions::NAN();
+ }
+
+ if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_OPENOFFICE) {
+ ++$maturity;
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360;
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+ } else {
+ $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement));
+ }
+
+ if ($daysBetweenSettlementAndMaturity > 360) {
+ return Functions::NAN();
+ }
+
+ return ((100 - $price) / $price) * (360 / $daysBetweenSettlementAndMaturity);
+ }
+
+ return Functions::VALUE();
+ }
+
+ private static function bothNegAndPos($neg, $pos)
+ {
+ return $neg && $pos;
+ }
+
+ private static function xirrPart2(&$values)
+ {
+ $valCount = count($values);
+ $foundpos = false;
+ $foundneg = false;
+ for ($i = 0; $i < $valCount; ++$i) {
+ $fld = $values[$i];
+ if (!is_numeric($fld)) {
+ return Functions::VALUE();
+ } elseif ($fld > 0) {
+ $foundpos = true;
+ } elseif ($fld < 0) {
+ $foundneg = true;
+ }
+ }
+ if (!self::bothNegAndPos($foundneg, $foundpos)) {
+ return Functions::NAN();
+ }
+
+ return '';
+ }
+
+ private static function xirrPart1(&$values, &$dates)
+ {
+ if ((!is_array($values)) && (!is_array($dates))) {
+ return Functions::NA();
+ }
+ $values = Functions::flattenArray($values);
+ $dates = Functions::flattenArray($dates);
+ if (count($values) != count($dates)) {
+ return Functions::NAN();
+ }
+
+ $datesCount = count($dates);
+ for ($i = 0; $i < $datesCount; ++$i) {
+ $dates[$i] = DateTime::getDateValue($dates[$i]);
+ if (!is_numeric($dates[$i])) {
+ return Functions::VALUE();
+ }
+ }
+
+ return self::xirrPart2($values);
+ }
+
+ private static function xirrPart3($values, $dates, $x1, $x2)
+ {
+ $f = self::xnpvOrdered($x1, $values, $dates, false);
+ if ($f < 0.0) {
+ $rtb = $x1;
+ $dx = $x2 - $x1;
+ } else {
+ $rtb = $x2;
+ $dx = $x1 - $x2;
+ }
+
+ $rslt = Functions::VALUE();
+ for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) {
+ $dx *= 0.5;
+ $x_mid = $rtb + $dx;
+ $f_mid = self::xnpvOrdered($x_mid, $values, $dates, false);
+ if ($f_mid <= 0.0) {
+ $rtb = $x_mid;
+ }
+ if ((abs($f_mid) < self::FINANCIAL_PRECISION) || (abs($dx) < self::FINANCIAL_PRECISION)) {
+ $rslt = $x_mid;
+
+ break;
+ }
+ }
+
+ return $rslt;
+ }
+
+ /**
+ * XIRR.
+ *
+ * Returns the internal rate of return for a schedule of cash flows that is not necessarily periodic.
+ *
+ * Excel Function:
+ * =XIRR(values,dates,guess)
+ *
+ * @param float[] $values A series of cash flow payments
+ * The series of values must contain at least one positive value & one negative value
+ * @param mixed[] $dates A series of payment dates
+ * The first payment date indicates the beginning of the schedule of payments
+ * All other dates must be later than this date, but they may occur in any order
+ * @param float $guess An optional guess at the expected answer
+ *
+ * @return float|mixed|string
+ */
+ public static function XIRR($values, $dates, $guess = 0.1)
+ {
+ $rslt = self::xirrPart1($values, $dates);
+ if ($rslt) {
+ return $rslt;
+ }
+
+ // create an initial range, with a root somewhere between 0 and guess
+ $guess = Functions::flattenSingleValue($guess);
+ $x1 = 0.0;
+ $x2 = $guess ? $guess : 0.1;
+ $f1 = self::xnpvOrdered($x1, $values, $dates, false);
+ $f2 = self::xnpvOrdered($x2, $values, $dates, false);
+ $found = false;
+ for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) {
+ if (!is_numeric($f1) || !is_numeric($f2)) {
+ break;
+ }
+ if (($f1 * $f2) < 0.0) {
+ $found = true;
+
+ break;
+ } elseif (abs($f1) < abs($f2)) {
+ $f1 = self::xnpvOrdered($x1 += 1.6 * ($x1 - $x2), $values, $dates, false);
+ } else {
+ $f2 = self::xnpvOrdered($x2 += 1.6 * ($x2 - $x1), $values, $dates, false);
+ }
+ }
+ if (!$found) {
+ return Functions::NAN();
+ }
+
+ return self::xirrPart3($values, $dates, $x1, $x2);
+ }
+
+ /**
+ * XNPV.
+ *
+ * Returns the net present value for a schedule of cash flows that is not necessarily periodic.
+ * To calculate the net present value for a series of cash flows that is periodic, use the NPV function.
+ *
+ * Excel Function:
+ * =XNPV(rate,values,dates)
+ *
+ * @param float $rate the discount rate to apply to the cash flows
+ * @param float[] $values A series of cash flows that corresponds to a schedule of payments in dates.
+ * The first payment is optional and corresponds to a cost or payment that occurs at the beginning of the investment.
+ * If the first value is a cost or payment, it must be a negative value. All succeeding payments are discounted based on a 365-day year.
+ * The series of values must contain at least one positive value and one negative value.
+ * @param mixed[] $dates A schedule of payment dates that corresponds to the cash flow payments.
+ * The first payment date indicates the beginning of the schedule of payments.
+ * All other dates must be later than this date, but they may occur in any order.
+ *
+ * @return float|mixed|string
+ */
+ public static function XNPV($rate, $values, $dates)
+ {
+ return self::xnpvOrdered($rate, $values, $dates, true);
+ }
+
+ private static function validateXnpv($rate, $values, $dates)
+ {
+ if (!is_numeric($rate)) {
+ return Functions::VALUE();
+ }
+ $valCount = count($values);
+ if ($valCount != count($dates)) {
+ return Functions::NAN();
+ }
+ if ($valCount > 1 && ((min($values) > 0) || (max($values) < 0))) {
+ return Functions::NAN();
+ }
+ $date0 = DateTime::getDateValue($dates[0]);
+ if (is_string($date0)) {
+ return Functions::VALUE();
+ }
+
+ return '';
+ }
+
+ private static function xnpvOrdered($rate, $values, $dates, $ordered = true)
+ {
+ $rate = Functions::flattenSingleValue($rate);
+ $values = Functions::flattenArray($values);
+ $dates = Functions::flattenArray($dates);
+ $valCount = count($values);
+ $date0 = DateTime::getDateValue($dates[0]);
+ $rslt = self::validateXnpv($rate, $values, $dates);
+ if ($rslt) {
+ return $rslt;
+ }
+ $xnpv = 0.0;
+ for ($i = 0; $i < $valCount; ++$i) {
+ if (!is_numeric($values[$i])) {
+ return Functions::VALUE();
+ }
+ $datei = DateTime::getDateValue($dates[$i]);
+ if (is_string($datei)) {
+ return Functions::VALUE();
+ }
+ if ($date0 > $datei) {
+ $dif = $ordered ? Functions::NAN() : -DateTime::DATEDIF($datei, $date0, 'd');
+ } else {
+ $dif = DateTime::DATEDIF($date0, $datei, 'd');
+ }
+ if (!is_numeric($dif)) {
+ return $dif;
+ }
+ $xnpv += $values[$i] / (1 + $rate) ** ($dif / 365);
+ }
+
+ return is_finite($xnpv) ? $xnpv : Functions::VALUE();
+ }
+
+ /**
+ * YIELDDISC.
+ *
+ * Returns the annual yield 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 int $price The security's price per $100 face value
+ * @param int $redemption The security's redemption value per $100 face value
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function YIELDDISC($settlement, $maturity, $price, $redemption, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $price = Functions::flattenSingleValue($price);
+ $redemption = Functions::flattenSingleValue($redemption);
+ $basis = (int) Functions::flattenSingleValue($basis);
+
+ // Validate
+ if (is_numeric($price) && is_numeric($redemption)) {
+ if (($price <= 0) || ($redemption <= 0)) {
+ return Functions::NAN();
+ }
+ $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis);
+ if (!is_numeric($daysPerYear)) {
+ return $daysPerYear;
+ }
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis);
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+ $daysBetweenSettlementAndMaturity *= $daysPerYear;
+
+ return (($redemption - $price) / $price) * ($daysPerYear / $daysBetweenSettlementAndMaturity);
+ }
+
+ return Functions::VALUE();
+ }
+
+ /**
+ * YIELDMAT.
+ *
+ * Returns the annual yield 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 $price The security's price per $100 face value
+ * @param int $basis The type of day count to use.
+ * 0 or omitted US (NASD) 30/360
+ * 1 Actual/actual
+ * 2 Actual/360
+ * 3 Actual/365
+ * 4 European 30/360
+ *
+ * @return float|string Result, or a string containing an error
+ */
+ public static function YIELDMAT($settlement, $maturity, $issue, $rate, $price, $basis = 0)
+ {
+ $settlement = Functions::flattenSingleValue($settlement);
+ $maturity = Functions::flattenSingleValue($maturity);
+ $issue = Functions::flattenSingleValue($issue);
+ $rate = Functions::flattenSingleValue($rate);
+ $price = Functions::flattenSingleValue($price);
+ $basis = (int) Functions::flattenSingleValue($basis);
+
+ // Validate
+ if (is_numeric($rate) && is_numeric($price)) {
+ if (($rate <= 0) || ($price <= 0)) {
+ return Functions::NAN();
+ }
+ $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis);
+ if (!is_numeric($daysPerYear)) {
+ return $daysPerYear;
+ }
+ $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis);
+ if (!is_numeric($daysBetweenIssueAndSettlement)) {
+ // return date error
+ return $daysBetweenIssueAndSettlement;
+ }
+ $daysBetweenIssueAndSettlement *= $daysPerYear;
+ $daysBetweenIssueAndMaturity = DateTime::YEARFRAC($issue, $maturity, $basis);
+ if (!is_numeric($daysBetweenIssueAndMaturity)) {
+ // return date error
+ return $daysBetweenIssueAndMaturity;
+ }
+ $daysBetweenIssueAndMaturity *= $daysPerYear;
+ $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis);
+ if (!is_numeric($daysBetweenSettlementAndMaturity)) {
+ // return date error
+ return $daysBetweenSettlementAndMaturity;
+ }
+ $daysBetweenSettlementAndMaturity *= $daysPerYear;
+
+ return ((1 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate) - (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) /
+ (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) *
+ ($daysPerYear / $daysBetweenSettlementAndMaturity);
+ }
+
+ return Functions::VALUE();
+ }
+}
|