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PhpSpreadsheet/Classes/PHPExcel/Calculation/Financial.php

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<?php
/**
* PHPExcel
*
* Copyright (c) 2006 - 2012 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 - 2012 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version ##VERSION##, ##DATE##
*/
/** 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 - 2012 PHPExcel (http://www.codeplex.com/PHPExcel)
*/
class PHPExcel_Calculation_Financial {
/**
* _lastDayOfMonth
*
* Returns a boolean TRUE/FALSE indicating if this date is the last date of the month
*
* @param DateTime $testDate The date for testing
* @return boolean
*/
private static function _lastDayOfMonth($testDate)
{
return ($testDate->format('d') == $testDate->format('t'));
} // function _lastDayOfMonth()
/**
* _firstDayOfMonth
*
* Returns a boolean TRUE/FALSE indicating if this date is the first date of the month
*
* @param DateTime $testDate The date for testing
* @return boolean
*/
private static function _firstDayOfMonth($testDate)
{
return ($testDate->format('d') == 1);
} // function _firstDayOfMonth()
private static function _coupFirstPeriodDate($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()
/**
* _daysPerYear
*
* Returns the number of days in a specified year, as defined by the "basis" value
*
* @param integer $year The year against which we're testing
* @param integer $basis The type of day count:
* 0 or omitted US (NASD) 360
* 1 Actual (365 or 366 in a leap year)
* 2 360
* 3 365
* 4 European 360
* @return integer
*/
private static function _daysPerYear($year, $basis=0)
{
switch ($basis) {
case 0 :
case 2 :
case 4 :
$daysPerYear = 360;
break;
case 3 :
$daysPerYear = 365;
break;
case 1 :
$daysPerYear = (PHPExcel_Calculation_DateTime::_isLeapYear($year)) ? 366 : 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 accrued interest for a security that pays periodic interest.
*
* Excel Function:
* ACCRINT(issue,firstinterest,settlement,rate,par,frequency[,basis])
*
* @access public
* @category Financial Functions
* @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 integer $frequency the number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* If working in Gnumeric Mode, the following frequency options are
* also available
* 6 Bimonthly
* 12 Monthly
* @param integer $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function ACCRINT($issue, $firstinterest, $settlement, $rate, $par=1000, $frequency=1, $basis=0)
{
$issue = PHPExcel_Calculation_Functions::flattenSingleValue($issue);
$firstinterest = PHPExcel_Calculation_Functions::flattenSingleValue($firstinterest);
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
$rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
$par = (is_null($par)) ? 1000 : PHPExcel_Calculation_Functions::flattenSingleValue($par);
$frequency = (is_null($frequency)) ? 1 : PHPExcel_Calculation_Functions::flattenSingleValue($frequency);
$basis = (is_null($basis)) ? 0 : PHPExcel_Calculation_Functions::flattenSingleValue($basis);
// Validate
if ((is_numeric($rate)) && (is_numeric($par))) {
$rate = (float) $rate;
$par = (float) $par;
if (($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 accrued interest for a security that pays interest at maturity.
*
* Excel Function:
* ACCRINTM(issue,settlement,rate[,par[,basis]])
*
* @access public
* @category Financial Functions
* @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 $1,000.
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function ACCRINTM($issue, $settlement, $rate, $par=1000, $basis=0) {
$issue = PHPExcel_Calculation_Functions::flattenSingleValue($issue);
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
$rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
$par = (is_null($par)) ? 1000 : PHPExcel_Calculation_Functions::flattenSingleValue($par);
$basis = (is_null($basis)) ? 0 : PHPExcel_Calculation_Functions::flattenSingleValue($basis);
// Validate
if ((is_numeric($rate)) && (is_numeric($par))) {
$rate = (float) $rate;
$par = (float) $par;
if (($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 * $daysBetweenIssueAndSettlement;
}
return PHPExcel_Calculation_Functions::VALUE();
} // function ACCRINTM()
/**
* AMORDEGRC
*
* Returns the depreciation for each accounting period.
* This function is provided for the French accounting system. If an asset is purchased in
* the middle of the accounting period, the prorated depreciation is taken into account.
* The function is similar to AMORLINC, except that a depreciation coefficient is applied in
* the calculation depending on the life of the assets.
* This function will return the depreciation until the last period of the life of the assets
* or until the cumulated value of depreciation is greater than the cost of the assets minus
* the salvage value.
*
* Excel Function:
* AMORDEGRC(cost,purchased,firstPeriod,salvage,period,rate[,basis])
*
* @access public
* @category Financial Functions
* @param float cost The cost of the asset.
* @param mixed purchased Date of the purchase of the asset.
* @param mixed firstPeriod Date of the end of the first period.
* @param mixed salvage The salvage value at the end of the life of the asset.
* @param float period The period.
* @param float rate Rate of depreciation.
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function AMORDEGRC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis=0) {
$cost = PHPExcel_Calculation_Functions::flattenSingleValue($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);
// 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;
$fNRate = round(PHPExcel_Calculation_DateTime::YEARFRAC($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 $fNRate;
} // function AMORDEGRC()
/**
* AMORLINC
*
* Returns the depreciation for each accounting period.
* This function is provided for the French accounting system. If an asset is purchased in
* the middle of the accounting period, the prorated depreciation is taken into account.
*
* Excel Function:
* AMORLINC(cost,purchased,firstPeriod,salvage,period,rate[,basis])
*
* @access public
* @category Financial Functions
* @param float cost The cost of the asset.
* @param mixed purchased Date of the purchase of the asset.
* @param mixed firstPeriod Date of the end of the first period.
* @param mixed salvage The salvage value at the end of the life of the asset.
* @param float period The period.
* @param float rate Rate of depreciation.
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function AMORLINC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis=0) {
$cost = PHPExcel_Calculation_Functions::flattenSingleValue($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 - $f0Rate);
} else {
return 0.0;
}
} // function AMORLINC()
/**
* COUPDAYBS
*
* Returns the number of days from the beginning of the coupon period to the settlement date.
*
* Excel Function:
* COUPDAYBS(settlement,maturity,frequency[,basis])
*
* @access public
* @category Financial Functions
* @param mixed settlement The security's settlement date.
* The security settlement date is the date after the issue
* date when the security is traded to the buyer.
* @param mixed maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed frequency the number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* If working in Gnumeric Mode, the following frequency options are
* also available
* 6 Bimonthly
* 12 Monthly
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function COUPDAYBS($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) * $daysPerYear;
} // function COUPDAYBS()
/**
* COUPDAYS
*
* Returns the number of days in the coupon period that contains the settlement date.
*
* Excel Function:
* COUPDAYS(settlement,maturity,frequency[,basis])
*
* @access public
* @category Financial Functions
* @param mixed settlement The security's settlement date.
* The security settlement date is the date after the issue
* date when the security is traded to the buyer.
* @param mixed maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed frequency the number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* If working in Gnumeric Mode, the following frequency options are
* also available
* 6 Bimonthly
* 12 Monthly
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function COUPDAYS($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 / $frequency;
}
return PHPExcel_Calculation_Functions::VALUE();
} // function COUPDAYS()
/**
* COUPDAYSNC
*
* Returns the number of days from the settlement date to the next coupon date.
*
* Excel Function:
* COUPDAYSNC(settlement,maturity,frequency[,basis])
*
* @access public
* @category Financial Functions
* @param mixed settlement The security's settlement date.
* The security settlement date is the date after the issue
* date when the security is traded to the buyer.
* @param mixed maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed frequency the number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* If working in Gnumeric Mode, the following frequency options are
* also available
* 6 Bimonthly
* 12 Monthly
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function COUPDAYSNC($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) * $daysPerYear;
} // function COUPDAYSNC()
/**
* COUPNCD
*
* Returns the next coupon date after the settlement date.
*
* Excel Function:
* COUPNCD(settlement,maturity,frequency[,basis])
*
* @access public
* @category Financial Functions
* @param mixed settlement The security's settlement date.
* The security settlement date is the date after the issue
* date when the security is traded to the buyer.
* @param mixed maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed frequency the number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* If working in Gnumeric Mode, the following frequency options are
* also available
* 6 Bimonthly
* 12 Monthly
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object,
* depending on the value of the ReturnDateType flag
*/
public static function COUPNCD($settlement, $maturity, $frequency, $basis=0) {
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($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, $frequency, True);
} // function COUPNCD()
/**
* COUPNUM
*
* Returns the number of coupons payable between the settlement date and maturity date,
* rounded up to the nearest whole coupon.
*
* Excel Function:
* COUPNUM(settlement,maturity,frequency[,basis])
*
* @access public
* @category Financial Functions
* @param mixed settlement The security's settlement date.
* The security settlement date is the date after the issue
* date when the security is traded to the buyer.
* @param mixed maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed frequency the number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* If working in Gnumeric Mode, the following frequency options are
* also available
* 6 Bimonthly
* 12 Monthly
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return integer
*/
public static function COUPNUM($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($daysBetweenSettlementAndMaturity / 30);
}
return PHPExcel_Calculation_Functions::VALUE();
} // function COUPNUM()
/**
* COUPPCD
*
* Returns the previous coupon date before the settlement date.
*
* Excel Function:
* COUPPCD(settlement,maturity,frequency[,basis])
*
* @access public
* @category Financial Functions
* @param mixed settlement The security's settlement date.
* The security settlement date is the date after the issue
* date when the security is traded to the buyer.
* @param mixed maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed frequency the number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* If working in Gnumeric Mode, the following frequency options are
* also available
* 6 Bimonthly
* 12 Monthly
* @param integer basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object,
* depending on the value of the ReturnDateType flag
*/
public static function COUPPCD($settlement, $maturity, $frequency, $basis=0) {
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($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 the start and end periods.
*
* Excel Function:
* CUMIPMT(rate,nper,pv,start,end[,type])
*
* @access public
* @category Financial Functions
* @param float $rate The Interest rate
* @param integer $nper The total number of payment periods
* @param float $pv Present Value
* @param integer $start The first period in the calculation.
* Payment periods are numbered beginning with 1.
* @param integer $end The last period in the calculation.
* @param integer $type A number 0 or 1 and indicates when payments are due:
* 0 or omitted At the end of the period.
* 1 At the beginning of the period.
* @return float
*/
public static function CUMIPMT($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 the start and end periods.
*
* Excel Function:
* CUMPRINC(rate,nper,pv,start,end[,type])
*
* @access public
* @category Financial Functions
* @param float $rate The Interest rate
* @param integer $nper The total number of payment periods
* @param float $pv Present Value
* @param integer $start The first period in the calculation.
* Payment periods are numbered beginning with 1.
* @param integer $end The last period in the calculation.
* @param integer $type A number 0 or 1 and indicates when payments are due:
* 0 or omitted At the end of the period.
* 1 At the beginning of the period.
* @return float
*/
public static function CUMPRINC($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 $principal;
} // function CUMPRINC()
/**
* DB
*
* Returns the depreciation of an asset for a specified period using the
* fixed-declining balance method.
* This form of depreciation is used if you want to get a higher depreciation value
* at the beginning of the depreciation (as opposed to linear depreciation). The
* depreciation value is reduced with every depreciation period by the depreciation
* already deducted from the initial cost.
*
* Excel Function:
* DB(cost,salvage,life,period[,month])
*
* @access public
* @category Financial Functions
* @param float cost Initial cost of the asset.
* @param float salvage Value at the end of the depreciation.
* (Sometimes called the salvage value of the asset)
* @param integer life Number of periods over which the asset is depreciated.
* (Sometimes called the useful life of the asset)
* @param integer period The period for which you want to calculate the
* depreciation. Period must use the same units as life.
* @param integer month Number of months in the first year. If month is omitted,
* it defaults to 12.
* @return float
*/
public static function DB($cost, $salvage, $life, $period, $month=12) {
$cost = PHPExcel_Calculation_Functions::flattenSingleValue($cost);
$salvage = PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
$life = PHPExcel_Calculation_Functions::flattenSingleValue($life);
$period = PHPExcel_Calculation_Functions::flattenSingleValue($period);
$month = PHPExcel_Calculation_Functions::flattenSingleValue($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 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 $depreciation;
}
return PHPExcel_Calculation_Functions::VALUE();
} // function DB()
/**
* DDB
*
* Returns the depreciation of an asset for a specified period using the
* double-declining balance method or some other method you specify.
*
* Excel Function:
* DDB(cost,salvage,life,period[,factor])
*
* @access public
* @category Financial Functions
* @param float cost Initial cost of the asset.
* @param float salvage Value at the end of the depreciation.
* (Sometimes called the salvage value of the asset)
* @param int life Number of periods over which the asset is depreciated.
* (Sometimes called the useful life of the asset)
* @param int period The period for which you want to calculate the
* depreciation. Period must use the same units as life.
* @param float factor The rate at which the balance declines.
* If factor is omitted, it is assumed to be 2 (the
* double-declining balance method).
* @return float
*/
public static function DDB($cost, $salvage, $life, $period, $factor=2.0) {
$cost = PHPExcel_Calculation_Functions::flattenSingleValue($cost);
$salvage = PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
$life = PHPExcel_Calculation_Functions::flattenSingleValue($life);
$period = PHPExcel_Calculation_Functions::flattenSingleValue($period);
$factor = PHPExcel_Calculation_Functions::flattenSingleValue($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 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.
*
* Excel Function:
* DISC(settlement,maturity,price,redemption[,basis])
*
* @access public
* @category Financial Functions
* @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);
$price = PHPExcel_Calculation_Functions::flattenSingleValue($price);
$redemption = PHPExcel_Calculation_Functions::flattenSingleValue($redemption);
$basis = PHPExcel_Calculation_Functions::flattenSingleValue($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 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.
*
* Excel Function:
* DOLLARDE(fractional_dollar,fraction)
*
* @access public
* @category Financial Functions
* @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.
*
* Excel Function:
* DOLLARDE(decimal_dollar,fraction)
*
* @access public
* @category Financial Functions
* @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) * $rate * 100)) /
(1 + (($daysBetweenSettlementAndMaturity / $daysPerYear) * $yield)) -
(($daysBetweenIssueAndSettlement / $daysPerYear) * $rate * 100));
}
return PHPExcel_Calculation_Functions::VALUE();
} // function PRICEMAT()
/**
* 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 $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period
* @return float
*/
public static function PV($rate = 0, $nper = 0, $pmt = 0, $fv = 0, $type = 0) {
$rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
$nper = PHPExcel_Calculation_Functions::flattenSingleValue($nper);
$pmt = PHPExcel_Calculation_Functions::flattenSingleValue($pmt);
$fv = PHPExcel_Calculation_Functions::flattenSingleValue($fv);
$type = PHPExcel_Calculation_Functions::flattenSingleValue($type);
// Validate parameters
if ($type != 0 && $type != 1) {
return PHPExcel_Calculation_Functions::NaN();
}
// Calculate
if (!is_null($rate) && $rate != 0) {
return (-$pmt * (1 + $rate * $type) * ((pow(1 + $rate, $nper) - 1) / $rate) - $fv) / pow(1 + $rate, $nper);
} else {
return -$fv - $pmt * $nper;
}
} // function PV()
/**
* RATE
*
* Returns the interest rate per period of an annuity.
* RATE is calculated by iteration and can have zero or more solutions.
* If the successive results of RATE do not converge to within 0.0000001 after 20 iterations,
* RATE returns the #NUM! error value.
*
* Excel Function:
* RATE(nper,pmt,pv[,fv[,type[,guess]]])
*
* @access public
* @category Financial Functions
* @param float nper The total number of payment periods in an annuity.
* @param float pmt The payment made each period and cannot change over the life
* of the annuity.
* Typically, pmt includes principal and interest but no other
* fees or taxes.
* @param float pv The present value - the total amount that a series of future
* payments is worth now.
* @param float fv The future value, or a cash balance you want to attain after
* the last payment is made. If fv is omitted, it is assumed
* to be 0 (the future value of a loan, for example, is 0).
* @param integer type A number 0 or 1 and indicates when payments are due:
* 0 or omitted At the end of the period.
* 1 At the beginning of the period.
* @param float guess Your guess for what the rate will be.
* If you omit guess, it is assumed to be 10 percent.
* @return float
**/
public static function RATE($nper, $pmt, $pv, $fv = 0.0, $type = 0, $guess = 0.1) {
$nper = (int) PHPExcel_Calculation_Functions::flattenSingleValue($nper);
$pmt = PHPExcel_Calculation_Functions::flattenSingleValue($pmt);
$pv = PHPExcel_Calculation_Functions::flattenSingleValue($pv);
$fv = (is_null($fv)) ? 0.0 : PHPExcel_Calculation_Functions::flattenSingleValue($fv);
$type = (is_null($type)) ? 0 : (int) PHPExcel_Calculation_Functions::flattenSingleValue($type);
$guess = (is_null($guess)) ? 0.1 : PHPExcel_Calculation_Functions::flattenSingleValue($guess);
$rate = $guess;
if (abs($rate) < FINANCIAL_PRECISION) {
$y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv;
} else {
$f = exp($nper * log(1 + $rate));
$y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;
}
$y0 = $pv + $pmt * $nper + $fv;
$y1 = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;
// find root by secant method
$i = $x0 = 0.0;
$x1 = $rate;
while ((abs($y0 - $y1) > FINANCIAL_PRECISION) && ($i < FINANCIAL_MAX_ITERATIONS)) {
$rate = ($y1 * $x0 - $y0 * $x1) / ($y1 - $y0);
$x0 = $x1;
$x1 = $rate;
if (($nper * abs($pmt)) > ($pv - $fv))
$x1 = abs($x1);
if (abs($rate) < FINANCIAL_PRECISION) {
$y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv;
} else {
$f = exp($nper * log(1 + $rate));
$y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;
}
$y0 = $y1;
$y1 = $y;
++$i;
}
return $rate;
} // function RATE()
/**
* RECEIVED
*
* Returns the price per $100 face value of a discounted security.
*
* @param mixed settlement The security's settlement date.
* The security settlement date is the date after the issue date when the security is traded to the buyer.
* @param mixed maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param int investment The amount invested in the security.
* @param int discount The security's discount rate.
* @param int basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function RECEIVED($settlement, $maturity, $investment, $discount, $basis=0) {
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
$maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
$investment = (float) PHPExcel_Calculation_Functions::flattenSingleValue($investment);
$discount = (float) PHPExcel_Calculation_Functions::flattenSingleValue($discount);
$basis = (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
// Validate
if ((is_numeric($investment)) && (is_numeric($discount)) && (is_numeric($basis))) {
if (($investment <= 0) || ($discount <= 0)) {
return PHPExcel_Calculation_Functions::NaN();
}
$daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity, $basis);
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
return $investment / ( 1 - ($discount * $daysBetweenSettlementAndMaturity));
}
return PHPExcel_Calculation_Functions::VALUE();
} // function RECEIVED()
/**
* SLN
*
* Returns the straight-line depreciation of an asset for one period
*
* @param cost Initial cost of the asset
* @param salvage Value at the end of the depreciation
* @param life Number of periods over which the asset is depreciated
* @return float
*/
public static function SLN($cost, $salvage, $life) {
$cost = PHPExcel_Calculation_Functions::flattenSingleValue($cost);
$salvage = PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
$life = PHPExcel_Calculation_Functions::flattenSingleValue($life);
// Calculate
if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life))) {
if ($life < 0) {
return PHPExcel_Calculation_Functions::NaN();
}
return ($cost - $salvage) / $life;
}
return PHPExcel_Calculation_Functions::VALUE();
} // function SLN()
/**
* SYD
*
* Returns the sum-of-years' digits depreciation of an asset for a specified period.
*
* @param cost Initial cost of the asset
* @param salvage Value at the end of the depreciation
* @param life Number of periods over which the asset is depreciated
* @param period Period
* @return float
*/
public static function SYD($cost, $salvage, $life, $period) {
$cost = PHPExcel_Calculation_Functions::flattenSingleValue($cost);
$salvage = PHPExcel_Calculation_Functions::flattenSingleValue($salvage);
$life = PHPExcel_Calculation_Functions::flattenSingleValue($life);
$period = PHPExcel_Calculation_Functions::flattenSingleValue($period);
// Calculate
if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period))) {
if (($life < 1) || ($period > $life)) {
return PHPExcel_Calculation_Functions::NaN();
}
return (($cost - $salvage) * ($life - $period + 1) * 2) / ($life * ($life + 1));
}
return PHPExcel_Calculation_Functions::VALUE();
} // function SYD()
/**
* TBILLEQ
*
* Returns the bond-equivalent yield for a Treasury bill.
*
* @param mixed settlement The Treasury bill's settlement date.
* The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.
* @param mixed maturity The Treasury bill's maturity date.
* The maturity date is the date when the Treasury bill expires.
* @param int discount The Treasury bill's discount rate.
* @return float
*/
public static function TBILLEQ($settlement, $maturity, $discount) {
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
$maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
$discount = PHPExcel_Calculation_Functions::flattenSingleValue($discount);
// Use TBILLPRICE for validation
$testValue = self::TBILLPRICE($settlement, $maturity, $discount);
if (is_string($testValue)) {
return $testValue;
}
if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
return PHPExcel_Calculation_Functions::VALUE();
}
if (PHPExcel_Calculation_Functions::getCompatibilityMode() == PHPExcel_Calculation_Functions::COMPATIBILITY_OPENOFFICE) {
++$maturity;
$daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity) * 360;
} else {
$daysBetweenSettlementAndMaturity = (PHPExcel_Calculation_DateTime::_getDateValue($maturity) - PHPExcel_Calculation_DateTime::_getDateValue($settlement));
}
return (365 * $discount) / (360 - $discount * $daysBetweenSettlementAndMaturity);
} // function TBILLEQ()
/**
* TBILLPRICE
*
* Returns the yield for a Treasury bill.
*
* @param mixed settlement The Treasury bill's settlement date.
* The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.
* @param mixed maturity The Treasury bill's maturity date.
* The maturity date is the date when the Treasury bill expires.
* @param int discount The Treasury bill's discount rate.
* @return float
*/
public static function TBILLPRICE($settlement, $maturity, $discount) {
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
$maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
$discount = PHPExcel_Calculation_Functions::flattenSingleValue($discount);
if (is_string($maturity = PHPExcel_Calculation_DateTime::_getDateValue($maturity))) {
return PHPExcel_Calculation_Functions::VALUE();
}
// Validate
if (is_numeric($discount)) {
if ($discount <= 0) {
return PHPExcel_Calculation_Functions::NaN();
}
if (PHPExcel_Calculation_Functions::getCompatibilityMode() == PHPExcel_Calculation_Functions::COMPATIBILITY_OPENOFFICE) {
++$maturity;
$daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity) * 360;
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
} else {
$daysBetweenSettlementAndMaturity = (PHPExcel_Calculation_DateTime::_getDateValue($maturity) - PHPExcel_Calculation_DateTime::_getDateValue($settlement));
}
if ($daysBetweenSettlementAndMaturity > 360) {
return PHPExcel_Calculation_Functions::NaN();
}
$price = 100 * (1 - (($discount * $daysBetweenSettlementAndMaturity) / 360));
if ($price <= 0) {
return PHPExcel_Calculation_Functions::NaN();
}
return $price;
}
return PHPExcel_Calculation_Functions::VALUE();
} // function TBILLPRICE()
/**
* 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 $100 face value.
* @return float
*/
public static function TBILLYIELD($settlement, $maturity, $price) {
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
$maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
$price = PHPExcel_Calculation_Functions::flattenSingleValue($price);
// Validate
if (is_numeric($price)) {
if ($price <= 0) {
return PHPExcel_Calculation_Functions::NaN();
}
if (PHPExcel_Calculation_Functions::getCompatibilityMode() == PHPExcel_Calculation_Functions::COMPATIBILITY_OPENOFFICE) {
++$maturity;
$daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity) * 360;
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
} else {
$daysBetweenSettlementAndMaturity = (PHPExcel_Calculation_DateTime::_getDateValue($maturity) - PHPExcel_Calculation_DateTime::_getDateValue($settlement));
}
if ($daysBetweenSettlementAndMaturity > 360) {
return PHPExcel_Calculation_Functions::NaN();
}
return ((100 - $price) / $price) * (360 / $daysBetweenSettlementAndMaturity);
}
return PHPExcel_Calculation_Functions::VALUE();
} // function TBILLYIELD()
public static function XIRR($values, $dates, $guess = 0.1) {
if ((!is_array($values)) && (!is_array($dates))) return PHPExcel_Calculation_Functions::VALUE();
$values = PHPExcel_Calculation_Functions::flattenArray($values);
$dates = PHPExcel_Calculation_Functions::flattenArray($dates);
$guess = PHPExcel_Calculation_Functions::flattenSingleValue($guess);
if (count($values) != count($dates)) return PHPExcel_Calculation_Functions::NaN();
// create an initial range, with a root somewhere between 0 and guess
$x1 = 0.0;
$x2 = $guess;
$f1 = self::XNPV($x1, $values, $dates);
$f2 = self::XNPV($x2, $values, $dates);
for ($i = 0; $i < FINANCIAL_MAX_ITERATIONS; ++$i) {
if (($f1 * $f2) < 0.0) break;
if (abs($f1) < abs($f2)) {
$f1 = self::XNPV($x1 += 1.6 * ($x1 - $x2), $values, $dates);
} else {
$f2 = self::XNPV($x2 += 1.6 * ($x2 - $x1), $values, $dates);
}
}
if (($f1 * $f2) > 0.0) return PHPExcel_Calculation_Functions::VALUE();
$f = self::XNPV($x1, $values, $dates);
if ($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;
$f_mid = self::XNPV($x_mid, $values, $dates);
if ($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();
}
/**
* 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 array of 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 array of mixed $dates A schedule of payment dates that corresponds to the cash flow payments. The first payment date indicates the beginning of the schedule of payments. All other dates must be later than this date, but they may occur in any order.
* @return float
*/
public static function XNPV($rate, $values, $dates) {
$rate = PHPExcel_Calculation_Functions::flattenSingleValue($rate);
if (!is_numeric($rate)) return PHPExcel_Calculation_Functions::VALUE();
if ((!is_array($values)) || (!is_array($dates))) return PHPExcel_Calculation_Functions::VALUE();
$values = PHPExcel_Calculation_Functions::flattenArray($values);
$dates = PHPExcel_Calculation_Functions::flattenArray($dates);
$valCount = count($values);
if ($valCount != count($dates)) return PHPExcel_Calculation_Functions::NaN();
if ((min($values) > 0) || (max($values) < 0)) return PHPExcel_Calculation_Functions::VALUE();
$xnpv = 0.0;
for ($i = 0; $i < $valCount; ++$i) {
if (!is_numeric($values[$i])) return PHPExcel_Calculation_Functions::VALUE();
$xnpv += $values[$i] / pow(1 + $rate, PHPExcel_Calculation_DateTime::DATEDIF($dates[0],$dates[$i],'d') / 365);
}
return (is_finite($xnpv)) ? $xnpv : PHPExcel_Calculation_Functions::VALUE();
} // function XNPV()
/**
* 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 $100 face value.
* @param int basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function YIELDDISC($settlement, $maturity, $price, $redemption, $basis=0) {
$settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement);
$maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity);
$price = PHPExcel_Calculation_Functions::flattenSingleValue($price);
$redemption = PHPExcel_Calculation_Functions::flattenSingleValue($redemption);
$basis = (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
// Validate
if (is_numeric($price) && is_numeric($redemption)) {
if (($price <= 0) || ($redemption <= 0)) {
return PHPExcel_Calculation_Functions::NaN();
}
$daysPerYear = self::_daysPerYear(PHPExcel_Calculation_DateTime::YEAR($settlement),$basis);
if (!is_numeric($daysPerYear)) {
return $daysPerYear;
}
$daysBetweenSettlementAndMaturity = PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $maturity,$basis);
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
$daysBetweenSettlementAndMaturity *= $daysPerYear;
return (($redemption - $price) / $price) * ($daysPerYear / $daysBetweenSettlementAndMaturity);
}
return PHPExcel_Calculation_Functions::VALUE();
} // function YIELDDISC()
/**
* 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 $100 face value.
* @param int basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @return float
*/
public static function YIELDMAT($settlement, $maturity, $issue, $rate, $price, $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);
$price = PHPExcel_Calculation_Functions::flattenSingleValue($price);
$basis = (int) PHPExcel_Calculation_Functions::flattenSingleValue($basis);
// Validate
if (is_numeric($rate) && is_numeric($price)) {
if (($rate <= 0) || ($price <= 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 *= $daysPerYear;
return ((1 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate) - (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) /
(($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) *
($daysPerYear / $daysBetweenSettlementAndMaturity);
}
return PHPExcel_Calculation_Functions::VALUE();
} // function YIELDMAT()
} // class PHPExcel_Calculation_Financial
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