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<?php /** 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 * * Copyright (c) 2006 - 2015 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 - 2015 PHPExcel (http://www.codeplex.com/PHPExcel) * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @version ##VERSION##, ##DATE## */ class PHPExcel_Calculation_Financial { /** * isLastDayOfMonth * * Returns a boolean TRUE/FALSE indicating if this date is the last date of the month * * @param DateTime $testDate The date for testing * @return boolean */ private static function isLastDayOfMonth($testDate) { return ($testDate->format('d') == $testDate->format('t')); } /** * isFirstDayOfMonth * * Returns a boolean TRUE/FALSE indicating if this date is the first date of the month * * @param DateTime $testDate The date for testing * @return boolean */ private static function isFirstDayOfMonth($testDate) { return ($testDate->format('d') == 1); } private static function couponFirstPeriodDate($settlement, $maturity, $frequency, $next) { $months = 12 / $frequency; $result = PHPExcel_Shared_Date::ExcelToPHPObject($maturity); $eom = self::isLastDayOfMonth($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); } private static function isValidFrequency($frequency) { if (($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; } /** * 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 $daysPerYear; } private static function interestAndPrincipal($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); } /** * 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(); } /** * 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 * $daysBetweenIssueAndSettlement; } return PHPExcel_Calculation_Functions::VALUE(); } /** * AMORDEGRC * * Returns the depreciation for each accounting period. * This function is provided for the French accounting system. If an asset is purchased in * the middle of the accounting period, the prorated depreciation is taken into account. * The function is similar to AMORLINC, except that a depreciation coefficient is applied in * the calculation depending on the life of the assets. * This function will return the depreciation until the last period of the life of the assets * or until the cumulated value of depreciation is greater than the cost of the assets minus * the salvage value. * * Excel Function: * AMORDEGRC(cost,purchased,firstPeriod,salvage,period,rate[,basis]) * * @access public * @category Financial Functions * @param float cost The cost of the asset. * @param mixed purchased Date of the purchase of the asset. * @param mixed firstPeriod Date of the end of the first period. * @param mixed salvage The salvage value at the end of the life of the asset. * @param float period The period. * @param float rate Rate of depreciation. * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return float */ public static function AMORDEGRC($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); default: return 0.0; } } $cost -= $fNRate; } return $fNRate; } /** * AMORLINC * * Returns the depreciation for each accounting period. * This function is provided for the French accounting system. If an asset is purchased in * the middle of the accounting period, the prorated depreciation is taken into account. * * Excel Function: * AMORLINC(cost,purchased,firstPeriod,salvage,period,rate[,basis]) * * @access public * @category Financial Functions * @param float cost The cost of the asset. * @param mixed purchased Date of the purchase of the asset. * @param mixed firstPeriod Date of the end of the first period. * @param mixed salvage The salvage value at the end of the life of the asset. * @param float period The period. * @param float rate Rate of depreciation. * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return float */ public static function AMORLINC($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 - $f0Rate); } else { return 0.0; } } /** * COUPDAYBS * * Returns the number of days from the beginning of the coupon period to the settlement date. * * Excel Function: * COUPDAYBS(settlement,maturity,frequency[,basis]) * * @access public * @category Financial Functions * @param mixed settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly * If working in Gnumeric Mode, the following frequency options are * also available * 6 Bimonthly * 12 Monthly * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return float */ public static function COUPDAYBS($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 > $maturity) || (!self::isValidFrequency($frequency)) || (($basis < 0) || ($basis > 4))) { return PHPExcel_Calculation_Functions::NaN(); } $daysPerYear = self::daysPerYear(PHPExcel_Calculation_DateTime::YEAR($settlement), $basis); $prev = self::couponFirstPeriodDate($settlement, $maturity, $frequency, false); return PHPExcel_Calculation_DateTime::YEARFRAC($prev, $settlement, $basis) * $daysPerYear; } /** * COUPDAYS * * Returns the number of days in the coupon period that contains the settlement date. * * Excel Function: * COUPDAYS(settlement,maturity,frequency[,basis]) * * @access public * @category Financial Functions * @param mixed settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly * If working in Gnumeric Mode, the following frequency options are * also available * 6 Bimonthly * 12 Monthly * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return float */ public static function COUPDAYS($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 > $maturity) || (!self::isValidFrequency($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); } $prev = self::couponFirstPeriodDate($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 / $frequency; } return PHPExcel_Calculation_Functions::VALUE(); } /** * COUPDAYSNC * * Returns the number of days from the settlement date to the next coupon date. * * Excel Function: * COUPDAYSNC(settlement,maturity,frequency[,basis]) * * @access public * @category Financial Functions * @param mixed settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly * If working in Gnumeric Mode, the following frequency options are * also available * 6 Bimonthly * 12 Monthly * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return float */ public static function COUPDAYSNC($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 > $maturity) || (!self::isValidFrequency($frequency)) || (($basis < 0) || ($basis > 4))) { return PHPExcel_Calculation_Functions::NaN(); } $daysPerYear = self::daysPerYear(PHPExcel_Calculation_DateTime::YEAR($settlement), $basis); $next = self::couponFirstPeriodDate($settlement, $maturity, $frequency, true); return PHPExcel_Calculation_DateTime::YEARFRAC($settlement, $next, $basis) * $daysPerYear; } /** * COUPNCD * * Returns the next coupon date after the settlement date. * * Excel Function: * COUPNCD(settlement,maturity,frequency[,basis]) * * @access public * @category Financial Functions * @param mixed settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly * If working in Gnumeric Mode, the following frequency options are * also available * 6 Bimonthly * 12 Monthly * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object, * depending on the value of the ReturnDateType flag */ public static function COUPNCD($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 > $maturity) || (!self::isValidFrequency($frequency)) || (($basis < 0) || ($basis > 4))) { return PHPExcel_Calculation_Functions::NaN(); } return self::couponFirstPeriodDate($settlement, $maturity, $frequency, true); } /** * COUPNUM * * Returns the number of coupons payable between the settlement date and maturity date, * rounded up to the nearest whole coupon. * * Excel Function: * COUPNUM(settlement,maturity,frequency[,basis]) * * @access public * @category Financial Functions * @param mixed settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly * If working in Gnumeric Mode, the following frequency options are * also available * 6 Bimonthly * 12 Monthly * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return integer */ public static function COUPNUM($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 > $maturity) || (!self::isValidFrequency($frequency)) || (($basis < 0) || ($basis > 4))) { return PHPExcel_Calculation_Functions::NaN(); } $settlement = self::couponFirstPeriodDate($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($daysBetweenSettlementAndMaturity / 30); } return PHPExcel_Calculation_Functions::VALUE(); } /** * COUPPCD * * Returns the previous coupon date before the settlement date. * * Excel Function: * COUPPCD(settlement,maturity,frequency[,basis]) * * @access public * @category Financial Functions * @param mixed settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly * If working in Gnumeric Mode, the following frequency options are * also available * 6 Bimonthly * 12 Monthly * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object, * depending on the value of the ReturnDateType flag */ public static function COUPPCD($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 > $maturity) || (!self::isValidFrequency($frequency)) || (($basis < 0) || ($basis > 4))) { return PHPExcel_Calculation_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]) * * @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; } /** * 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 $principal; } /** * DB * * Returns the depreciation of an asset for a specified period using the * fixed-declining balance method. * This form of depreciation is used if you want to get a higher depreciation value * at the beginning of the depreciation (as opposed to linear depreciation). The * depreciation value is reduced with every depreciation period by the depreciation * already deducted from the initial cost. * * Excel Function: * DB(cost,salvage,life,period[,month]) * * @access public * @category Financial Functions * @param float cost Initial cost of the asset. * @param float salvage Value at the end of the depreciation. * (Sometimes called the salvage value of the asset) * @param integer life Number of periods over which the asset is depreciated. * (Sometimes called the useful life of the asset) * @param integer period The period for which you want to calculate the * depreciation. Period must use the same units as life. * @param integer month Number of months in the first year. If month is omitted, * it defaults to 12. * @return float */ public static function DB($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 $depreciation; } return PHPExcel_Calculation_Functions::VALUE(); } /** * DDB * * Returns the depreciation of an asset for a specified period using the * double-declining balance method or some other method you specify. * * Excel Function: * DDB(cost,salvage,life,period[,factor]) * * @access public * @category Financial Functions * @param float cost Initial cost of the asset. * @param float salvage Value at the end of the depreciation. * (Sometimes called the salvage value of the asset) * @param integer life Number of periods over which the asset is depreciated. * (Sometimes called the useful life of the asset) * @param integer period The period for which you want to calculate the * depreciation. Period must use the same units as life. * @param float factor The rate at which the balance declines. * If factor is omitted, it is assumed to be 2 (the * double-declining balance method). * @return float */ public static function DDB($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(); } /** * 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 integer price The security's price per $100 face value. * @param integer redemption The security's redemption value per $100 face value. * @param integer basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return float */ public static function DISC($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(); } /** * 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 integer $fraction Fraction * @return float */ public static function DOLLARDE($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; } /** * 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) * * @access public * @category Financial Functions * @param float $decimal_dollar Decimal Dollar * @param integer $fraction Fraction * @return float */ public static function DOLLARFR($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; } /** * EFFECT * * Returns the effective interest rate given the nominal rate and the number of * compounding payments per year. * * Excel Function: * EFFECT(nominal_rate,npery) * * @access public * @category Financial Functions * @param float $nominal_rate Nominal interest rate * @param integer $npery Number of compounding payments per year * @return float */ public static function EFFECT($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; } /** * FV * * Returns the Future Value of a cash flow with constant payments and interest rate (annuities). * * Excel Function: * FV(rate,nper,pmt[,pv[,type]]) * * @access public * @category Financial Functions * @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 integer $type A number 0 or 1 and indicates when payments are due: * 0 or omitted At the end of the period. * 1 At the beginning of the period. * @return float */ public static function FV($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) / $rate; } return -$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) { $principal = PHPExcel_Calculation_Functions::flattenSingleValue($principal); $schedule = PHPExcel_Calculation_Functions::flattenArray($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 integer $investment The amount invested in the security. * @param integer $redemption The amount to be received at maturity. * @param integer $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * @return float */ public static function INTRATE($settlement, $maturity, $investment, $redemption, $basis = 0) { $settlement = PHPExcel_Calculation_Functions::flattenSingleValue($settlement); $maturity = PHPExcel_Calculation_Functions::flattenSingleValue($maturity); $investment = PHPExcel_Calculation_Functions::flattenSingleValue($investment); $redemption = PHPExcel_Calculation_Functions::flattenSingleValue($redemption); $basis = PHPExcel_Calculation_Functions::flattenSingleValue($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 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(); } /** * 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 $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period * @return float */ public static function IPMT($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]; } /** * 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 $guess A number that you guess is close to the result of IRR * @return float */ public static function IRR($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(); } /** * 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); } /** * 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 $reinvestment_rate The interest rate you receive on the cash flows as you reinvest them * @return float */ public static function MIRR($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()); } /** * 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); } /** * 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 + $rate); } if ($pmt == 0) { return PHPExcel_Calculation_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() { // 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; } /** * 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) / $rate); } return (-$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 $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period * @return float */ public static function PPMT($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 $interestAndPrincipal[1]; } public static function PRICE($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 > $maturity) || (!self::isValidFrequency($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; } /** * 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(); } /** * 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(); } /** * 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, $nper); } return -$fv - $pmt * $nper; } /** * RATE * * Returns the interest rate per period of an annuity. * RATE is calculated by iteration and can have zero or more solutions. * If the successive results of RATE do not converge to within 0.0000001 after 20 iterations, * RATE returns the #NUM! error value. * * Excel Function: * RATE(nper,pmt,pv[,fv[,type[,guess]]]) * * @access public * @category Financial Functions * @param float nper The total number of payment periods in an annuity. * @param float pmt The payment made each period and cannot change over the life * of the annuity. * Typically, pmt includes principal and interest but no other * fees or taxes. * @param float pv The present value - the total amount that a series of future * payments is worth now. * @param float fv The future value, or a cash balance you want to attain after * the last payment is made. If fv is omitted, it is assumed * to be 0 (the future value of a loan, for example, is 0). * @param integer type A number 0 or 1 and indicates when payments are due: * 0 or omitted At the end of the period. * 1 At the beginning of the period. * @param float guess Your guess for what the rate will be. * If you omit guess, it is assumed to be 10 percent. * @return float **/ public static function RATE($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; } /** * 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 * $daysBetweenSettlementAndMaturity)); } return PHPExcel_Calculation_Functions::VALUE(); } /** * SLN * * Returns the straight-line depreciation of an asset for one period * * @param cost Initial cost of the asset * @param salvage Value at the end of the depreciation * @param life Number of periods over which the asset is depreciated * @return float */ public static function SLN($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) / $life; } return PHPExcel_Calculation_Functions::VALUE(); } /** * SYD * * Returns the sum-of-years' digits depreciation of an asset for a specified period. * * @param cost Initial cost of the asset * @param salvage Value at the end of the depreciation * @param life Number of periods over which the asset is depreciated * @param period Period * @return float */ public static function SYD($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 * ($life + 1)); } return PHPExcel_Calculation_Functions::VALUE(); } /** * TBILLEQ * * Returns the bond-equivalent yield for a Treasury bill. * * @param mixed settlement The Treasury bill's settlement date. * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer. * @param mixed maturity The Treasury bill's maturity date. * The maturity date is the date when the Treasury bill expires. * @param int discount The Treasury bill's discount rate. * @return float */ public static function TBILLEQ($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 * $daysBetweenSettlementAndMaturity); } /** * TBILLPRICE * * Returns the yield for a Treasury bill. * * @param mixed settlement The Treasury bill's settlement date. * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer. * @param mixed maturity The Treasury bill's maturity date. * The maturity date is the date when the Treasury bill expires. * @param int discount The Treasury bill's discount rate. * @return float */ public static function TBILLPRICE($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(); } /** * 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 / $daysBetweenSettlementAndMaturity); } return PHPExcel_Calculation_Functions::VALUE(); } public static function XIRR($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 * $f2) < 0.0) { break; } elseif (abs($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(); } /** * 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(); } /** * 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(); } }
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