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-rw-r--r--calc.go113
-rw-r--r--calc_test.go28
2 files changed, 141 insertions, 0 deletions
diff --git a/calc.go b/calc.go
index 385503f..51a830e 100644
--- a/calc.go
+++ b/calc.go
@@ -554,6 +554,8 @@ type formulaFuncs struct {
// XOR
// YEAR
// YEARFRAC
+// YIELDDISC
+// YIELDMAT
// Z.TEST
// ZTEST
//
@@ -9705,3 +9707,114 @@ func (fn *formulaFuncs) SYD(argsList *list.List) formulaArg {
}
return newNumberFormulaArg(((cost.Number - salvage.Number) * (life.Number - per.Number + 1) * 2) / (life.Number * (life.Number + 1)))
}
+
+// YIELDDISC function calculates the annual yield of a discounted security.
+// The syntax of the function is:
+//
+// YIELDDISC(settlement,maturity,pr,redemption,[basis])
+//
+func (fn *formulaFuncs) YIELDDISC(argsList *list.List) formulaArg {
+ if argsList.Len() != 4 && argsList.Len() != 5 {
+ return newErrorFormulaArg(formulaErrorVALUE, "YIELDDISC requires 4 or 5 arguments")
+ }
+ args := list.New().Init()
+ args.PushBack(argsList.Front().Value.(formulaArg))
+ settlement := fn.DATEVALUE(args)
+ if settlement.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+ }
+ args.Init()
+ args.PushBack(argsList.Front().Next().Value.(formulaArg))
+ maturity := fn.DATEVALUE(args)
+ if maturity.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+ }
+ pr := argsList.Front().Next().Next().Value.(formulaArg).ToNumber()
+ if pr.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+ }
+ if pr.Number <= 0 {
+ return newErrorFormulaArg(formulaErrorNUM, "YIELDDISC requires pr > 0")
+ }
+ redemption := argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber()
+ if redemption.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+ }
+ if redemption.Number <= 0 {
+ return newErrorFormulaArg(formulaErrorNUM, "YIELDDISC requires redemption > 0")
+ }
+ basis := newNumberFormulaArg(0)
+ if argsList.Len() == 5 {
+ if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
+ }
+ }
+ frac := yearFrac(settlement.Number, maturity.Number, int(basis.Number))
+ if frac.Type != ArgNumber {
+ return frac
+ }
+ return newNumberFormulaArg((redemption.Number/pr.Number - 1) / frac.Number)
+}
+
+// YIELDMAT function calculates the annual yield of a security that pays
+// interest at maturity. The syntax of the function is:
+//
+// YIELDMAT(settlement,maturity,issue,rate,pr,[basis])
+//
+func (fn *formulaFuncs) YIELDMAT(argsList *list.List) formulaArg {
+ if argsList.Len() != 5 && argsList.Len() != 6 {
+ return newErrorFormulaArg(formulaErrorVALUE, "YIELDMAT requires 5 or 6 arguments")
+ }
+ args := list.New().Init()
+ args.PushBack(argsList.Front().Value.(formulaArg))
+ settlement := fn.DATEVALUE(args)
+ if settlement.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+ }
+ args.Init()
+ args.PushBack(argsList.Front().Next().Value.(formulaArg))
+ maturity := fn.DATEVALUE(args)
+ if maturity.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+ }
+ args.Init()
+ args.PushBack(argsList.Front().Next().Next().Value.(formulaArg))
+ issue := fn.DATEVALUE(args)
+ if issue.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+ }
+ if issue.Number >= settlement.Number {
+ return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires settlement > issue")
+ }
+ rate := argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber()
+ if rate.Type != ArgNumber {
+ return rate
+ }
+ if rate.Number < 0 {
+ return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires rate >= 0")
+ }
+ pr := argsList.Front().Next().Next().Next().Next().Value.(formulaArg).ToNumber()
+ if pr.Type != ArgNumber {
+ return pr
+ }
+ if pr.Number <= 0 {
+ return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires pr > 0")
+ }
+ basis := newNumberFormulaArg(0)
+ if argsList.Len() == 6 {
+ if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
+ return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
+ }
+ }
+ dim := yearFrac(issue.Number, maturity.Number, int(basis.Number))
+ if dim.Type != ArgNumber {
+ return dim
+ }
+ dis := yearFrac(issue.Number, settlement.Number, int(basis.Number))
+ dsm := yearFrac(settlement.Number, maturity.Number, int(basis.Number))
+ result := 1 + dim.Number*rate.Number
+ result /= pr.Number/100 + dis.Number*rate.Number
+ result--
+ result /= dsm.Number
+ return newNumberFormulaArg(result)
+}
diff --git a/calc_test.go b/calc_test.go
index 2412615..1df622e 100644
--- a/calc_test.go
+++ b/calc_test.go
@@ -1354,6 +1354,12 @@ func TestCalcCellValue(t *testing.T) {
// SYD
"=SYD(10000,1000,5,1)": "3000",
"=SYD(10000,1000,5,2)": "2400",
+ // YIELDDISC
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100)": "0.0622012325059031",
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,0)": "0.0622012325059031",
+ // YIELDMAT
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101)": "0.0419422478838651",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101,0)": "0.0419422478838651",
}
for formula, expected := range mathCalc {
f := prepareCalcData(cellData)
@@ -2615,6 +2621,28 @@ func TestCalcCellValue(t *testing.T) {
"=SYD(10000,1000,0,1)": "SYD requires life argument to be > 0",
"=SYD(10000,1000,5,0)": "SYD requires per argument to be > 0",
"=SYD(10000,1000,1,5)": "#NUM!",
+ // YIELDDISC
+ "=YIELDDISC()": "YIELDDISC requires 4 or 5 arguments",
+ "=YIELDDISC(\"\",\"06/30/2017\",97,100,0)": "#VALUE!",
+ "=YIELDDISC(\"01/01/2017\",\"\",97,100,0)": "#VALUE!",
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",\"\",100,0)": "#VALUE!",
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,\"\",0)": "#VALUE!",
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,\"\")": "#NUM!",
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",0,100)": "YIELDDISC requires pr > 0",
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,0)": "YIELDDISC requires redemption > 0",
+ "=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,5)": "invalid basis",
+ // YIELDMAT
+ "=YIELDMAT()": "YIELDMAT requires 5 or 6 arguments",
+ "=YIELDMAT(\"\",\"06/30/2018\",\"06/01/2014\",5.5%,101,0)": "#VALUE!",
+ "=YIELDMAT(\"01/01/2017\",\"\",\"06/01/2014\",5.5%,101,0)": "#VALUE!",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"\",5.5%,101,0)": "#VALUE!",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",\"\",101,0)": "strconv.ParseFloat: parsing \"\": invalid syntax",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5,\"\",0)": "strconv.ParseFloat: parsing \"\": invalid syntax",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5,5.5%,\"\")": "#NUM!",
+ "=YIELDMAT(\"06/01/2014\",\"06/30/2018\",\"01/01/2017\",5.5%,101,0)": "YIELDMAT requires settlement > issue",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",-1,101,0)": "YIELDMAT requires rate >= 0",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",1,0,0)": "YIELDMAT requires pr > 0",
+ "=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101,5)": "invalid basis",
}
for formula, expected := range mathCalcError {
f := prepareCalcData(cellData)
generated by cgit v1.2.1 (git 2.18.0) at 2025-04-19 12:35:06 +0000