diff options
Diffstat (limited to 'calc.go')
| -rw-r--r-- | calc.go | 125 |
1 files changed, 125 insertions, 0 deletions
@@ -350,6 +350,7 @@ type formulaFuncs struct { // COUNT // COUNTA // COUNTBLANK +// COUPPCD // CSC // CSCH // CUMIPMT @@ -507,6 +508,7 @@ type formulaFuncs struct { // POWER // PPMT // PRICEDISC +// PRICEMAT // PRODUCT // PROPER // PV @@ -9504,6 +9506,67 @@ func (fn *formulaFuncs) AMORLINC(argsList *list.List) formulaArg { return newNumberFormulaArg(0) } +// prepareCouponArgs checking and prepare arguments for the formula functions +// COUPDAYBS, COUPDAYS, COUPDAYSNC, COUPPCD, COUPNUM and COUPNCD. +func (fn *formulaFuncs) prepareCouponArgs(name string, argsList *list.List) formulaArg { + if argsList.Len() != 3 && argsList.Len() != 4 { + return newErrorFormulaArg(formulaErrorVALUE, fmt.Sprintf("%s requires 3 or 4 arguments", name)) + } + 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) + } + if settlement.Number >= maturity.Number { + return newErrorFormulaArg(formulaErrorNUM, fmt.Sprintf("%s requires maturity > settlement", name)) + } + frequency := argsList.Front().Next().Next().Value.(formulaArg).ToNumber() + if frequency.Type != ArgNumber { + return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) + } + if !validateFrequency(frequency.Number) { + return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM) + } + basis := newNumberFormulaArg(0) + if argsList.Len() == 4 { + if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber { + return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM) + } + } + return newListFormulaArg([]formulaArg{settlement, maturity, frequency, basis}) +} + +// COUPPCD function returns the previous coupon date, before the settlement +// date for a security. The syntax of the function is: +// +// COUPPCD(settlement,maturity,frequency,[basis]) +// +func (fn *formulaFuncs) COUPPCD(argsList *list.List) formulaArg { + args := fn.prepareCouponArgs("COUPPCD", argsList) + if args.Type != ArgList { + return args + } + settlement := timeFromExcelTime(args.List[0].Number, false) + maturity := timeFromExcelTime(args.List[1].Number, false) + date, years := maturity, settlement.Year()-maturity.Year() + date = date.AddDate(years, 0, 0) + if settlement.After(date) { + date = date.AddDate(1, 0, 0) + } + month := -12 / args.List[2].Number + for date.After(settlement) { + date = date.AddDate(0, int(month), 0) + } + return newNumberFormulaArg(daysBetween(excelMinTime1900.Unix(), makeDate(date.Year(), date.Month(), date.Day())) + 1) +} + // CUMIPMT function calculates the cumulative interest paid on a loan or // investment, between two specified periods. The syntax of the function is: // @@ -10388,6 +10451,68 @@ func (fn *formulaFuncs) PRICEDISC(argsList *list.List) formulaArg { return newNumberFormulaArg(redemption.Number * (1 - discount.Number*frac.Number)) } +// PRICEMAT function calculates the price, per $100 face value of a security +// that pays interest at maturity. The syntax of the function is: +// +// PRICEMAT(settlement,maturity,issue,rate,yld,[basis]) +// +func (fn *formulaFuncs) PRICEMAT(argsList *list.List) formulaArg { + if argsList.Len() != 5 && argsList.Len() != 6 { + return newErrorFormulaArg(formulaErrorVALUE, "PRICEMAT 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) + } + if settlement.Number >= maturity.Number { + return newErrorFormulaArg(formulaErrorNUM, "PRICEMAT requires maturity > settlement") + } + 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, "PRICEMAT 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, "PRICEMAT requires rate >= 0") + } + yld := argsList.Front().Next().Next().Next().Next().Value.(formulaArg).ToNumber() + if yld.Type != ArgNumber { + return yld + } + if yld.Number < 0 { + return newErrorFormulaArg(formulaErrorNUM, "PRICEMAT requires yld >= 0") + } + basis := newNumberFormulaArg(0) + if argsList.Len() == 6 { + if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber { + return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM) + } + } + dsm := yearFrac(settlement.Number, maturity.Number, int(basis.Number)) + if dsm.Type != ArgNumber { + return dsm + } + dis := yearFrac(issue.Number, settlement.Number, int(basis.Number)) + dim := yearFrac(issue.Number, maturity.Number, int(basis.Number)) + return newNumberFormulaArg(((1+dim.Number*rate.Number)/(1+dsm.Number*yld.Number) - dis.Number*rate.Number) * 100) +} + // PV function calculates the Present Value of an investment, based on a // series of future payments. The syntax of the function is: // |