diff options
Diffstat (limited to 'calc.go')
| -rw-r--r-- | calc.go | 72 |
1 files changed, 72 insertions, 0 deletions
@@ -538,6 +538,8 @@ type formulaFuncs struct { // TAN // TANH // TBILLEQ +// TBILLPRICE +// TBILLYIELD // TEXTJOIN // TIME // TODAY @@ -9796,6 +9798,76 @@ func (fn *formulaFuncs) TBILLEQ(argsList *list.List) formulaArg { return newNumberFormulaArg((365 * discount.Number) / (360 - discount.Number*dsm)) } +// TBILLPRICE function returns the price, per $100 face value, of a Treasury +// Bill. The syntax of the function is: +// +// TBILLPRICE(settlement,maturity,discount) +// +func (fn *formulaFuncs) TBILLPRICE(argsList *list.List) formulaArg { + if argsList.Len() != 3 { + return newErrorFormulaArg(formulaErrorVALUE, "TBILLPRICE requires 3 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) + } + dsm := maturity.Number - settlement.Number + if dsm > 365 || maturity.Number <= settlement.Number { + return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM) + } + discount := argsList.Back().Value.(formulaArg).ToNumber() + if discount.Type != ArgNumber { + return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) + } + if discount.Number <= 0 { + return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM) + } + return newNumberFormulaArg(100 * (1 - discount.Number*dsm/360)) +} + +// TBILLYIELD function calculates the yield of a Treasury Bill. The syntax of +// the function is: +// +// TBILLYIELD(settlement,maturity,pr) +// +func (fn *formulaFuncs) TBILLYIELD(argsList *list.List) formulaArg { + if argsList.Len() != 3 { + return newErrorFormulaArg(formulaErrorVALUE, "TBILLYIELD requires 3 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) + } + dsm := maturity.Number - settlement.Number + if dsm > 365 || maturity.Number <= settlement.Number { + return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM) + } + pr := argsList.Back().Value.(formulaArg).ToNumber() + if pr.Type != ArgNumber { + return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) + } + if pr.Number <= 0 { + return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM) + } + return newNumberFormulaArg(((100 - pr.Number) / pr.Number) * (360 / dsm)) +} + // YIELDDISC function calculates the annual yield of a discounted security. // The syntax of the function is: // |