diff options
Diffstat (limited to 'calc.go')
| -rw-r--r-- | calc.go | 104 |
1 files changed, 104 insertions, 0 deletions
@@ -327,6 +327,7 @@ type formulaFuncs struct { // DEC2OCT // DECIMAL // DEGREES +// DISC // DOLLARDE // DOLLARFR // EFFECT @@ -385,6 +386,7 @@ type formulaFuncs struct { // IMSUM // IMTAN // INT +// INTRATE // IPMT // IRR // ISBLANK @@ -8773,6 +8775,57 @@ func (fn *formulaFuncs) DDB(argsList *list.List) formulaArg { return newNumberFormulaArg(depreciation) } +// DISC function calculates the Discount Rate for a security. The syntax of +// the function is: +// +// DISC(settlement,maturity,pr,redemption,[basis]) +// +func (fn *formulaFuncs) DISC(argsList *list.List) formulaArg { + if argsList.Len() != 4 && argsList.Len() != 5 { + return newErrorFormulaArg(formulaErrorVALUE, "DISC 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) + } + if maturity.Number <= settlement.Number { + return newErrorFormulaArg(formulaErrorNUM, "DISC requires maturity > settlement") + } + pr := argsList.Front().Next().Next().Value.(formulaArg).ToNumber() + if pr.Type != ArgNumber { + return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) + } + if pr.Number <= 0 { + return newErrorFormulaArg(formulaErrorNUM, "DISC 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, "DISC 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) / redemption.Number / frac.Number) +} + // DOLLARDE function converts a dollar value in fractional notation, into a // dollar value expressed as a decimal. The syntax of the function is: // @@ -8918,6 +8971,57 @@ func (fn *formulaFuncs) FVSCHEDULE(argsList *list.List) formulaArg { return newNumberFormulaArg(principal) } +// INTRATE function calculates the interest rate for a fully invested +// security. The syntax of the function is: +// +// INTRATE(settlement,maturity,investment,redemption,[basis]) +// +func (fn *formulaFuncs) INTRATE(argsList *list.List) formulaArg { + if argsList.Len() != 4 && argsList.Len() != 5 { + return newErrorFormulaArg(formulaErrorVALUE, "INTRATE 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) + } + if maturity.Number <= settlement.Number { + return newErrorFormulaArg(formulaErrorNUM, "INTRATE requires maturity > settlement") + } + investment := argsList.Front().Next().Next().Value.(formulaArg).ToNumber() + if investment.Type != ArgNumber { + return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) + } + if investment.Number <= 0 { + return newErrorFormulaArg(formulaErrorNUM, "INTRATE requires investment > 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, "INTRATE 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 - investment.Number) / investment.Number / frac.Number) +} + // IPMT function calculates the interest payment, during a specific period of a // loan or investment that is paid in constant periodic payments, with a // constant interest rate. The syntax of the function is: |