diff options
Diffstat (limited to 'calc.go')
| -rw-r--r-- | calc.go | 143 |
1 files changed, 136 insertions, 7 deletions
@@ -350,6 +350,9 @@ type formulaFuncs struct { // COUNT // COUNTA // COUNTBLANK +// COUPDAYBS +// COUPDAYS +// COUPDAYSNC // COUPNCD // COUPNUM // COUPPCD @@ -9642,16 +9645,22 @@ func (fn *formulaFuncs) prepareCouponArgs(name string, argsList *list.List) form 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) + settlement := argsList.Front().Value.(formulaArg).ToNumber() if settlement.Type != ArgNumber { - return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) + 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) + maturity := argsList.Front().Next().Value.(formulaArg).ToNumber() if maturity.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)) @@ -9672,6 +9681,126 @@ func (fn *formulaFuncs) prepareCouponArgs(name string, argsList *list.List) form return newListFormulaArg([]formulaArg{settlement, maturity, frequency, basis}) } +// is30BasisMethod determine if the financial day count basis rules is 30/360 +// methods. +func is30BasisMethod(basis int) bool { + return basis == 0 || basis == 4 +} + +// getDaysInMonthRange return the day by given year, month range and day count +// basis. +func getDaysInMonthRange(year, fromMonth, toMonth, basis int) int { + if fromMonth > toMonth { + return 0 + } + return (toMonth - fromMonth + 1) * 30 +} + +// getDayOnBasis returns the day by given date and day count basis. +func getDayOnBasis(y, m, d, basis int) int { + if !is30BasisMethod(basis) { + return d + } + day := d + dim := getDaysInMonth(y, m) + if day > 30 || d >= dim || day >= dim { + day = 30 + } + return day +} + +// coupdays returns the number of days that base on date range and the day +// count basis to be used. +func coupdays(from, to time.Time, basis int) float64 { + days := 0 + fromY, fromM, fromD := from.Date() + toY, toM, toD := to.Date() + fromDay, toDay := getDayOnBasis(fromY, int(fromM), fromD, basis), getDayOnBasis(toY, int(toM), toD, basis) + if !is30BasisMethod(basis) { + return (daysBetween(excelMinTime1900.Unix(), makeDate(toY, toM, toDay)) + 1) - (daysBetween(excelMinTime1900.Unix(), makeDate(fromY, fromM, fromDay)) + 1) + } + if basis == 0 { + if (int(fromM) == 2 || fromDay < 30) && toD == 31 { + toDay = 31 + } + } else { + if int(fromM) == 2 && fromDay == 30 { + fromDay = getDaysInMonth(fromY, 2) + } + if int(toM) == 2 && toDay == 30 { + toDay = getDaysInMonth(toY, 2) + } + } + if fromY < toY || (fromY == toY && int(fromM) < int(toM)) { + days = 30 - fromDay + 1 + fromD = 1 + fromDay = 1 + date := time.Date(fromY, fromM, fromD, 0, 0, 0, 0, time.UTC).AddDate(0, 1, 0) + if date.Year() < toY { + days += getDaysInMonthRange(date.Year(), int(date.Month()), 12, basis) + date = date.AddDate(0, 13-int(date.Month()), 0) + } + days += getDaysInMonthRange(toY, int(date.Month()), int(toM)-1, basis) + date = date.AddDate(0, int(toM)-int(date.Month()), 0) + } + days += toDay - fromDay + if days > 0 { + return float64(days) + } + return 0 +} + +// COUPDAYBS function calculates the number of days from the beginning of a +// coupon's period to the settlement date. The syntax of the function is: +// +// COUPDAYBS(settlement,maturity,frequency,[basis]) +// +func (fn *formulaFuncs) COUPDAYBS(argsList *list.List) formulaArg { + args := fn.prepareCouponArgs("COUPDAYBS", argsList) + if args.Type != ArgList { + return args + } + settlement := timeFromExcelTime(args.List[0].Number, false) + pcd := timeFromExcelTime(fn.COUPPCD(argsList).Number, false) + return newNumberFormulaArg(coupdays(pcd, settlement, int(args.List[3].Number))) +} + +// COUPDAYS function calculates the number of days in a coupon period that +// contains the settlement date. The syntax of the function is: +// +// COUPDAYS(settlement,maturity,frequency,[basis]) +// +func (fn *formulaFuncs) COUPDAYS(argsList *list.List) formulaArg { + args := fn.prepareCouponArgs("COUPDAYS", argsList) + if args.Type != ArgList { + return args + } + freq := args.List[2].Number + basis := int(args.List[3].Number) + if basis == 1 { + pcd := timeFromExcelTime(fn.COUPPCD(argsList).Number, false) + next := pcd.AddDate(0, 12/int(freq), 0) + return newNumberFormulaArg(coupdays(pcd, next, basis)) + } + return newNumberFormulaArg(float64(getYearDays(0, basis)) / freq) +} + +// COUPDAYSNC function calculates the number of days from the settlement date +// to the next coupon date. The syntax of the function is: +// +// COUPDAYSNC(settlement,maturity,frequency,[basis]) +// +func (fn *formulaFuncs) COUPDAYSNC(argsList *list.List) formulaArg { + args := fn.prepareCouponArgs("COUPDAYSNC", argsList) + if args.Type != ArgList { + return args + } + settlement := timeFromExcelTime(args.List[0].Number, false) + basis := int(args.List[3].Number) + ncd := timeFromExcelTime(fn.COUPNCD(argsList).Number, false) + return newNumberFormulaArg(coupdays(settlement, ncd, basis)) +} + // COUPNCD function calculates the number of coupons payable, between a // security's settlement date and maturity date, rounded up to the nearest // whole coupon. The syntax of the function is: |