fixed:

Bug 24933 - Функция YIELD рассчитывается некорректно когда менее одного периода купона укладывается до даты погашения

git-svn-id: svn://192.168.3.15/activex/AVS/Sources/TeamlabOffice/trunk/OfficeWeb@56964 954022d7-b5bf-4e40-9824-e11837661b57

Excel/.unit-tests/FormulaTests.js

@@ -241,22 +241,37 @@
 
     function _getprice( nSettle, nMat, fRate, fYield, fRedemp, nFreq, nBase ){
 
-        var fE = getcoupdays( new Date(nSettle), new Date(nMat), nFreq, nBase );
-        var fDSC_E = getcoupdaysnc( new Date(nSettle), new Date(nMat), nFreq, nBase ) / fE;
-        var fN = getcoupnum( new Date(nSettle), (nMat), nFreq, nBase );
-        var fA = getcoupdaybs( new Date(nSettle), new Date(nMat), nFreq, nBase );
+        var fdays = getcoupdays( new Date(nSettle), new Date(nMat), nFreq, nBase ),
+            fdaybs = getcoupdaybs( new Date(nSettle), new Date(nMat), nFreq, nBase ),
+            fnum = getcoupnum( new Date(nSettle), (nMat), nFreq, nBase ),
+            fdaysnc = ( fdays - fdaybs ) / fdays,
+            fT1 = 100 * fRate / nFreq,
+            fT2 = 1 + fYield / nFreq,
+            res = fRedemp / ( Math.pow( 1 + fYield / nFreq, fnum - 1 + fdaysnc ) );
 
-        var fRet = fRedemp / ( Math.pow( 1.0 + fYield / nFreq, fN - 1.0 + fDSC_E ) );
-        fRet -= 100.0 * fRate / nFreq * fA / fE;
+        /*var fRet = fRedemp / ( Math.pow( 1.0 + fYield / nFreq, fnum - 1.0 + fdaysnc ) );
+        fRet -= 100.0 * fRate / nFreq * fdaybs / fdays;
 
         var fT1 = 100.0 * fRate / nFreq;
         var fT2 = 1.0 + fYield / nFreq;
 
-        for( var fK = 0.0 ; fK < fN ; fK++ ){
-            fRet += fT1 / Math.pow( fT2, fK + fDSC_E );
+        for( var fK = 0.0 ; fK < fnum ; fK++ ){
+            fRet += fT1 / Math.pow( fT2, fK + fdaysnc );
         }
 
-        return fRet;
+        return fRet;*/
+
+        if( fnum == 1){
+            return (fRedemp + fT1) / (1 + fdaysnc * fYield / nFreq) - 100 * fRate / nFreq * fdaybs / fdays;
+        }
+
+        res -= 100 * fRate / nFreq * fdaybs / fdays;
+
+        for ( var i = 0; i < fnum; i++ ) {
+            res += fT1 / Math.pow( fT2, i + fdaysnc );
+        }
+
+        return res;
     }
 
     function _getYield( nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, nBase ){

Excel/model/FormulaObjects/financialFunctions.js

@@ -231,15 +231,18 @@ function getcoupncd( settl, matur, frequency ) {
 function getprice( settle, mat, rate, yld, redemp, freq, base ) {
 
     var cdays = getcoupdays( new Date( settle ), new Date( mat ), freq, base ),
-        cnum = getcoupnum( new Date( settle ), (mat), freq ),
+        cnum = getcoupnum( new Date( settle ), new Date(mat), freq ),
         cdaybs = getcoupdaybs( new Date( settle ), new Date( mat ), freq, base ),
         cdaysnc = ( cdays - cdaybs ) / cdays,
         fT1 = 100 * rate / freq,
         fT2 = 1 + yld / freq,
         res = redemp / ( Math.pow( 1 + yld / freq, cnum - 1 + cdaysnc ) );
 
-    res -= 100 * rate / freq * cdaybs / cdays;
+    if( cnum == 1){
+        return (redemp + fT1) / (1 + cdaysnc * yld / freq) - 100 * rate / freq * cdaybs / cdays;
+    }
 
+    res -= 100 * rate / freq * cdaybs / cdays;
 
     for ( var i = 0; i < cnum; i++ ) {
         res += fT1 / Math.pow( fT2, i + cdaysnc );
@@ -257,16 +260,18 @@ function getYield( settle, mat, coup, price, redemp, freq, base ) {
     for ( var i = 0; i < 100 && priceN != price; i++ ) {
         priceN = getprice( settle, mat, coup, yieldN, redemp, freq, base );
 
-        if ( price == price1 )
+        if ( price == price1 ){
             return yield1;
-        else if ( price == price2 )
+        }
+        else if ( price == price2 ){
             return yield2;
-        else if ( price == priceN )
+        }
+        else if ( price == priceN ){
             return yieldN;
+        }
         else if ( price < price2 ) {
             yield2 *= 2;
             price2 = getprice( settle, mat, coup, yield2, redemp, freq, base );
-
             yieldN = ( yield2 - yield1 ) * 0.5;
         }
         else {
@@ -283,10 +288,12 @@ function getYield( settle, mat, coup, price, redemp, freq, base ) {
         }
     }
 
-    if ( Math.abs( price - priceN ) > price / 100 )
+    if ( Math.abs( price - priceN ) > price / 100 ){
         return new cError( cErrorType.not_numeric );		// result not precise enough
+    }
 
     return new cNumber( yieldN );
+
 }
 
 function getyieldmat( settle, mat, issue, rate, price, base ) {
@@ -3744,7 +3751,7 @@ cODDFYIELD.prototype.Calculate = function ( arg ) {
             i, xBegin, xEnd, x, y, currentIter = 0;
 
         if ( guess <= min || guess >= max ) {
-            return new cError( cErrorType.not_numeric );
+            return this.value = new cError( cErrorType.not_numeric );
         }
 
         for ( i = 0; i < nIM; i++ ) {
@@ -3760,12 +3767,12 @@ cODDFYIELD.prototype.Calculate = function ( arg ) {
                 high = (xEnd + step * (xEnd - xBegin));
             }
             else {
-                return new cError( cErrorType.not_numeric );
+                return this.value = new cError( cErrorType.not_numeric );
             }
         }
 
         if ( i == nIM ) {
-            return new cError( cErrorType.not_numeric );
+            return this.value = new cError( cErrorType.not_numeric );
         }
 
         var fXbegin = iterF( xBegin ), fXend = iterF( xEnd ), fXi, xI;