cell/model/FormulaObjects/dateandtimeFunctions to function-closure

cell/.unit-tests/FormulaTests.js

-/*
- *
- * (c) Copyright Ascensio System Limited 2010-2016
- *
- * This program is freeware. You can redistribute it and/or modify it under the terms of the GNU 
- * General Public License (GPL) version 3 as published by the Free Software Foundation (https://www.gnu.org/copyleft/gpl.html). 
- * In accordance with Section 7(a) of the GNU GPL its Section 15 shall be amended to the effect that 
- * Ascensio System SIA expressly excludes the warranty of non-infringement of any third-party rights.
- *
- * THIS PROGRAM IS DISTRIBUTED WITHOUT ANY WARRANTY; WITHOUT EVEN THE IMPLIED WARRANTY OF MERCHANTABILITY OR
- * FITNESS FOR A PARTICULAR PURPOSE. For more details, see GNU GPL at https://www.gnu.org/copyleft/gpl.html
- *
- * You can contact Ascensio System SIA by email at sales@onlyoffice.com
- *
- * The interactive user interfaces in modified source and object code versions of ONLYOFFICE must display 
- * Appropriate Legal Notices, as required under Section 5 of the GNU GPL version 3.
- *
- * Pursuant to Section 7  3(b) of the GNU GPL you must retain the original ONLYOFFICE logo which contains 
- * relevant author attributions when distributing the software. If the display of the logo in its graphic 
- * form is not reasonably feasible for technical reasons, you must include the words "Powered by ONLYOFFICE" 
- * in every copy of the program you distribute. 
- * Pursuant to Section 7  3(e) we decline to grant you any rights under trademark law for use of our trademarks.
- *
-*/
+/*
+ *
+ * (c) Copyright Ascensio System Limited 2010-2016
+ *
+ * This program is freeware. You can redistribute it and/or modify it under the terms of the GNU 
+ * General Public License (GPL) version 3 as published by the Free Software Foundation (https://www.gnu.org/copyleft/gpl.html). 
+ * In accordance with Section 7(a) of the GNU GPL its Section 15 shall be amended to the effect that 
+ * Ascensio System SIA expressly excludes the warranty of non-infringement of any third-party rights.
+ *
+ * THIS PROGRAM IS DISTRIBUTED WITHOUT ANY WARRANTY; WITHOUT EVEN THE IMPLIED WARRANTY OF MERCHANTABILITY OR
+ * FITNESS FOR A PARTICULAR PURPOSE. For more details, see GNU GPL at https://www.gnu.org/copyleft/gpl.html
+ *
+ * You can contact Ascensio System SIA by email at sales@onlyoffice.com
+ *
+ * The interactive user interfaces in modified source and object code versions of ONLYOFFICE must display 
+ * Appropriate Legal Notices, as required under Section 5 of the GNU GPL version 3.
+ *
+ * Pursuant to Section 7  3(b) of the GNU GPL you must retain the original ONLYOFFICE logo which contains 
+ * relevant author attributions when distributing the software. If the display of the logo in its graphic 
+ * form is not reasonably feasible for technical reasons, you must include the words "Powered by ONLYOFFICE" 
+ * in every copy of the program you distribute. 
+ * Pursuant to Section 7  3(e) we decline to grant you any rights under trademark law for use of our trademarks.
+ *
+*/
 $( function () {
 
     function toFixed( n ) {
@@ -3888,7 +3888,7 @@ $( function () {
             if( settlement >= maturity || pr <= 0 || redemption <= 0 || basis < 0 || basis > 4 )
                 return "#NUM!"
 
-            return ( 1.0 - pr / redemption ) / yearFrac( settlement, maturity, basis );
+            return ( 1.0 - pr / redemption ) / AscCommonExcel.yearFrac( settlement, maturity, basis );
 
         }
 
@@ -3967,7 +3967,7 @@ $( function () {
             if( settlement >= maturity || investment <= 0 || discount <= 0 || basis < 0 || basis > 4 )
                 return "#NUM!"
 
-            return investment / ( 1 - ( discount * yearFrac( settlement, maturity, basis) ) )
+            return investment / ( 1 - ( discount * AscCommonExcel.yearFrac( settlement, maturity, basis) ) )
 
         }
 
@@ -4084,7 +4084,7 @@ $( function () {
             if( settlement >= maturity || investment <= 0 || redemption <= 0 || basis < 0 || basis > 4 )
                 return "#NUM!"
 
-            return ( ( redemption / investment ) - 1 ) / yearFrac( settlement, maturity, basis )
+            return ( ( redemption / investment ) - 1 ) / AscCommonExcel.yearFrac( settlement, maturity, basis )
 
         }
 
@@ -4128,7 +4128,7 @@ $( function () {
             var d1 = settlement
             var d2 = maturity
 
-            var fFraction = yearFrac(d1, d2, 0);
+            var fFraction = AscCommonExcel.yearFrac(d1, d2, 0);
 
             if( fFraction - Math.floor( fFraction ) == 0 )
                 return "#NUM!"

cell/model/FormulaObjects/dateandtimeFunctions.js

@@ -23,7 +23,12 @@
  *
 */
 "use strict";
-
+(
+/**
+* @param {Window} window
+* @param {undefined} undefined
+*/
+function (window, undefined) {
 var DayCountBasis = {
     // US 30/360
     UsPsa30_360:0,
@@ -1909,4 +1914,13 @@ cYEARFRAC.prototype.getInfo = function () {
         name:this.name,
         args:"(  start-date , end-date [ , basis ] )"
     };
-}
+}
\ No newline at end of file
+
+//----------------------------------------------------------export----------------------------------------------------
+window['AscCommonExcel'] = window['AscCommonExcel'] || {};
+window['AscCommonExcel'].DayCountBasis = DayCountBasis;
+window['AscCommonExcel'].yearFrac = yearFrac;
+window['AscCommonExcel'].diffDate = diffDate;
+window['AscCommonExcel'].days360 = days360;
+window['AscCommonExcel'].daysInYear = daysInYear;
+})(window);

cell/model/FormulaObjects/financialFunctions.js

@@ -217,17 +217,17 @@ function lcl_GetCoupncd( settl, matur, freq ) {
 
 function getcoupdaybs( settl, matur, frequency, basis ) {
     var n = lcl_GetCouppcd( settl, matur, frequency );
-    return diffDate( n, settl, basis );
+    return AscCommonExcel.diffDate( n, settl, basis );
 }
 
 function getcoupdays( settl, matur, frequency, basis ) {
-    if ( basis == DayCountBasis.ActualActual ) {
+    if ( basis == AscCommonExcel.DayCountBasis.ActualActual ) {
         var m = lcl_GetCouppcd( settl, matur, frequency ),
             n = new Date( m );
         n.addMonths( 12 / frequency );
-        return diffDate( m, n, basis );
+        return AscCommonExcel.diffDate( m, n, basis );
     }
-    return new cNumber( daysInYear( 0, basis ) / frequency );
+    return new cNumber( AscCommonExcel.daysInYear( 0, basis ) / frequency );
 }
 
 function getcoupnum( settl, matur, frequency ) {
@@ -241,7 +241,7 @@ function getcoupdaysnc( settl, matur, frequency, basis ) {
     if ( (basis !== 0) && (basis !== 4) ) {
 
         lcl_GetCoupncd( settl, matur, frequency );
-        return diffDate( settl, matur, basis );
+        return AscCommonExcel.diffDate( settl, matur, basis );
 
     }
 
@@ -324,9 +324,9 @@ function getYield( settle, mat, coup, price, redemp, freq, base ) {
 
 function getyieldmat( settle, mat, issue, rate, price, base ) {
 
-    var issMat = yearFrac( issue, mat, base );
-    var issSet = yearFrac( issue, settle, base );
-    var setMat = yearFrac( settle, mat, base );
+    var issMat = AscCommonExcel.yearFrac( issue, mat, base );
+    var issSet = AscCommonExcel.yearFrac( issue, settle, base );
+    var setMat = AscCommonExcel.yearFrac( settle, mat, base );
 
     var y = (1 + issMat * rate) / (price / 100 + issSet * rate) - 1;
     y /= setMat;
@@ -368,7 +368,7 @@ function getduration( settlement, maturity, coupon, yld, frequency, basis ) {
 
 function oddFPrice( settl, matur, iss, firstCoup, rate, yld, redemption, frequency, basis ) {
     function positiveDaysBetween( d1, d2, b ) {
-        var res = diffDate( d1, d2, b ).getValue();
+        var res = AscCommonExcel.diffDate( d1, d2, b ).getValue();
         return res > 0 ? res : 0;
     }
 
@@ -431,7 +431,7 @@ function oddFPrice( settl, matur, iss, firstCoup, rate, yld, redemption, frequen
         for ( var index = nc; index >= 1; index-- ) {
 
             earlyCoupon = addMonth( lateCoupon, numMonthsNeg, false );
-            NLi = basis == DayCountBasis.ActualActual ? positiveDaysBetween( earlyCoupon, lateCoupon, basis ) : E;
+            NLi = basis == AscCommonExcel.DayCountBasis.ActualActual ? positiveDaysBetween( earlyCoupon, lateCoupon, basis ) : E;
             DCi = index > 1 ? NLi : positiveDaysBetween( iss, lateCoupon, basis );
             startDate = iss > earlyCoupon ? iss : earlyCoupon;
             endDate = settl < lateCoupon ? settl : lateCoupon;
@@ -441,11 +441,11 @@ function oddFPrice( settl, matur, iss, firstCoup, rate, yld, redemption, frequen
 
         }
 
-        if ( basis == DayCountBasis.Actual360 || basis == DayCountBasis.Actual365 ) {
+        if ( basis == AscCommonExcel.DayCountBasis.Actual360 || basis == AscCommonExcel.DayCountBasis.Actual365 ) {
             DSC = positiveDaysBetween( settl, getcoupncd( settl, firstCoup, frequency ), basis );
         }
         else {
-            DSC = E - diffDate( lcl_GetCouppcd( settl, firstCoup, frequency ), settl, basis );
+            DSC = E - AscCommonExcel.diffDate( lcl_GetCouppcd( settl, firstCoup, frequency ), settl, basis );
         }
 
         var Nq = coupNumber( firstCoup, settl, numMonths, true );
@@ -669,7 +669,7 @@ cACCRINT.prototype.Calculate = function ( arg ) {
     }
 
     firstDate = new Date( iss > coupPCD ? iss : coupPCD );
-    days = days360( firstDate, settl, basis );
+    days = AscCommonExcel.days360( firstDate, settl, basis );
     coupDays = getcoupdays( coupPCD, fInter, frequency, basis ).getValue();
     res = days / coupDays;
     startDate = new Date( coupPCD );
@@ -679,13 +679,13 @@ cACCRINT.prototype.Calculate = function ( arg ) {
         endDate = startDate;
         startDate = addMonth( startDate, numMonthsNeg, endMonth );
         firstDate = iss > startDate ? iss : startDate;
-        if ( basis == DayCountBasis.UsPsa30_360 ) {
-            days = days360( firstDate, endDate, !( iss > startDate ) );
+        if ( basis == AscCommonExcel.DayCountBasis.UsPsa30_360 ) {
+            days = AscCommonExcel.days360( firstDate, endDate, !( iss > startDate ) );
             coupDays = getcoupdays( startDate, endDate, frequency, basis ).getValue();
         }
         else {
-            days = diffDate( firstDate, endDate, basis ).getValue();
-            coupDays = ( basis == DayCountBasis.Actual365 ) ? ( 365 / frequency ) : diffDate( startDate, endDate, basis ).getValue();
+            days = AscCommonExcel.diffDate( firstDate, endDate, basis ).getValue();
+            coupDays = ( basis == AscCommonExcel.DayCountBasis.Actual365 ) ? ( 365 / frequency ) : AscCommonExcel.diffDate( startDate, endDate, basis ).getValue();
         }
 
         res += (iss <= startDate) ? calcMethod : days / coupDays;
@@ -782,7 +782,7 @@ cACCRINTM.prototype.Calculate = function ( arg ) {
         return this.value = new cError( cErrorType.not_numeric );
     }
 
-    var res = yearFrac( Date.prototype.getDateFromExcel( issue ), Date.prototype.getDateFromExcel( settlement ), basis );
+    var res = AscCommonExcel.yearFrac( Date.prototype.getDateFromExcel( issue ), Date.prototype.getDateFromExcel( settlement ), basis );
 
     res *= rate * par;
 
@@ -939,7 +939,7 @@ cAMORDEGRC.prototype.Calculate = function ( arg ) {
 
     function firstDeprLinc( cost, datePurch, firstP, salvage, rate, per, basis){
         function fix29February (d){
-            if ( (basis == DayCountBasis.ActualActual || basis == DayCountBasis.Actual365) && d.isLeapYear() && d.getUTCMonth() == 2 && d.getUTCDate() >= 28){
+            if ( (basis == AscCommonExcel.DayCountBasis.ActualActual || basis == AscCommonExcel.DayCountBasis.Actual365) && d.isLeapYear() && d.getUTCMonth() == 2 && d.getUTCDate() >= 28){
                 return new Date(d.getUTCFullYear(), d.getUTCMonth(), 28);
             }
             else{
@@ -947,8 +947,8 @@ cAMORDEGRC.prototype.Calculate = function ( arg ) {
             }
         }
 
-        var firstLen = diffDate( fix29February (datePurch), fix29February(firstP), basis),
-            firstDeprTemp = firstLen / daysInYear( datePurch, basis ) * rate * cost,
+        var firstLen = AscCommonExcel.diffDate( fix29February (datePurch), fix29February(firstP), basis),
+            firstDeprTemp = firstLen / AscCommonExcel.daysInYear( datePurch, basis ) * rate * cost,
             firstDepr = firstDeprTemp == 0 ? cost * rate : firstDeprTemp,
             period = firstDeprTemp == 0 ? per : per + 1,
             availDepr = cost - salvage;
@@ -1111,7 +1111,7 @@ cAMORLINC.prototype.Calculate = function ( arg ) {
         return this.value = new cError( cErrorType.not_numeric );
     }
 
-    var fDepTime = yearFrac( val0, val1, basis ).getValue() * rate * cost,
+    var fDepTime = AscCommonExcel.yearFrac( val0, val1, basis ).getValue() * rate * cost,
         fDep, depr = rate * cost, availDepr, availDeprTemp,
         countedPeriod = 1, c = 0, maxIter = 10000;
 
@@ -2210,7 +2210,7 @@ cDISC.prototype.Calculate = function ( arg ) {
         return this.value = new cError( cErrorType.not_numeric );
     }
 
-    var res = ( 1 - pr / redemption ) / yearFrac( Date.prototype.getDateFromExcel( settlement ), Date.prototype.getDateFromExcel( maturity ), basis );
+    var res = ( 1 - pr / redemption ) / AscCommonExcel.yearFrac( Date.prototype.getDateFromExcel( settlement ), Date.prototype.getDateFromExcel( maturity ), basis );
 
     this.value = new cNumber( res );
 //    this.value.numFormat = 9;
@@ -2769,7 +2769,7 @@ cINTRATE.prototype.Calculate = function ( arg ) {
         return this.value = new cError( cErrorType.not_numeric );
     }
 
-    var res = ( ( redemption / investment ) - 1 ) / yearFrac( Date.prototype.getDateFromExcel( settlement ), Date.prototype.getDateFromExcel( maturity ), basis );
+    var res = ( ( redemption / investment ) - 1 ) / AscCommonExcel.yearFrac( Date.prototype.getDateFromExcel( settlement ), Date.prototype.getDateFromExcel( maturity ), basis );
 
     this.value = new cNumber( res );
     this.value.numFormat = 10;
@@ -3863,7 +3863,7 @@ cODDFYIELD.prototype.Calculate = function ( arg ) {
         iss = Date.prototype.getDateFromExcel( issue ),
         firstCoup = Date.prototype.getDateFromExcel( first_coupon );
 
-    var years = diffDate( settl, matur, basis ),
+    var years = AscCommonExcel.diffDate( settl, matur, basis ),
         px = pr - 100,
         num = rate * years * 100 - px,
         denum = px * 0.25 * ( 1 + 2 * years ) + years * 100,
@@ -4071,9 +4071,9 @@ cODDLPRICE.prototype.Calculate = function ( arg ) {
         matur = Date.prototype.getDateFromExcel( maturity ),
         lastInt = Date.prototype.getDateFromExcel( last_interest );
 
-    var fDCi = yearFrac( lastInt, matur, basis ) * frequency;
-    var fDSCi = yearFrac( settl, matur, basis ) * frequency;
-    var fAi = yearFrac( lastInt, settl, basis ) * frequency;
+    var fDCi = AscCommonExcel.yearFrac( lastInt, matur, basis ) * frequency;
+    var fDSCi = AscCommonExcel.yearFrac( settl, matur, basis ) * frequency;
+    var fAi = AscCommonExcel.yearFrac( lastInt, settl, basis ) * frequency;
 
     var res = redemption + fDCi * 100 * rate / frequency;
     res /= fDSCi * yld / frequency + 1;
@@ -4214,9 +4214,9 @@ cODDLYIELD.prototype.Calculate = function ( arg ) {
         matur = Date.prototype.getDateFromExcel( maturity ),
         lastInt = Date.prototype.getDateFromExcel( last_interest );
 
-    var fDCi = yearFrac( lastInt, matur, basis ) * frequency;
-    var fDSCi = yearFrac( settl, matur, basis ) * frequency;
-    var fAi = yearFrac( lastInt, settl, basis ) * frequency;
+    var fDCi = AscCommonExcel.yearFrac( lastInt, matur, basis ) * frequency;
+    var fDSCi = AscCommonExcel.yearFrac( settl, matur, basis ) * frequency;
+    var fAi = AscCommonExcel.yearFrac( lastInt, settl, basis ) * frequency;
 
     var res = redemption + fDCi * 100 * rate / frequency;
     res /= pr + fAi * 100 * rate / frequency;
@@ -4646,7 +4646,7 @@ cPRICEDISC.prototype.Calculate = function ( arg ) {
     var settl = Date.prototype.getDateFromExcel( settlement ),
         matur = Date.prototype.getDateFromExcel( maturity );
 
-    var res = redemption * ( 1 - discount * yearFrac( settl, matur, basis ) );
+    var res = redemption * ( 1 - discount * AscCommonExcel.yearFrac( settl, matur, basis ) );
 
     return this.value = new cNumber( res );
 
@@ -4759,9 +4759,9 @@ cPRICEMAT.prototype.Calculate = function ( arg ) {
         matur = Date.prototype.getDateFromExcel( maturity ),
         iss = Date.prototype.getDateFromExcel( issue );
 
-    var fIssMat = yearFrac( new Date( iss ), new Date( matur ), basis );
-    var fIssSet = yearFrac( new Date( iss ), new Date( settl ), basis );
-    var fSetMat = yearFrac( new Date( settl ), new Date( matur ), basis );
+    var fIssMat = AscCommonExcel.yearFrac( new Date( iss ), new Date( matur ), basis );
+    var fIssSet = AscCommonExcel.yearFrac( new Date( iss ), new Date( settl ), basis );
+    var fSetMat = AscCommonExcel.yearFrac( new Date( settl ), new Date( matur ), basis );
 
     var res = 1 + fIssMat * rate;
     res /= 1 + fSetMat * yld;
@@ -5054,7 +5054,7 @@ cRECEIVED.prototype.Calculate = function ( arg ) {
         return this.value = new cError( cErrorType.not_numeric );
     }
 
-    var res = investment / ( 1 - ( discount * yearFrac( Date.prototype.getDateFromExcel( settlement ), Date.prototype.getDateFromExcel( maturity ), basis ) ) );
+    var res = investment / ( 1 - ( discount * AscCommonExcel.yearFrac( Date.prototype.getDateFromExcel( settlement ), Date.prototype.getDateFromExcel( maturity ), basis ) ) );
 
     this.value = res >= 0 ? new cNumber( res ) : new cError( cErrorType.not_numeric );
 //    this.value.numFormat = 9;
@@ -5380,7 +5380,7 @@ cTBILLPRICE.prototype.Calculate = function ( arg ) {
         return this.value = new cError( cErrorType.not_numeric );
     }
 
-    discount *= diffDate( d1, d2, DayCountBasis.ActualActual );
+    discount *= AscCommonExcel.diffDate( d1, d2, AscCommonExcel.DayCountBasis.ActualActual );
 
     this.value = new cNumber( 100 * ( 1 - discount / 360 ) );
     return this.value;
@@ -6306,7 +6306,7 @@ cYIELDDISC.prototype.Calculate = function ( arg ) {
         matur = Date.prototype.getDateFromExcel( maturity );
 
     var fRet = ( redemption / pr ) - 1;
-    fRet /= yearFrac( settl, matur, basis );
+    fRet /= AscCommonExcel.yearFrac( settl, matur, basis );
 
     this.value = new cNumber( fRet );
     this.value.numFormat = 10;