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Boris Kocherov
sdkjs
Commits
6c1365db
Commit
6c1365db
authored
Apr 12, 2016
by
Alexander.Trofimov
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
cell/model/FormulaObjects/dateandtimeFunctions to function-closure
parent
e80e7a7a
Changes
3
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Showing
3 changed files
with
82 additions
and
68 deletions
+82
-68
cell/.unit-tests/FormulaTests.js
cell/.unit-tests/FormulaTests.js
+28
-28
cell/model/FormulaObjects/dateandtimeFunctions.js
cell/model/FormulaObjects/dateandtimeFunctions.js
+16
-2
cell/model/FormulaObjects/financialFunctions.js
cell/model/FormulaObjects/financialFunctions.js
+38
-38
No files found.
cell/.unit-tests/FormulaTests.js
View file @
6c1365db
...
...
@@ -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
View file @
6c1365db
...
...
@@ -23,7 +23,12 @@
*
*/
"
use strict
"
;
(
/**
* @param {Window} window
* @param {undefined} undefined
*/
function
(
window
,
undefined
)
{
var
DayCountBasis
=
{
// US 30/360
UsPsa30_360
:
0
,
...
...
@@ -1910,3 +1915,12 @@ cYEARFRAC.prototype.getInfo = function () {
args
:
"
( start-date , end-date [ , basis ] )
"
};
}
//----------------------------------------------------------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
View file @
6c1365db
...
...
@@ -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
;
...
...
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