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Commit d00e30c4 authored by Dmitry.Shahtanov's avatar Dmitry.Shahtanov Committed by Alexander.Trofimov
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добавлены функции в формулах: 

COUPDAYBS, COUPDAYS, COUPDAYSNC, COUPNCD, COUPNUM, COUPPCD, PRICE, PRICEDISC, PRICEMAT, YIELD, YIELDDISC, YIELDMAT

git-svn-id: svn://192.168.3.15/activex/AVS/Sources/TeamlabOffice/trunk/OfficeWeb@55264 954022d7-b5bf-4e40-9824-e11837661b57
parent 3d9eaae2
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Excel/.unit-tests/FormulaTests.js
View file @ d00e30c4
......@@ -8,8 +8,7 @@
return Math.abs( a - b ) < dif
}
function GetRmz( fZins, fZzr, fBw, fZw, nF ){
function _GetRmz( fZins, fZzr, fBw, fZw, nF ){
var fRmz;
if( fZins == 0.0 )
fRmz = ( fBw + fZw ) / fZzr;
......@@ -24,7 +23,7 @@
return -fRmz;
}
function GetZw( fZins, fZzr, fRmz, fBw, nF ){
function _GetZw( fZins, fZzr, fRmz, fBw, nF ){
var fZw;
if( fZins == 0.0 )
fZw = fBw + fRmz * fZzr;
......@@ -39,6 +38,246 @@
return -fZw;
}
function _diffDate(d1, d2, mode){
var date1 = d1.getDate(),
month1 = d1.getMonth(),
year1 = d1.getFullYear(),
date2 = d2.getDate(),
month2 = d2.getMonth(),
year2 = d2.getFullYear();
switch ( mode ) {
case 0:
return Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, true ) );
case 1:
var yc = Math.abs( year2 - year1 ),
sd = year1 > year2 ? d2 : d1,
yearAverage = sd.isLeapYear() ? 366 : 365, dayDiff = Math.abs( d2 - d1 );
for ( var i = 0; i < yc; i++ ) {
sd.addYears( 1 );
yearAverage += sd.isLeapYear() ? 366 : 365;
}
yearAverage /= (yc + 1);
dayDiff /= c_msPerDay;
return dayDiff;
case 2:
var dayDiff = Math.abs( d2 - d1 );
dayDiff /= c_msPerDay;
return dayDiff;
case 3:
var dayDiff = Math.abs( d2 - d1 );
dayDiff /= c_msPerDay;
return dayDiff;
case 4:
return Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, false ) );
default:
return "#NUM!";
}
}
function _yearFrac(d1, d2, mode) {
var date1 = d1.getDate(),
month1 = d1.getMonth()+1,
year1 = d1.getFullYear(),
date2 = d2.getDate(),
month2 = d2.getMonth()+1,
year2 = d2.getFullYear();
switch ( mode ) {
case 0:
return Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, true ) ) / 360;
case 1:
var yc = /*Math.abs*/( year2 - year1 ),
sd = year1 > year2 ? new Date(d2) : new Date(d1),
yearAverage = sd.isLeapYear() ? 366 : 365, dayDiff = /*Math.abs*/( d2 - d1 );
for ( var i = 0; i < yc; i++ ) {
sd.addYears( 1 );
yearAverage += sd.isLeapYear() ? 366 : 365;
}
yearAverage /= (yc + 1);
dayDiff /= (yearAverage * c_msPerDay);
return dayDiff;
case 2:
var dayDiff = Math.abs( d2 - d1 );
dayDiff /= (360 * c_msPerDay);
return dayDiff;
case 3:
var dayDiff = Math.abs( d2 - d1 );
dayDiff /= (365 * c_msPerDay);
return dayDiff;
case 4:
return Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, false ) ) / 360;
default:
return "#NUM!";
}
}
function _lcl_GetCouppcd(settl, matur, freq){
matur.setFullYear( settl.getFullYear() );
if( matur < settl )
matur.addYears( 1 );
while( matur > settl ){
matur.addMonths( -12 / freq );
}
}
function _lcl_GetCoupncd( settl, matur, freq ){
matur.setFullYear( settl.getFullYear() );
if( matur > settl )
matur.addYears( -1 );
while( matur <= settl ){
matur.addMonths( 12 / freq );
}
}
function _getcoupdaybs( settl, matur, frequency, basis ) {
_lcl_GetCouppcd( settl, matur, frequency );
return _diffDate( settl, matur, basis );
}
function _getcoupdays( settl, matur, frequency, basis ) {
_lcl_GetCouppcd( settl, matur, frequency );
var n = new Date( matur )
n.addMonths( 12 / frequency );
return _diffDate( matur, n, basis );
}
function _getdiffdate( d1,d2, nMode ){
var bNeg = d1 > d2;
if( bNeg )
{
var n = d2;
d2 = d1;
d1 = n;
}
var nRet,pOptDaysIn1stYear
var nD1 = d1.getDate(),
nM1 = d1.getMonth(),
nY1 = d1.getFullYear(),
nD2 = d2.getDate(),
nM2 = d2.getMonth(),
nY2 = d2.getFullYear();
switch( nMode )
{
case 0: // 0=USA (NASD) 30/360
case 4: // 4=Europe 30/360
{
var bLeap = d1.isLeapYear()
var nDays, nMonths/*, nYears*/;
nMonths = nM2 - nM1;
nDays = nD2 - nD1;
nMonths += ( nY2 - nY1 ) * 12;
nRet = nMonths * 30 + nDays;
if( nMode == 0 && nM1 == 2 && nM2 != 2 && nY1 == nY2 )
nRet -= bLeap? 1 : 2;
pOptDaysIn1stYear = 360;
}
break;
case 1: // 1=exact/exact
pOptDaysIn1stYear = d1.isLeapYear() ? 366 : 365;
nRet = d2 - d1;
break;
case 2: // 2=exact/360
nRet = d2 - d1;
pOptDaysIn1stYear = 360;
break;
case 3: //3=exact/365
nRet = d2 - d1;
pOptDaysIn1stYear = 365;
break;
}
return (bNeg ? -nRet : nRet) / c_msPerDay / pOptDaysIn1stYear;
}
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 fRet = fRedemp / ( Math.pow( 1.0 + fYield / nFreq, fN - 1.0 + fDSC_E ) );
fRet -= 100.0 * fRate / nFreq * fA / fE;
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 );
}
return fRet;
}
function _getYield( nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, nBase ){
var fRate = fCoup, fPriceN = 0.0, fYield1 = 0.0, fYield2 = 1.0;
var fPrice1 = _getprice( nSettle, nMat, fRate, fYield1, fRedemp, nFreq, nBase );
var fPrice2 = _getprice( nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase );
var fYieldN = ( fYield2 - fYield1 ) * 0.5;
for( var nIter = 0 ; nIter < 100 && fPriceN != fPrice ; nIter++ )
{
fPriceN = _getprice( nSettle, nMat, fRate, fYieldN, fRedemp, nFreq, nBase );
if( fPrice == fPrice1 )
return fYield1;
else if( fPrice == fPrice2 )
return fYield2;
else if( fPrice == fPriceN )
return fYieldN;
else if( fPrice < fPrice2 )
{
fYield2 *= 2.0;
fPrice2 = _getprice( nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase );
fYieldN = ( fYield2 - fYield1 ) * 0.5;
}
else
{
if( fPrice < fPriceN )
{
fYield1 = fYieldN;
fPrice1 = fPriceN;
}
else
{
fYield2 = fYieldN;
fPrice2 = fPriceN;
}
fYieldN = fYield2 - ( fYield2 - fYield1 ) * ( ( fPrice - fPrice2 ) / ( fPrice1 - fPrice2 ) );
}
}
if( Math.abs( fPrice - fPriceN ) > fPrice / 100.0 )
return "#NUM!"; // result not precise enough
return fYieldN;
}
function _getyieldmat( nSettle, nMat, nIssue, fRate, fPrice, nBase ){
var fIssMat = _yearFrac( nIssue, nMat, nBase );
var fIssSet = _yearFrac( nIssue, nSettle, nBase );
var fSetMat = _yearFrac( nSettle, nMat, nBase );
var y = 1.0 + fIssMat * fRate;
y /= fPrice / 100.0 + fIssSet * fRate;
y--;
y /= fSetMat;
return y;
}
var ver = 2;
......@@ -3294,37 +3533,7 @@
fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
return "#NUM!"
function GetRmz( fZins, fZzr, fBw, fZw, nF ){
var fRmz;
if( fZins == 0.0 )
fRmz = ( fBw + fZw ) / fZzr;
else{
var fTerm = Math.pow( 1.0 + fZins, fZzr );
if( nF > 0 )
fRmz = ( fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1.0 / fTerm ) ) / ( 1.0 + fZins );
else
fRmz = fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1.0 / fTerm );
}
return -fRmz;
}
function GetZw( fZins, fZzr, fRmz, fBw, nF ){
var fZw;
if( fZins == 0.0 )
fZw = fBw + fRmz * fZzr;
else{
var fTerm = Math.pow( 1.0 + fZins, fZzr );
if( nF > 0 )
fZw = fBw * fTerm + fRmz * ( 1.0 + fZins ) * ( fTerm - 1.0 ) / fZins;
else
fZw = fBw * fTerm + fRmz * ( fTerm - 1.0 ) / fZins;
}
return -fZw;
}
fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
fRmz = _GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
fZinsZ = 0.0;
......@@ -3339,9 +3548,9 @@
for( var i = nStartPer ; i <= nEndPer ; i++ )
{
if( nPayType > 0 )
fZinsZ += GetZw( fRate, i - 2, fRmz, fVal, 1 ) - fRmz;
fZinsZ += _GetZw( fRate, i - 2, fRmz, fVal, 1 ) - fRmz;
else
fZinsZ += GetZw( fRate, i - 1, fRmz, fVal, 0 );
fZinsZ += _GetZw( fRate, i - 1, fRmz, fVal, 0 );
}
fZinsZ *= fRate;
......@@ -3369,7 +3578,7 @@
if( nStartPer < 1 || nEndPer < nStartPer || nEndPer < 1 || fRate <= 0 || nNumPeriods <= 0 || fVal <= 0 || ( nPayType != 0 && nPayType != 1 ) )
return "#NUM!"
fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
fRmz = _GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
fKapZ = 0.0;
......@@ -3389,9 +3598,9 @@
for( var i = nStart ; i <= nEnd ; i++ )
{
if( nPayType > 0 )
fKapZ += fRmz - ( GetZw( fRate, i - 2, fRmz, fVal, 1 ) - fRmz ) * fRate;
fKapZ += fRmz - ( _GetZw( fRate, i - 2, fRmz, fVal, 1 ) - fRmz ) * fRate;
else
fKapZ += fRmz - GetZw( fRate, i - 1, fRmz, fVal, 0 ) * fRate;
fKapZ += fRmz - _GetZw( fRate, i - 1, fRmz, fVal, 0 ) * fRate;
}
return fKapZ
......@@ -3737,4 +3946,200 @@
} )
test( "Test: \"COUPDAYBS\"", function () {
function coupdaybs( settlement, maturity, frequency, basis ){
basis = ( basis !== undefined ? basis : 0 );
return _getcoupdaybs(settlement, maturity, frequency, basis)
}
oParser = new parserFormula( "COUPDAYBS(DATE(2007,1,25),DATE(2008,11,15),2,1)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupdaybs( new Date(2007,0,25), new Date(2008,10,15), 2, 1 ) );
oParser = new parserFormula( "COUPDAYBS(DATE(2007,1,25),DATE(2008,11,15),2)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupdaybs( new Date(2007,0,25), new Date(2008,10,15), 2 ) );
} )
test( "Test: \"COUPDAYS\"", function () {
function coupdays( settlement, maturity, frequency, basis ){
basis = ( basis !== undefined ? basis : 0 );
return _getcoupdays(settlement, maturity, frequency, basis)
}
oParser = new parserFormula( "COUPDAYS(DATE(2007,1,25),DATE(2008,11,15),2,1)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupdays( new Date(2007,0,25), new Date(2008,10,15), 2, 1 ) );
oParser = new parserFormula( "COUPDAYS(DATE(2007,1,25),DATE(2008,11,15),2)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupdays( new Date(2007,0,25), new Date(2008,10,15), 2 ) );
} )
test( "Test: \"COUPDAYSNC\"", function () {
function coupdaysnc( settlement, maturity, frequency, basis ) {
basis = ( basis !== undefined ? basis : 0 );
if ( (basis != 0) && (basis != 4) ) {
_lcl_GetCoupncd( settlement, maturity, frequency );
return _diffDate( settlement, maturity, basis );
}
return _getcoupdays( new Date( settlement ), new Date( maturity ), frequency, basis ) - _getcoupdaybs( new Date( settlement ), new Date( maturity ), frequency, basis );
}
oParser = new parserFormula( "COUPDAYSNC(DATE(2007,1,25),DATE(2008,11,15),2,1)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupdaysnc( new Date(2007,0,25), new Date(2008,10,15), 2, 1 ) );
oParser = new parserFormula( "COUPDAYSNC(DATE(2007,1,25),DATE(2008,11,15),2)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupdaysnc( new Date(2007,0,25), new Date(2008,10,15), 2 ) );
} )
test( "Test: \"COUPNCD\"", function () {
function coupncd( settlement, maturity, frequency, basis ) {
basis = ( basis !== undefined ? basis : 0 );
_lcl_GetCoupncd( settlement, maturity, frequency );
return maturity.getExcelDate();
}
oParser = new parserFormula( "COUPNCD(DATE(2007,1,25),DATE(2008,11,15),2,1)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupncd( new Date(2007,0,25), new Date(2008,10,15), 2, 1 ) );
} )
test( "Test: \"COUPNUM\"", function () {
function coupnum( settlement, maturity, frequency, basis ) {
basis = ( basis !== undefined ? basis : 0 );
var n = new Date(maturity);
_lcl_GetCouppcd( settlement, n, frequency );
var nMonths = (maturity.getFullYear() - n.getFullYear()) * 12 + maturity.getMonth() - n.getMonth();
return nMonths * frequency / 12 ;
}
oParser = new parserFormula( "COUPNUM(DATE(2007,1,25),DATE(2008,11,15),2,1)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), coupnum( new Date(2007,0,25), new Date(2008,10,15), 2, 1 ) );
} )
test( "Test: \"COUPPCD\"", function () {
function couppcd( settlement, maturity, frequency, basis ) {
basis = ( basis !== undefined ? basis : 0 );
_lcl_GetCouppcd( settlement, maturity, frequency );
return maturity.getExcelDate();
}
oParser = new parserFormula( "COUPPCD(DATE(2007,1,25),DATE(2008,11,15),2,1)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), couppcd( new Date(2007,0,25), new Date(2008,10,15), 2, 1 ) );
} )
test( "Test: \"PRICE\"", function () {
oParser = new parserFormula( "PRICE(DATE(2008,2,15),DATE(2017,11,15),0.0575,0.065,100,2,0)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), _getprice( new Date( 2008, 1, 15 ), new Date( 2017, 10, 15 ), 0.0575, 0.065, 100, 2, 0 ) );
} )
test( "Test: \"PRICEDISC\"", function () {
function pricedisc(settl, matur, discount, redemption, basis){
return redemption * ( 1.0 - discount * _getdiffdate( settl, matur, basis ) );
}
oParser = new parserFormula( "PRICEDISC(DATE(2008,2,16),DATE(2008,3,1),0.0525,100,2)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), pricedisc( new Date(2008,1,16), new Date(2008,2,1),0.0525,100,2 ) );
} )
test( "Test: \"PRICEMAT\"", function () {
function pricemat( settl, matur, iss, rate, yld, basis ) {
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 res = 1.0 + fIssMat * rate;
res /= 1.0 + fSetMat * yld;
res -= fIssSet * rate;
res *= 100.0;
return res;
}
oParser = new parserFormula( "PRICEMAT(DATE(2008,2,15),DATE(2008,4,13),DATE(2007,11,11),0.061,0.061,0)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), pricemat( new Date(2008,1,15),new Date(2008,3,13),new Date(2007,10,11),0.061,0.061,0 ) );
} )
test( "Test: \"YIELD\"", function () {
oParser = new parserFormula( "YIELD(DATE(2008,2,15),DATE(2016,11,15),0.0575,95.04287,100,2,0)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), _getYield( new Date(2008,1,15), new Date(2016,10,15),0.0575,95.04287,100,2,0 ) );
} )
test( "Test: \"YIELDDISC\"", function () {
function yielddisc( settlement, maturity, pr, redemption, basis ){
var fRet = ( redemption / pr ) - 1.0;
fRet /= _yearFrac( settlement, maturity, basis );
return fRet;
}
oParser = new parserFormula( "YIELDDISC(DATE(2008,2,16),DATE(2008,3,1),99.795,100,2)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), yielddisc( new Date( 2008, 1, 16 ), new Date( 2008, 2, 1 ), 99.795, 100, 2 ) );
} )
test( "Test: \"YIELDMAT\"", function () {
oParser = new parserFormula( "YIELDMAT(DATE(2008,3,15),DATE(2008,11,3),DATE(2007,11,8),0.0625,100.0123,0)", "A2", ws );
ok( oParser.parse() );
strictEqual( oParser.calculate().getValue(), _getyieldmat( new Date( 2008, 2, 15 ), new Date( 2008, 10, 3 ), new Date( 2007, 10, 8 ), 0.0625, 100.0123, 0 ) );
} )
} );
Excel/model/FormulaObjects/dateandtimeFunctions.js
View file @ d00e30c4
......@@ -10,19 +10,19 @@
function yearFrac(d1, d2, mode) {
var date1 = d1.getDate(),
month1 = d1.getMonth(),
month1 = d1.getMonth()+1,
year1 = d1.getFullYear(),
date2 = d2.getDate(),
month2 = d2.getMonth(),
month2 = d2.getMonth()+1,
year2 = d2.getFullYear();
switch ( mode ) {
case 0:
return new cNumber( Math.abs( GetDiffDate360( date1, month1, year1, d2.isLeapYear(), date2, month2, year2, false ) ) / 360 );
return new cNumber( Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, true ) ) / 360 );
case 1:
var yc = Math.abs( year2 - year1 ),
sd = year1 > year2 ? d2 : d1,
yearAverage = sd.isLeapYear() ? 366 : 365, dayDiff = Math.abs( d2 - d1 );
var yc = /*Math.abs*/( year2 - year1 ),
sd = year1 > year2 ? new Date(d2) : new Date(d1),
yearAverage = sd.isLeapYear() ? 366 : 365, dayDiff = /*Math.abs*/( d2 - d1 );
for ( var i = 0; i < yc; i++ ) {
sd.addYears( 1 );
yearAverage += sd.isLeapYear() ? 366 : 365;
......@@ -39,12 +39,165 @@ function yearFrac(d1, d2, mode) {
dayDiff /= (365 * c_msPerDay);
return new cNumber( dayDiff );
case 4:
return new cNumber( Math.abs( GetDiffDate360( date1, month1, year1, d2.isLeapYear(), date2, month2, year2, true ) ) / 360 );
return new cNumber( Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, false ) ) / 360 );
default:
return new cError( cErrorType.not_numeric );
}
}
function diffDate(d1, d2, mode){
var date1 = d1.getDate(),
month1 = d1.getMonth()+1,
year1 = d1.getFullYear(),
date2 = d2.getDate(),
month2 = d2.getMonth()+1,
year2 = d2.getFullYear();
switch ( mode ) {
case 0:
return new cNumber( Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, true ) ) );
case 1:
var yc = Math.abs( year2 - year1 ),
sd = year1 > year2 ? d2 : d1,
yearAverage = sd.isLeapYear() ? 366 : 365, dayDiff = Math.abs( d2 - d1 );
for ( var i = 0; i < yc; i++ ) {
sd.addYears( 1 );
yearAverage += sd.isLeapYear() ? 366 : 365;
}
yearAverage /= (yc + 1);
dayDiff /= c_msPerDay;
return new cNumber( dayDiff );
case 2:
var dayDiff = Math.abs( d2 - d1 );
dayDiff /= c_msPerDay;
return new cNumber( dayDiff );
case 3:
var dayDiff = Math.abs( d2 - d1 );
dayDiff /= c_msPerDay;
return new cNumber( dayDiff );
case 4:
return new cNumber( Math.abs( GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, false ) ) );
default:
return new cError( cErrorType.not_numeric );
}
}
function diffDate2(d1, d2, mode){
var date1 = d1.getDate(),
month1 = d1.getMonth(),
year1 = d1.getFullYear(),
date2 = d2.getDate(),
month2 = d2.getMonth(),
year2 = d2.getFullYear();
var nDaysInYear, nYears, nDayDiff;
switch ( mode ) {
case 0:
nDaysInYear = 360;
nYears = year1 - year2;
nDayDiff = Math.abs( GetDiffDate360( date1, month1+1, year1, d1.isLeapYear(), date2, month2+1, year2, true ) ) - nYears * nDaysInYear;
return new cNumber( nYears + nDayDiff / nDaysInYear );
case 1:
nYears = year2 - year1;
nDaysInYear = d1.isLeapYear() ? 366 : 365;
var dayDiff;
if( nYears && ( month1 > month2 || ( month1 == month2 && date1 > date2 ) ) )
nYears--;
if( nYears )
dayDiff = parseInt((d2 - new Date( year2, month1, date1 ))/c_msPerDay);
else
dayDiff = parseInt(( d2 - d1 )/c_msPerDay);
if( dayDiff < 0 )
dayDiff += nDaysInYear;
return new cNumber( nYears + dayDiff / nDaysInYear );
case 2:
nDaysInYear = 360;
nYears = parseInt( ( d2 - d1 )/c_msPerDay / nDaysInYear );
nDayDiff = (d2 - d1)/c_msPerDay;
nDayDiff %= nDaysInYear;
return new cNumber( nYears + nDayDiff / nDaysInYear );
case 3:
nDaysInYear = 365;
nYears = parseInt( ( d2 - d1 )/c_msPerDay / nDaysInYear );
nDayDiff = (d2 - d1)/c_msPerDay;
nDayDiff %= nDaysInYear;
return new cNumber( nYears + nDayDiff / nDaysInYear );
case 4:
nDaysInYear = 360;
nYears = year1 - year2;
nDayDiff = Math.abs( GetDiffDate360( date1, month1+1, year1, d1.isLeapYear(), date2, month2+1, year2, false ) ) - nYears * nDaysInYear;
return new cNumber( nYears + nDayDiff / nDaysInYear );
// return new cNumber( Math.abs( GetDiffDate360( date1, month1, year1, d2.isLeapYear(), date2, month2, year2, true ) ) );
default:
return new cError( cErrorType.not_numeric );
}
}
function GetDiffDate( d1,d2, nMode ){
var bNeg = d1 > d2;
if( bNeg )
{
var n = d2;
d2 = d1;
d1 = n;
}
var nRet,pOptDaysIn1stYear
var nD1 = d1.getDate(),
nM1 = d1.getMonth(),
nY1 = d1.getFullYear(),
nD2 = d2.getDate(),
nM2 = d2.getMonth(),
nY2 = d2.getFullYear();
switch( nMode )
{
case 0: // 0=USA (NASD) 30/360
case 4: // 4=Europe 30/360
{
var bLeap = d1.isLeapYear()
var nDays, nMonths/*, nYears*/;
nMonths = nM2 - nM1;
nDays = nD2 - nD1;
nMonths += ( nY2 - nY1 ) * 12;
nRet = nMonths * 30 + nDays;
if( nMode == 0 && nM1 == 2 && nM2 != 2 && nY1 == nY2 )
nRet -= bLeap? 1 : 2;
pOptDaysIn1stYear = 360;
}
break;
case 1: // 1=exact/exact
pOptDaysIn1stYear = d1.isLeapYear() ? 366 : 365;
nRet = d2 - d1;
break;
case 2: // 2=exact/360
nRet = d2 - d1;
pOptDaysIn1stYear = 360;
break;
case 3: //3=exact/365
nRet = d2 - d1;
pOptDaysIn1stYear = 365;
break;
}
return (bNeg ? -nRet : nRet) / c_msPerDay / pOptDaysIn1stYear;
}
cFormulaFunction.DateAndTime = {
'groupName':"DateAndTime",
'DATE':cDATE,
......@@ -1699,6 +1852,7 @@ cYEARFRAC.prototype.Calculate = function ( arg ) {
val1 = Date.prototype.getDateFromExcel( val1 );
return this.value = yearFrac( val0, val1, arg2.getValue() );
// return this.value = diffDate2( val0, val1, arg2.getValue() );
}
cYEARFRAC.prototype.getInfo = function () {
......
Excel/model/FormulaObjects/financialFunctions.js
View file @ d00e30c4
"use strict";
function GetRmz( fZins, fZzr, fBw, fZw, nF ){
function GetRmz( fZins, fZzr, fBw, fZw, nF ) {
var fRmz;
if( fZins == 0.0 )
if ( fZins == 0.0 )
fRmz = ( fBw + fZw ) / fZzr;
else{
var fTerm = Math.pow( 1.0 + fZins, fZzr );
if( nF > 0 )
else {
var fTerm = Math.pow( 1.0 + fZins, fZzr );
if ( nF > 0 )
fRmz = ( fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1.0 / fTerm ) ) / ( 1.0 + fZins );
else
fRmz = fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1.0 / fTerm );
......@@ -15,13 +15,13 @@ function GetRmz( fZins, fZzr, fBw, fZw, nF ){
return -fRmz;
}
function GetZw( fZins, fZzr, fRmz, fBw, nF ){
function GetZw( fZins, fZzr, fRmz, fBw, nF ) {
var fZw;
if( fZins == 0.0 )
if ( fZins == 0.0 )
fZw = fBw + fRmz * fZzr;
else{
else {
var fTerm = Math.pow( 1.0 + fZins, fZzr );
if( nF > 0 )
if ( nF > 0 )
fZw = fBw * fTerm + fRmz * ( 1.0 + fZins ) * ( fTerm - 1.0 ) / fZins;
else
fZw = fBw * fTerm + fRmz * ( fTerm - 1.0 ) / fZins;
......@@ -71,7 +71,7 @@ function RateIteration( fNper, fPayment, fPv, fFv, fPayType, fGuess ) {
fX = fXnew;
}
}
bValid =(fX >=-1.0);
bValid = (fX >= -1.0);
}
else {
fX = (fGuess.fGuest < -1.0) ? -1.0 : fGuess.fGuest;
......@@ -104,6 +104,130 @@ function RateIteration( fNper, fPayment, fPv, fFv, fPayType, fGuess ) {
return bValid && bFound;
}
function lcl_GetCouppcd( settl, matur, freq ) {
matur.setFullYear( settl.getFullYear() );
if ( matur < settl )
matur.addYears( 1 );
while ( matur > settl ) {
matur.addMonths( -12 / freq );
}
}
function lcl_GetCoupncd( settl, matur, freq ) {
matur.setFullYear( settl.getFullYear() );
if ( matur > settl )
matur.addYears( -1 );
while ( matur <= settl ) {
matur.addMonths( 12 / freq );
}
}
function getcoupdaybs( settl, matur, frequency, basis ) {
lcl_GetCouppcd( settl, matur, frequency );
return diffDate( settl, matur, basis );
}
function getcoupdays( settl, matur, frequency, basis ) {
lcl_GetCouppcd( settl, matur, frequency );
var n = new Date( matur )
n.addMonths( 12 / frequency );
return diffDate( matur, n, basis );
}
function getcoupnum( settl, matur, frequency ) {
var n = new Date( matur );
lcl_GetCouppcd( settl, n, frequency );
var nMonths = (matur.getFullYear() - n.getFullYear()) * 12 + matur.getMonth() - n.getMonth();
return Math.ceil( nMonths * frequency / 12 );
}
function getcoupdaysnc( settl, matur, frequency, basis ) {
if ( (basis != 0) && (basis != 4) ) {
lcl_GetCoupncd( settl, matur, frequency );
return diffDate( settl, matur, basis );
}
return getcoupdays( new Date( settl ), new Date( matur ), frequency, basis ) - getcoupdaybs( new Date( settl ), new Date( matur ), frequency, basis );
}
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 fRet = fRedemp / ( Math.pow( 1.0 + fYield / nFreq, fN - 1.0 + fDSC_E ) );
fRet -= 100.0 * fRate / nFreq * fA / fE;
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 );
}
return fRet;
}
function getYield( nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, nBase ) {
var fRate = fCoup, fPriceN = 0.0, fYield1 = 0.0, fYield2 = 1.0;
var fPrice1 = getprice( nSettle, nMat, fRate, fYield1, fRedemp, nFreq, nBase );
var fPrice2 = getprice( nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase );
var fYieldN = ( fYield2 - fYield1 ) * 0.5;
for ( var nIter = 0; nIter < 100 && fPriceN != fPrice; nIter++ ) {
fPriceN = getprice( nSettle, nMat, fRate, fYieldN, fRedemp, nFreq, nBase );
if ( fPrice == fPrice1 )
return fYield1;
else if ( fPrice == fPrice2 )
return fYield2;
else if ( fPrice == fPriceN )
return fYieldN;
else if ( fPrice < fPrice2 ) {
fYield2 *= 2.0;
fPrice2 = getprice( nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase );
fYieldN = ( fYield2 - fYield1 ) * 0.5;
}
else {
if ( fPrice < fPriceN ) {
fYield1 = fYieldN;
fPrice1 = fPriceN;
}
else {
fYield2 = fYieldN;
fPrice2 = fPriceN;
}
fYieldN = fYield2 - ( fYield2 - fYield1 ) * ( ( fPrice - fPrice2 ) / ( fPrice1 - fPrice2 ) );
}
}
if ( Math.abs( fPrice - fPriceN ) > fPrice / 100.0 )
return new cError( cErrorType.not_numeric ); // result not precise enough
return new cNumber( fYieldN );
}
function getyieldmat( nSettle, nMat, nIssue, fRate, fPrice, nBase ){
var fIssMat = yearFrac( nIssue, nMat, nBase );
var fIssSet = yearFrac( nIssue, nSettle, nBase );
var fSetMat = yearFrac( nSettle, nMat, nBase );
var y = 1.0 + fIssMat * fRate;
y /= fPrice / 100.0 + fIssSet * fRate;
y--;
y /= fSetMat;
return y;
}
/**
* Created with JetBrains WebStorm.
* User: Dmitry.Shahtanov
......@@ -188,14 +312,14 @@ cACCRINT.prototype = Object.create( cBaseFunction.prototype )
cACCRINT.prototype.Calculate = function ( arg ) {
var arg0 = arg[0], arg1 = arg[1],
arg2 = arg[2], arg3 = arg[3],
arg4 = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber(1000 ),
arg4 = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 1000 ),
arg5 = arg[5],
arg6 = arg[6] && !(arg[6] instanceof cEmpty) ? arg[6] : new cNumber( 0 );
function GetYearDiff( nNullDate, nStartDate, nEndDate, nMode ){
var nDays1stYear ;
function GetYearDiff( nNullDate, nStartDate, nEndDate, nMode ) {
var nDays1stYear;
switch(nMode){
switch ( nMode ) {
case 0:
case 4:
nDays1stYear = 360;
......@@ -283,16 +407,16 @@ cACCRINT.prototype.Calculate = function ( arg ) {
var _arg5 = arg5.getValue()
if( arg0.getValue() >= arg2.getValue() || arg3.getValue() <= 0 || arg4.getValue() <= 0 || arg6.getValue() < 0 || arg6.getValue() > 4 || (_arg5 != 1 && _arg5 != 2 && _arg5 != 4) ){
if ( arg0.getValue() >= arg2.getValue() || arg3.getValue() <= 0 || arg4.getValue() <= 0 || arg6.getValue() < 0 || arg6.getValue() > 4 || (_arg5 != 1 && _arg5 != 2 && _arg5 != 4) ) {
return this.value = new cError( cErrorType.not_numeric );
}
var res = GetYearDiff( Date.prototype.getDateFromExcel(arg0.getValue()), Date.prototype.getDateFromExcel(arg0.getValue()),
Date.prototype.getDateFromExcel(arg2.getValue()), arg6.getValue() )
var res = GetYearDiff( Date.prototype.getDateFromExcel( arg0.getValue() ), Date.prototype.getDateFromExcel( arg0.getValue() ),
Date.prototype.getDateFromExcel( arg2.getValue() ), arg6.getValue() )
res = res * arg4.getValue() * arg3.getValue();
return this.value = new cNumber(res)
return this.value = new cNumber( res )
}
cACCRINT.prototype.getInfo = function () {
return {
......@@ -322,13 +446,13 @@ cACCRINTM.prototype.Calculate = function ( arg ) {
var arg0 = arg[0],
arg1 = arg[1],
arg2 = arg[2],
arg3 = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber(1000),
arg4 = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber(0);
arg3 = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber( 1000 ),
arg4 = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 0 );
function GetYearDiff( nStartDate, nEndDate, nMode ){
var nDays1stYear ;
function GetYearDiff( nStartDate, nEndDate, nMode ) {
var nDays1stYear;
switch(nMode){
switch ( nMode ) {
case 0:
case 4:
nDays1stYear = 360;
......@@ -396,16 +520,16 @@ cACCRINTM.prototype.Calculate = function ( arg ) {
if ( arg3 instanceof cError ) return this.value = arg3;
if ( arg4 instanceof cError ) return this.value = arg4;
if( arg0.getValue() >= arg1.getValue() || arg3.getValue() <= 0 || arg4.getValue() < 0 || arg4.getValue() > 4 ){
if ( arg0.getValue() >= arg1.getValue() || arg3.getValue() <= 0 || arg4.getValue() < 0 || arg4.getValue() > 4 ) {
return this.value = new cError( cErrorType.not_numeric );
}
var res = GetYearDiff( Date.prototype.getDateFromExcel(arg0.getValue()),
Date.prototype.getDateFromExcel(arg1.getValue()), arg4.getValue() )
var res = GetYearDiff( Date.prototype.getDateFromExcel( arg0.getValue() ),
Date.prototype.getDateFromExcel( arg1.getValue() ), arg4.getValue() )
res = res * arg2.getValue() * arg3.getValue();
return this.value = new cNumber(res)
return this.value = new cNumber( res )
}
cACCRINTM.prototype.getInfo = function () {
return {
......@@ -438,7 +562,7 @@ cAMORDEGRC.prototype.Calculate = function ( arg ) {
salvage = arg[3],
period = arg[4],
rate = arg[5],
basis = arg[6] && !(arg[6] instanceof cEmpty) ? arg[6] : new cNumber(0);
basis = arg[6] && !(arg[6] instanceof cEmpty) ? arg[6] : new cNumber( 0 );
if ( cost instanceof cArea || cost instanceof cArea3D ) {
cost = cost.cross( arguments[1].first );
......@@ -510,14 +634,14 @@ cAMORDEGRC.prototype.Calculate = function ( arg ) {
fRestVal = salvage.getValue(),
nPer = period.getValue()
var fUsePer = 1.0 / fRate,
var fUsePer = 1.0 / fRate,
fAmorCoeff;
if( fUsePer < 3.0 )
if ( fUsePer < 3.0 )
fAmorCoeff = 1.0;
else if( fUsePer < 5.0 )
else if ( fUsePer < 5.0 )
fAmorCoeff = 1.5;
else if( fUsePer <= 6.0 )
else if ( fUsePer <= 6.0 )
fAmorCoeff = 2.0;
else
fAmorCoeff = 2.5;
......@@ -551,7 +675,7 @@ cAMORDEGRC.prototype.Calculate = function ( arg ) {
return this.value = new cNumber( fNRate )
}
}
cAMORDEGRC.prototype.getInfo = function () {
return {
name:this.name,
......@@ -583,7 +707,7 @@ cAMORLINC.prototype.Calculate = function ( arg ) {
salvage = arg[3],
period = arg[4],
rate = arg[5],
basis = arg[6] && !(arg[6] instanceof cEmpty) ? arg[6] : new cNumber(0);
basis = arg[6] && !(arg[6] instanceof cEmpty) ? arg[6] : new cNumber( 0 );
if ( cost instanceof cArea || cost instanceof cArea3D ) {
cost = cost.cross( arguments[1].first );
......@@ -665,11 +789,11 @@ cAMORLINC.prototype.Calculate = function ( arg ) {
var nNumOfFullPeriods = ( fCost - fRestVal - f0Rate) / fOneRate;
if( nPer == 0 )
if ( nPer == 0 )
return this.value = new cNumber( f0Rate );
else if( nPer <= nNumOfFullPeriods )
else if ( nPer <= nNumOfFullPeriods )
return this.value = new cNumber( fOneRate );
else if( nPer == nNumOfFullPeriods + 1 )
else if ( nPer == nNumOfFullPeriods + 1 )
return this.value = new cNumber( fCostDelta - fOneRate * nNumOfFullPeriods - f0Rate );
else
return this.value = new cNumber( 0.0 );
......@@ -683,34 +807,486 @@ cAMORLINC.prototype.getInfo = function () {
}
function cCOUPDAYBS() {
cBaseFunction.call( this, "COUPDAYBS" );
// cBaseFunction.call( this, "COUPDAYBS" );
this.name = "COUPDAYBS";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 3;
this.argumentsCurrent = 0;
this.argumentsMax = 4;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cCOUPDAYBS.prototype = Object.create( cBaseFunction.prototype )
cCOUPDAYBS.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
frequency = arg[2],
basis = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
if ( settlement.getValue() >= maturity.getValue() || basis.getValue() < 0 || basis.getValue() > 4 || ( frequency.getValue() != 1 && frequency.getValue() != 2 && frequency.getValue() != 4 ) )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement.getValue() ),
matur = Date.prototype.getDateFromExcel( maturity.getValue() );
return this.value = new cNumber( getcoupdaybs( settl, matur, frequency.getValue(), basis.getValue() ) );
}
cCOUPDAYBS.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , frequency [ , [ basis ] ] )"
};
}
function cCOUPDAYS() {
cBaseFunction.call( this, "COUPDAYS" );
// cBaseFunction.call( this, "COUPDAYS" );
this.name = "COUPDAYS";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 3;
this.argumentsCurrent = 0;
this.argumentsMax = 4;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cCOUPDAYS.prototype = Object.create( cBaseFunction.prototype )
cCOUPDAYS.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
frequency = arg[2],
basis = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
if ( settlement.getValue() >= maturity.getValue() || basis.getValue() < 0 || basis.getValue() > 4 || ( frequency.getValue() != 1 && frequency.getValue() != 2 && frequency.getValue() != 4 ) )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement.getValue() ),
matur = Date.prototype.getDateFromExcel( maturity.getValue() );
return this.value = new cNumber( getcoupdays( settl, matur, frequency.getValue(), basis.getValue() ) );
}
cCOUPDAYS.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , frequency [ , [ basis ] ] )"
};
}
function cCOUPDAYSNC() {
// cBaseFunction.call( this, "COUPDAYSNC" );
this.name = "COUPDAYSNC";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 3;
this.argumentsCurrent = 0;
this.argumentsMax = 4;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cCOUPDAYSNC.prototype = Object.create( cBaseFunction.prototype )
cCOUPDAYSNC.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
frequency = arg[2],
basis = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
if ( settlement.getValue() >= maturity.getValue() || basis.getValue() < 0 || basis.getValue() > 4 || ( frequency.getValue() != 1 && frequency.getValue() != 2 && frequency.getValue() != 4 ) )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement.getValue() ),
matur = Date.prototype.getDateFromExcel( maturity.getValue() );
frequency = frequency.getValue();
basis = basis.getValue();
return this.value = new cNumber( getcoupdaysnc( new Date( settl ), new Date( matur ), frequency, basis ) );
}
cCOUPDAYSNC.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , frequency [ , [ basis ] ] )"
};
}
function cCOUPNCD() {
// cBaseFunction.call( this, "COUPNCD" );
this.name = "COUPNCD";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 3;
this.argumentsCurrent = 0;
this.argumentsMax = 4;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cCOUPNCD.prototype = Object.create( cBaseFunction.prototype )
cCOUPNCD.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
frequency = arg[2],
basis = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
if ( settlement.getValue() >= maturity.getValue() || basis.getValue() < 0 || basis.getValue() > 4 || ( frequency.getValue() != 1 && frequency.getValue() != 2 && frequency.getValue() != 4 ) )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement.getValue() ),
matur = Date.prototype.getDateFromExcel( maturity.getValue() );
frequency = frequency.getValue();
basis = basis.getValue();
lcl_GetCoupncd( settl, matur, frequency );
this.value = new cNumber( matur.getExcelDate() );
this.value.numFormat = 14;
return this.value;
}
cCOUPNCD.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , frequency [ , [ basis ] ] )"
};
}
function cCOUPNUM() {
// cBaseFunction.call( this, "COUPNUM" );
this.name = "COUPNUM";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 3;
this.argumentsCurrent = 0;
this.argumentsMax = 4;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cCOUPNUM.prototype = Object.create( cBaseFunction.prototype )
cCOUPNUM.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
frequency = arg[2],
basis = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
if ( settlement.getValue() >= maturity.getValue() || basis.getValue() < 0 || basis.getValue() > 4 || ( frequency.getValue() != 1 && frequency.getValue() != 2 && frequency.getValue() != 4 ) )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement.getValue() ),
matur = Date.prototype.getDateFromExcel( maturity.getValue() );
frequency = frequency.getValue();
basis = basis.getValue();
var res = getcoupnum( settl, matur, frequency );
return this.value = new cNumber( res );
}
cCOUPNUM.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , frequency [ , [ basis ] ] )"
};
}
function cCOUPPCD() {
// cBaseFunction.call( this, "COUPPCD" );
this.name = "COUPPCD";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 3;
this.argumentsCurrent = 0;
this.argumentsMax = 4;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cCOUPPCD.prototype = Object.create( cBaseFunction.prototype )
cCOUPPCD.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
frequency = arg[2],
basis = arg[3] && !(arg[3] instanceof cEmpty) ? arg[3] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
if ( settlement.getValue() >= maturity.getValue() || basis.getValue() < 0 || basis.getValue() > 4 || ( frequency.getValue() != 1 && frequency.getValue() != 2 && frequency.getValue() != 4 ) )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement.getValue() ),
matur = Date.prototype.getDateFromExcel( maturity.getValue() );
frequency = frequency.getValue();
basis = basis.getValue();
function cCOUPDAYSNC() {
cBaseFunction.call( this, "COUPDAYSNC" );
}
cCOUPDAYSNC.prototype = Object.create( cBaseFunction.prototype )
lcl_GetCouppcd( settl, matur, frequency );
function cCOUPNCD() {
cBaseFunction.call( this, "COUPNCD" );
}
cCOUPNCD.prototype = Object.create( cBaseFunction.prototype )
this.value = new cNumber( matur.getExcelDate() );
this.value.numFormat = 14;
return this.value;
function cCOUPNUM() {
cBaseFunction.call( this, "COUPNUM" );
}
cCOUPNUM.prototype = Object.create( cBaseFunction.prototype )
function cCOUPPCD() {
cBaseFunction.call( this, "COUPPCD" );
cCOUPPCD.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , frequency [ , [ basis ] ] )"
};
}
cCOUPPCD.prototype = Object.create( cBaseFunction.prototype )
function cCUMIPMT() {
// cBaseFunction.call( this, "CUMIPMT" );
......@@ -801,22 +1377,20 @@ cCUMIPMT.prototype.Calculate = function ( arg ) {
nPayType = type.getValue(),
fRmz, fZinsZ = 0;
if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || fVal <= 0 || ( nPayType != 0 && nPayType != 1 ) )
if ( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || fVal <= 0 || ( nPayType != 0 && nPayType != 1 ) )
return this.value = new cError( cErrorType.not_numeric );
fRmz = GetRmz( fRate, nNumPeriods, fVal, 0, nPayType );
if( nStartPer == 1 )
{
if( nPayType <= 0 )
if ( nStartPer == 1 ) {
if ( nPayType <= 0 )
fZinsZ = -fVal;
nStartPer++;
}
for( var i = nStartPer ; i <= nEndPer ; i++ )
{
if( nPayType > 0 )
for ( var i = nStartPer; i <= nEndPer; i++ ) {
if ( nPayType > 0 )
fZinsZ += GetZw( fRate, i - 2, fRmz, fVal, 1 ) - fRmz;
else
fZinsZ += GetZw( fRate, i - 1, fRmz, fVal, 0 );
......@@ -856,8 +1430,8 @@ cCUMPRINC.prototype.Calculate = function ( arg ) {
nper = arg[1],
pv = arg[2],
startPeriod = arg[3],
endPeriod = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber(0 ),
type = arg[5] && !(arg[5] instanceof cEmpty) ? arg[5] : new cNumber(0);
endPeriod = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 0 ),
type = arg[5] && !(arg[5] instanceof cEmpty) ? arg[5] : new cNumber( 0 );
if ( rate instanceof cArea || rate instanceof cArea3D ) {
rate = rate.cross( arguments[1].first );
......@@ -923,7 +1497,7 @@ cCUMPRINC.prototype.Calculate = function ( arg ) {
nPayType = type.getValue(),
fRmz, fKapZ;
if( nStartPer < 1 || nEndPer < nStartPer || nEndPer < 1 || fRate <= 0 || nNumPeriods <= 0 || fVal <= 0 || ( nPayType != 0 && nPayType != 1 ) )
if ( nStartPer < 1 || nEndPer < nStartPer || nEndPer < 1 || fRate <= 0 || nNumPeriods <= 0 || fVal <= 0 || ( nPayType != 0 && nPayType != 1 ) )
return this.value = new cError( cErrorType.not_numeric );
fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
......@@ -933,9 +1507,8 @@ cCUMPRINC.prototype.Calculate = function ( arg ) {
var nStart = nStartPer;
var nEnd = nEndPer;
if( nStart == 1 )
{
if( nPayType <= 0 )
if ( nStart == 1 ) {
if ( nPayType <= 0 )
fKapZ = fRmz + fVal * fRate;
else
fKapZ = fRmz;
......@@ -943,9 +1516,8 @@ cCUMPRINC.prototype.Calculate = function ( arg ) {
nStart++;
}
for( var i = nStart ; i <= nEnd ; i++ )
{
if( nPayType > 0 )
for ( var i = nStart; i <= nEnd; i++ ) {
if ( nPayType > 0 )
fKapZ += fRmz - ( GetZw( fRate, i - 2, fRmz, fVal, 1 ) - fRmz ) * fRate;
else
fKapZ += fRmz - GetZw( fRate, i - 1, fRmz, fVal, 0 ) * fRate;
......@@ -993,7 +1565,7 @@ cDISC.prototype.Calculate = function ( arg ) {
maturity = arg[1],
pr = arg[2],
redemption = arg[3],
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber(0 );
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
......@@ -1042,10 +1614,10 @@ cDISC.prototype.Calculate = function ( arg ) {
if ( redemption instanceof cError ) return this.value = redemption;
if ( basis instanceof cError ) return this.value = basis;
if( settlement.getValue() >= maturity.getValue() || pr.getValue() <= 0 || redemption.getValue() <= 0 || basis.getValue() < 0 || basis.getValue() > 4 )
if ( settlement.getValue() >= maturity.getValue() || pr.getValue() <= 0 || redemption.getValue() <= 0 || basis.getValue() < 0 || basis.getValue() > 4 )
return this.value = new cError( cErrorType.not_numeric );
var res = ( 1.0 - pr.getValue() / redemption.getValue() ) / yearFrac( Date.prototype.getDateFromExcel(settlement.getValue()), Date.prototype.getDateFromExcel(maturity.getValue()), basis.getValue() )
var res = ( 1.0 - pr.getValue() / redemption.getValue() ) / yearFrac( Date.prototype.getDateFromExcel( settlement.getValue() ), Date.prototype.getDateFromExcel( maturity.getValue() ), basis.getValue() )
this.value = new cNumber( res );
this.value.numFormat = 9;
......@@ -1077,7 +1649,7 @@ function cDOLLARDE() {
}
cDOLLARDE.prototype = Object.create( cBaseFunction.prototype )
cDOLLARDE.prototype.Calculate = function ( arg ) {
var fractionalDollar = arg[0],
var fractionalDollar = arg[0],
fraction = arg[1];
if ( fractionalDollar instanceof cArea || fractionalDollar instanceof cArea3D ) {
......@@ -1103,12 +1675,12 @@ cDOLLARDE.prototype.Calculate = function ( arg ) {
fractionalDollar = fractionalDollar.getValue();
fraction = fraction.getValue();
if( fraction < 0 )
if ( fraction < 0 )
return this.value = new cError( cErrorType.not_numeric );
else if( fraction == 0 )
else if ( fraction == 0 )
return this.value = new cError( cErrorType.division_by_zero );
var fInt = Math.floor( fractionalDollar ), res = fractionalDollar - fInt;
var fInt = Math.floor( fractionalDollar ), res = fractionalDollar - fInt;
res /= fraction;
......@@ -1126,7 +1698,6 @@ cDOLLARDE.prototype.getInfo = function () {
};
}
function cDOLLARFR() {
// cBaseFunction.call( this, "DOLLARFR" );
......@@ -1145,7 +1716,7 @@ function cDOLLARFR() {
}
cDOLLARFR.prototype = Object.create( cBaseFunction.prototype )
cDOLLARFR.prototype.Calculate = function ( arg ) {
var decimalDollar = arg[0],
var decimalDollar = arg[0],
fraction = arg[1];
if ( decimalDollar instanceof cArea || decimalDollar instanceof cArea3D ) {
......@@ -1171,16 +1742,16 @@ cDOLLARFR.prototype.Calculate = function ( arg ) {
decimalDollar = decimalDollar.getValue();
fraction = fraction.getValue();
if( fraction < 0 )
if ( fraction < 0 )
return this.value = new cError( cErrorType.not_numeric );
else if( fraction == 0 )
else if ( fraction == 0 )
return this.value = new cError( cErrorType.division_by_zero );
var fInt = Math.floor( decimalDollar ), res = decimalDollar - fInt;
var fInt = Math.floor( decimalDollar ), res = decimalDollar - fInt;
res *= fraction;
res *= Math.pow( 10.0, - Math.ceil( Math.log( fraction ) / Math.log( 10 ) ) );
res *= Math.pow( 10.0, -Math.ceil( Math.log( fraction ) / Math.log( 10 ) ) );
res += fInt;
......@@ -1195,9 +1766,133 @@ cDOLLARFR.prototype.getInfo = function () {
}
function cDURATION() {
cBaseFunction.call( this, "DURATION" );
// cBaseFunction.call( this, "DURATION" );
this.name = "DURATION";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 5;
this.argumentsCurrent = 0;
this.argumentsMax = 6;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cDURATION.prototype = Object.create( cBaseFunction.prototype )
/*cDURATION.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
coupon = arg[2],
yld = arg[3],
frequency = arg[4],
basis = arg[5] && !(arg[5] instanceof cEmpty) ? arg[5] : new cNumber(0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( coupon instanceof cArea || coupon instanceof cArea3D ) {
coupon = coupon.cross( arguments[1].first );
}
else if ( coupon instanceof cArray ) {
coupon = coupon.getElementRowCol( 0, 0 );
}
if ( yld instanceof cArea || yld instanceof cArea3D ) {
yld = yld.cross( arguments[1].first );
}
else if ( yld instanceof cArray ) {
yld = yld.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
coupon = coupon.tocNumber();
yld = yld.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( coupon instanceof cError ) return this.value = coupon;
if ( yld instanceof cError ) return this.value = yld;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
if( settlement.getValue() >= maturity.getValue() ||
basis.getValue() < 0 || basis.getValue() > 4 ||
( frequency.getValue() != 1 && frequency.getValue() != 2 && frequency.getValue() != 4 ) ||
yld.getValue() < 0 || coupon.getValue < 0 )
return this.value = new cError( cErrorType.not_numeric );
settlement = settlement.getValue();
maturity = maturity.getValue();
coupon = coupon.getValue();
yld = yld.getValue();
frequency = frequency.getValue();
basis = basis.getValue();
var settl = Date.prototype.getDateFromExcel( settlement ),
matur = Date.prototype.getDateFromExcel( maturity );
var fYearfrac = yearFrac( settl, matur, basis ).getValue();
// var fYearfrac = diffDate2( settl, matur, basis ).getValue();
var fNumOfCoups = getcoupnum( settl, matur, frequency, basis );
var fDur = 0, f100 = 100;
coupon = coupon * f100 / frequency; // fCoup is used as cash flow
yld = yld / frequency + 1;
var nDiff = Math.round(fYearfrac * frequency - fNumOfCoups);
var t,p = 0;
for( t = 1 ; t < fNumOfCoups ; t++ ){
fDur += ( t + nDiff ) * ( coupon ) / Math.pow( yld, t + nDiff );
p += coupon / Math.pow( yld, t + nDiff );
}
fDur += ( fNumOfCoups + nDiff ) * ( coupon + f100 ) / Math.pow( yld, fNumOfCoups + nDiff );
p += ( coupon + f100 ) / Math.pow( yld, fNumOfCoups + nDiff );
fDur /= p;
fDur /= frequency;
return this.value = new cNumber( fDur );
}
cDURATION.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , coupon , yld , frequency [ , [ basis ] ] )"
};
}*/
function cEFFECT() {
// cBaseFunction.call( this, "EFFECT" );
......@@ -1240,11 +1935,11 @@ cEFFECT.prototype.Calculate = function ( arg ) {
if ( npery instanceof cError ) return this.value = npery;
var nr = nominalRate.getValue(), np = npery.getValue();
if( nominalRate.getValue() <= 0 || npery.getValue() < 1 ){
if ( nominalRate.getValue() <= 0 || npery.getValue() < 1 ) {
return this.value = new cError( cErrorType.not_numeric );
}
return this.value = new cNumber( Math.pow( (1 + nr/np), np ) - 1 );
return this.value = new cNumber( Math.pow( (1 + nr / np), np ) - 1 );
}
cEFFECT.prototype.getInfo = function () {
return {
......@@ -1372,16 +2067,16 @@ cFVSCHEDULE.prototype.Calculate = function ( arg ) {
}
if ( schedule instanceof cArea || schedule instanceof cArea3D ) {
schedule.foreach2( function(v){
schedule.foreach2( function ( v ) {
shedList.push( v.tocNumber() );
} )
}
else if ( schedule instanceof cArray ) {
schedule.foreach(function(v){
schedule.foreach( function ( v ) {
shedList.push( v.tocNumber() );
})
} )
}
else{
else {
shedList.push( schedule.tocNumber() )
}
......@@ -1391,11 +2086,11 @@ cFVSCHEDULE.prototype.Calculate = function ( arg ) {
var princ = principal.getValue();
for( var i = 0; i < shedList.length; i++){
if( shedList[i] instanceof cError ){
for ( var i = 0; i < shedList.length; i++ ) {
if ( shedList[i] instanceof cError ) {
return this.value = new cError( cErrorType.wrong_value_type );
}
else{
else {
princ *= 1 + shedList[i].getValue();
}
}
......@@ -1433,7 +2128,7 @@ cINTRATE.prototype.Calculate = function ( arg ) {
maturity = arg[1],
investment = arg[2],
redemption = arg[3],
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber(0 );
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
......@@ -1482,11 +2177,11 @@ cINTRATE.prototype.Calculate = function ( arg ) {
if ( redemption instanceof cError ) return this.value = redemption;
if ( basis instanceof cError ) return this.value = basis;
if( settlement.getValue() >= maturity.getValue() || investment.getValue() <= 0 || redemption.getValue() <= 0 || basis.getValue() < 0 || basis.getValue() > 4 )
if ( settlement.getValue() >= maturity.getValue() || investment.getValue() <= 0 || redemption.getValue() <= 0 || basis.getValue() < 0 || basis.getValue() > 4 )
return this.value = new cError( cErrorType.not_numeric );
var res = ( ( redemption.getValue() / investment.getValue() ) - 1 ) / yearFrac( Date.prototype.getDateFromExcel(settlement.getValue()), Date.prototype.getDateFromExcel(maturity.getValue()), basis.getValue() )
var res = ( ( redemption.getValue() / investment.getValue() ) - 1 ) / yearFrac( Date.prototype.getDateFromExcel( settlement.getValue() ), Date.prototype.getDateFromExcel( maturity.getValue() ), basis.getValue() )
this.value = new cNumber( res );
this.value.numFormat = 9;
......@@ -1523,22 +2218,22 @@ function cIRR() {
}
cIRR.prototype = Object.create( cBaseFunction.prototype )
cIRR.prototype.Calculate = function ( arg ) {
var arg0 = arg[0], arg1 = arg[1] ? arg[1] : new cNumber(0.1);
var arg0 = arg[0], arg1 = arg[1] ? arg[1] : new cNumber( 0.1 );
function irr(arr,x) {
function irr( arr, x ) {
x = x.getValue();
var nC = 0, g_Eps = 1e-7, fEps = 1.0, fZ = 0, fN = 0, xN = 0, nIM = 100, nMC = 0, arr0 = arr[0], arrI, wasNegative = false, wasPositive = false;
if( arr0 instanceof cError ){
if ( arr0 instanceof cError ) {
return new cError( cErrorType.not_available );
}
if( arr0.getValue() < 0 )
if ( arr0.getValue() < 0 )
wasNegative = true;
else if( arr0.getValue() > 0 )
else if ( arr0.getValue() > 0 )
wasPositive = true;
if( arr.length < 2 )
if ( arr.length < 2 )
return new cError( cErrorType.not_numeric );
while ( fEps > g_Eps && nMC < nIM ) {
......@@ -1549,16 +2244,16 @@ cIRR.prototype.Calculate = function ( arg ) {
fN += -nC * arr0.getValue() / Math.pow( 1 + x, nC + 1 );
nC++;
for ( var i = 1; i < arr.length; i++ ) {
if(arr[i] instanceof cError){
if ( arr[i] instanceof cError ) {
return new cError( cErrorType.not_available );
}
arrI = arr[i].getValue()
fZ += arrI / Math.pow( 1.0 + x, nC );
fN += -nC * arrI / Math.pow( 1 + x, nC + 1 );
if( arrI < 0 )
fZ += arrI / Math.pow( 1.0 + x, nC );
fN += -nC * arrI / Math.pow( 1 + x, nC + 1 );
if ( arrI < 0 )
wasNegative = true;
else if( arrI > 0 )
wasPositive = true ;
else if ( arrI > 0 )
wasPositive = true;
nC++
}
xN = x - fZ / fN;
......@@ -1567,32 +2262,33 @@ cIRR.prototype.Calculate = function ( arg ) {
x = xN;
}
if( !(wasNegative && wasPositive) )
if ( !(wasNegative && wasPositive) )
return new cError( cErrorType.not_numeric );
if (fEps < g_Eps)
if ( fEps < g_Eps )
return new cNumber( x );
else
return new cError( cErrorType.not_numeric );
}
var arr = []
if( arg0 instanceof cArray ){
arg0.foreach(function(v){
arr.push(v.tocNumber())
})
if ( arg0 instanceof cArray ) {
arg0.foreach( function ( v ) {
arr.push( v.tocNumber() )
} )
}
else if( arg0 instanceof cArea ){
arg0.foreach2(function(v){
arr.push(v.tocNumber())
})
else if ( arg0 instanceof cArea ) {
arg0.foreach2( function ( v ) {
arr.push( v.tocNumber() )
} )
}
arg1 = arg1.tocNumber();
if( arg1 instanceof cError ){
if ( arg1 instanceof cError ) {
return this.value = new cError( cErrorType.not_numeric );
}
this.value = irr(arr,arg1);
this.value = irr( arr, arg1 );
this.value.numFormat = 9;
return this.value;
......@@ -1725,7 +2421,7 @@ cNOMINAL.prototype.Calculate = function ( arg ) {
var eR = effectRate.getValue(),
np = npery.getValue(), res;
if( eR <= 0 || npery < 1 )
if ( eR <= 0 || npery < 1 )
return this.value = new cError( cErrorType.not_numeric );
this.value = new cNumber( ( Math.pow( eR + 1, 1 / np ) - 1 ) * np );
// this.value.numFormat = 9;
......@@ -2037,19 +2733,337 @@ function cPPMT() {
cPPMT.prototype = Object.create( cBaseFunction.prototype )
function cPRICE() {
cBaseFunction.call( this, "PRICE" );
// cBaseFunction.call( this, "PRICE" );
this.name = "PRICE";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 6;
this.argumentsCurrent = 0;
this.argumentsMax = 7;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cPRICE.prototype = Object.create( cBaseFunction.prototype )
cPRICE.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
rate = arg[2],
yld = arg[3],
redemption = arg[4],
frequency = arg[5],
basis = arg[6] && !(arg[6] instanceof cEmpty) ? arg[6] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( rate instanceof cArea || rate instanceof cArea3D ) {
rate = rate.cross( arguments[1].first );
}
else if ( rate instanceof cArray ) {
rate = rate.getElementRowCol( 0, 0 );
}
if ( yld instanceof cArea || yld instanceof cArea3D ) {
yld = yld.cross( arguments[1].first );
}
else if ( yld instanceof cArray ) {
yld = yld.getElementRowCol( 0, 0 );
}
if ( redemption instanceof cArea || redemption instanceof cArea3D ) {
redemption = redemption.cross( arguments[1].first );
}
else if ( redemption instanceof cArray ) {
redemption = redemption.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
rate = rate.tocNumber();
yld = yld.tocNumber();
redemption = redemption.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( rate instanceof cError ) return this.value = rate;
if ( yld instanceof cError ) return this.value = yld;
if ( redemption instanceof cError ) return this.value = redemption;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
settlement = settlement.getValue();
maturity = maturity.getValue();
rate = rate.getValue();
yld = yld.getValue();
redemption = redemption.getValue();
frequency = frequency.getValue();
basis = basis.getValue();
if ( settlement >= maturity ||
basis < 0 || basis > 4 ||
( frequency != 1 && frequency != 2 && frequency != 4 ) ||
rate < 0 || yld < 0 ||
redemption <= 0 )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement ),
matur = Date.prototype.getDateFromExcel( maturity );
return this.value = new cNumber( getprice( settl, matur, rate, yld, redemption, frequency, basis ) );
}
cPRICE.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , rate , yld , redemption , frequency [ , [ basis ] ] )"
};
}
function cPRICEDISC() {
cBaseFunction.call( this, "PRICEDISC" );
// cBaseFunction.call( this, "PRICEDISC" );
this.name = "PRICEDISC";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 4;
this.argumentsCurrent = 0;
this.argumentsMax = 5;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cPRICEDISC.prototype = Object.create( cBaseFunction.prototype )
cPRICEDISC.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
discount = arg[2],
redemption = arg[3],
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( discount instanceof cArea || discount instanceof cArea3D ) {
discount = discount.cross( arguments[1].first );
}
else if ( discount instanceof cArray ) {
discount = discount.getElementRowCol( 0, 0 );
}
if ( redemption instanceof cArea || redemption instanceof cArea3D ) {
redemption = redemption.cross( arguments[1].first );
}
else if ( redemption instanceof cArray ) {
redemption = redemption.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
discount = discount.tocNumber();
redemption = redemption.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( discount instanceof cError ) return this.value = discount;
if ( redemption instanceof cError ) return this.value = redemption;
if ( basis instanceof cError ) return this.value = basis;
settlement = settlement.getValue();
maturity = maturity.getValue();
discount = discount.getValue();
redemption = redemption.getValue();
basis = basis.getValue();
if ( settlement >= maturity ||
basis < 0 || basis > 4 ||
discount <= 0 || redemption <= 0 )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement ),
matur = Date.prototype.getDateFromExcel( maturity );
// var res = redemption * ( 1.0 - discount * diffDate( settl, matur, basis ) );
var res = redemption * ( 1.0 - discount * GetDiffDate( settl, matur, basis ) );
return this.value = new cNumber( res );
}
cPRICEDISC.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , discount , redemption [ , [ basis ] ] )"
};
}
function cPRICEMAT() {
cBaseFunction.call( this, "PRICEMAT" );
// cBaseFunction.call( this, "PRICEMAT" );
this.name = "PRICEMAT";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 5;
this.argumentsCurrent = 0;
this.argumentsMax = 6;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cPRICEMAT.prototype = Object.create( cBaseFunction.prototype )
cPRICEMAT.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
issue = arg[2],
rate = arg[3],
yld = arg[4],
basis = arg[5] && !(arg[5] instanceof cEmpty) ? arg[5] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( issue instanceof cArea || issue instanceof cArea3D ) {
issue = issue.cross( arguments[1].first );
}
else if ( issue instanceof cArray ) {
issue = issue.getElementRowCol( 0, 0 );
}
if ( rate instanceof cArea || rate instanceof cArea3D ) {
rate = rate.cross( arguments[1].first );
}
else if ( rate instanceof cArray ) {
rate = rate.getElementRowCol( 0, 0 );
}
if ( yld instanceof cArea || yld instanceof cArea3D ) {
yld = yld.cross( arguments[1].first );
}
else if ( yld instanceof cArray ) {
yld = yld.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
issue = issue.tocNumber();
rate = rate.tocNumber();
yld = yld.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( issue instanceof cError ) return this.value = issue;
if ( rate instanceof cError ) return this.value = rate;
if ( yld instanceof cError ) return this.value = yld;
if ( basis instanceof cError ) return this.value = basis;
settlement = settlement.getValue();
maturity = maturity.getValue();
issue = issue.getValue();
rate = rate.getValue();
yld = yld.getValue();
basis = basis.getValue();
if ( settlement >= maturity ||
basis < 0 || basis > 4 ||
rate <= 0 || yld <= 0 )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement ),
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 res = 1.0 + fIssMat * rate;
res /= 1.0 + fSetMat * yld;
res -= fIssSet * rate;
res *= 100.0;
return this.value = new cNumber( res );
}
cPRICEMAT.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , discount , redemption [ , [ basis ] ] )"
};
}
function cPV() {
// cBaseFunction.call( this, "PV" );
......@@ -2221,8 +3235,8 @@ cRATE.prototype.Calculate = function ( arg ) {
var guess = {fGuess:quess.getValue()};
var bValid = RateIteration(nper.getValue(), pmt.getValue(), pv.getValue(), fv.getValue(), type.getValue(), guess);
if (!bValid)
var bValid = RateIteration( nper.getValue(), pmt.getValue(), pv.getValue(), fv.getValue(), type.getValue(), guess );
if ( !bValid )
return this.value = new cError( cErrorType.wrong_value_type );
this.value = new cNumber( guess.fGuess );
......@@ -2258,7 +3272,7 @@ cRECEIVED.prototype.Calculate = function ( arg ) {
maturity = arg[1],
investment = arg[2],
discount = arg[3],
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber(0 );
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
......@@ -2307,10 +3321,10 @@ cRECEIVED.prototype.Calculate = function ( arg ) {
if ( discount instanceof cError ) return this.value = discount;
if ( basis instanceof cError ) return this.value = basis;
if( settlement.getValue() >= maturity.getValue() || investment.getValue() <= 0 || discount.getValue() <= 0 || basis.getValue() < 0 || basis.getValue() > 4 )
if ( settlement.getValue() >= maturity.getValue() || investment.getValue() <= 0 || discount.getValue() <= 0 || basis.getValue() < 0 || basis.getValue() > 4 )
return this.value = new cError( cErrorType.not_numeric );
var res = investment.getValue() / ( 1 - ( discount.getValue() * yearFrac( Date.prototype.getDateFromExcel(settlement.getValue()), Date.prototype.getDateFromExcel(maturity.getValue()), basis.getValue() ) ) )
var res = investment.getValue() / ( 1 - ( discount.getValue() * yearFrac( Date.prototype.getDateFromExcel( settlement.getValue() ), Date.prototype.getDateFromExcel( maturity.getValue() ), basis.getValue() ) ) )
this.value = new cNumber( res );
// this.value.numFormat = 9;
......@@ -2388,14 +3402,14 @@ cTBILLEQ.prototype.Calculate = function ( arg ) {
var nMat = maturity.getValue();
nMat++;
var d1 = Date.prototype.getDateFromExcel(settlement.getValue())
var d2 = Date.prototype.getDateFromExcel(nMat)
var d1 = Date.prototype.getDateFromExcel( settlement.getValue() )
var d2 = Date.prototype.getDateFromExcel( nMat )
var date1 = d1.getDate(), month1 = d1.getMonth(), year1 = d1.getFullYear(),
date2 = d2.getDate(), month2 = d2.getMonth(), year2 = d2.getFullYear();
var nDiff = GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, true )
if( settlement.getValue() >= maturity.getValue() || discount.getValue() <= 0 || nDiff > 360 )
if ( settlement.getValue() >= maturity.getValue() || discount.getValue() <= 0 || nDiff > 360 )
return this.value = new cError( cErrorType.not_numeric );
var res = ( 365 * discount.getValue() ) / ( 360 - ( discount.getValue() * nDiff ) );
......@@ -2466,17 +3480,17 @@ cTBILLPRICE.prototype.Calculate = function ( arg ) {
var nMat = maturity.getValue();
nMat++;
var d1 = Date.prototype.getDateFromExcel(settlement.getValue())
var d2 = Date.prototype.getDateFromExcel(nMat)
var d1 = Date.prototype.getDateFromExcel( settlement.getValue() )
var d2 = Date.prototype.getDateFromExcel( nMat )
var fFraction = yearFrac(d1, d2, 0);
var fFraction = yearFrac( d1, d2, 0 );
if( fFraction - Math.floor( fFraction ) == 0 )
if ( fFraction - Math.floor( fFraction ) == 0 )
return this.value = new cError( cErrorType.not_numeric )
var res = 100 * ( 1 - discount.getValue() * fFraction );
if( settlement.getValue() >= maturity.getValue() || discount.getValue() <= 0 )
if ( settlement.getValue() >= maturity.getValue() || discount.getValue() <= 0 )
return this.value = new cError( cErrorType.not_numeric );
this.value = new cNumber( res );
......@@ -2542,19 +3556,19 @@ cTBILLYIELD.prototype.Calculate = function ( arg ) {
if ( maturity instanceof cError ) return this.value = maturity;
if ( pr instanceof cError ) return this.value = pr;
var d1 = Date.prototype.getDateFromExcel(settlement.getValue())
var d2 = Date.prototype.getDateFromExcel(maturity.getValue())
var d1 = Date.prototype.getDateFromExcel( settlement.getValue() )
var d2 = Date.prototype.getDateFromExcel( maturity.getValue() )
var date1 = d1.getDate(), month1 = d1.getMonth(), year1 = d1.getFullYear(),
date2 = d2.getDate(), month2 = d2.getMonth(), year2 = d2.getFullYear();
var nDiff = GetDiffDate360( date1, month1, year1, d1.isLeapYear(), date2, month2, year2, true )
nDiff++;
if( settlement.getValue() >= maturity.getValue() || pr.getValue() <= 0 || nDiff > 360 )
if ( settlement.getValue() >= maturity.getValue() || pr.getValue() <= 0 || nDiff > 360 )
return this.value = new cError( cErrorType.not_numeric );
pr = pr.getValue();
var res =( ( 100 - pr ) / pr) * (360 / nDiff);
var res = ( ( 100 - pr ) / pr) * (360 / nDiff);
this.value = new cNumber( res );
this.value.numFormat = 9;
......@@ -2593,7 +3607,7 @@ cXIRR.prototype = Object.create( cBaseFunction.prototype )
cXIRR.prototype.Calculate = function ( arg ) {
var arg0 = arg[0], arg1 = arg[1], arg2 = arg[2] ? arg[2] : new cNumber( 0.1 );
function lcl_sca_XirrResult( rValues, rDates, fRate ){
function lcl_sca_XirrResult( rValues, rDates, fRate ) {
/* V_0 ... V_n = input values.
D_0 ... D_n = input dates.
R = input interest rate.
......@@ -2608,12 +3622,12 @@ cXIRR.prototype.Calculate = function ( arg ) {
var D_0 = rDates[0];
var r = fRate + 1.0;
var fResult = rValues[0];
for( var i = 1, nCount = rValues.length; i < nCount; ++i )
for ( var i = 1, nCount = rValues.length; i < nCount; ++i )
fResult += rValues[i] / Math.pow( r, (rDates[i] - D_0) / 365.0 );
return fResult;
}
function lcl_sca_XirrResult_Deriv1( rValues, rDates, fRate ){
function lcl_sca_XirrResult_Deriv1( rValues, rDates, fRate ) {
/* V_0 ... V_n = input values.
D_0 ... D_n = input dates.
R = input interest rate.
......@@ -2632,41 +3646,40 @@ cXIRR.prototype.Calculate = function ( arg ) {
var D_0 = rDates[0];
var r = fRate + 1.0;
var fResult = 0.0;
for( var i = 1, nCount = rValues.length; i < nCount; ++i )
{
for ( var i = 1, nCount = rValues.length; i < nCount; ++i ) {
var E_i = (rDates[i] - D_0) / 365.0;
fResult -= E_i * rValues[i] / Math.pow( r, E_i + 1.0 );
}
return fResult;
}
function xirr( valueArray, dateArray, rate ){
function xirr( valueArray, dateArray, rate ) {
var res = 0, vaTmp, daTmp;
var nC = 0, g_Eps = 1e-7, fEps = 1.0, fZ = 0, fN = 0, xN = 0, nIM = 100, nMC = 0, arr0 = valueArray[0], arr1 = dateArray[0], arrI, wasNegative = false, wasPositive = false;
if( arr0 instanceof cError ){
if ( arr0 instanceof cError ) {
return new cError( cErrorType.not_available );
}
if( arr1 instanceof cError ){
if ( arr1 instanceof cError ) {
return new cError( cErrorType.not_available );
}
if( valueArray.length < 2 || (dateArray.length != valueArray.length) )
if ( valueArray.length < 2 || (dateArray.length != valueArray.length) )
return new cError( cErrorType.not_numeric );
var fResultRate = rate.getValue()
if( fResultRate <= -1 )
if ( fResultRate <= -1 )
return new cError( cErrorType.not_numeric );
var fMaxEps = 1e-10, nMaxIter = 50;
for( var i = 0; i < dateArray.length; i++ ){
for ( var i = 0; i < dateArray.length; i++ ) {
dateArray[i] = dateArray[i].tocNumber();
valueArray[i] = valueArray[i].tocNumber();
if( dateArray[i] instanceof cError || valueArray[i] instanceof cError )
if ( dateArray[i] instanceof cError || valueArray[i] instanceof cError )
return new cError( cErrorType.not_numeric );
dateArray[i] = dateArray[i].getValue();
valueArray[i] = valueArray[i].getValue();
......@@ -2682,9 +3695,9 @@ cXIRR.prototype.Calculate = function ( arg ) {
fResultRate = fNewRate;
bContLoop = (fRateEps > fMaxEps) && (Math.abs( fResultValue ) > fMaxEps);
}
while( bContLoop && (++nIter < nMaxIter) );
while ( bContLoop && (++nIter < nMaxIter) );
if( bContLoop )
if ( bContLoop )
return new cError( cErrorType.not_numeric );
return new cNumber( fResultRate );
......@@ -2693,52 +3706,52 @@ cXIRR.prototype.Calculate = function ( arg ) {
var dateArray = [], valueArray = [];
if( arg0 instanceof cArea ){
arg0.foreach2(function(c){
if ( arg0 instanceof cArea ) {
arg0.foreach2( function ( c ) {
valueArray.push( c.tocNumber() );
})
} )
}
else if( arg0 instanceof cArray ){
arg0.foreach(function(c){
else if ( arg0 instanceof cArray ) {
arg0.foreach( function ( c ) {
valueArray.push( c.tocNumber() );
})
} )
}
else if( arg0 instanceof cArea3D ){
if( arg0.wsFrom == arg0.wsTo ){
else if ( arg0 instanceof cArea3D ) {
if ( arg0.wsFrom == arg0.wsTo ) {
valueArray = arg0.getMatrix()[0];
}
else
return this.value = new cError( cErrorType.wrong_value_type );
}
else{
else {
arg0 = arg0.tocNumber();
if( arg1 instanceof cError ){
if ( arg1 instanceof cError ) {
return this.value = new cError( cErrorType.not_numeric )
}
else
valueArray[0] = arg0;
}
if( arg1 instanceof cArea ){
arg1.foreach2(function(c){
if ( arg1 instanceof cArea ) {
arg1.foreach2( function ( c ) {
dateArray.push( c.tocNumber() );
})
} )
}
else if( arg1 instanceof cArray ){
arg1.foreach(function(c){
else if ( arg1 instanceof cArray ) {
arg1.foreach( function ( c ) {
dateArray.push( c.tocNumber() );
})
} )
}
else if( arg1 instanceof cArea3D ){
if( arg1.wsFrom == arg1.wsTo ){
else if ( arg1 instanceof cArea3D ) {
if ( arg1.wsFrom == arg1.wsTo ) {
dateArray = arg1.getMatrix()[0];
}
else
return this.value = new cError( cErrorType.wrong_value_type );
}
else{
else {
arg1 = arg1.tocNumber();
if( arg1 instanceof cError ){
if ( arg1 instanceof cError ) {
return this.value = new cError( cErrorType.not_numeric )
}
else
......@@ -2752,10 +3765,10 @@ cXIRR.prototype.Calculate = function ( arg ) {
arg2 = arg2.tocNumber();
if ( arg2 instanceof cArray ) {
arg2 = arg2.getElement(0);
arg2 = arg2.getElement( 0 );
}
if ( arg2 instanceof cError ){
if ( arg2 instanceof cError ) {
return this.value = arg2;
}
......@@ -2791,24 +3804,24 @@ cXNPV.prototype = Object.create( cBaseFunction.prototype )
cXNPV.prototype.Calculate = function ( arg ) {
var arg0 = arg[0], arg1 = arg[1], arg2 = arg[2];
function xnpv( rate, valueArray, dateArray ){
function xnpv( rate, valueArray, dateArray ) {
var res = 0, vaTmp, daTmp, r = rate.getValue()
if( dateArray.length != valueArray.length )
if ( dateArray.length != valueArray.length )
return new cError( cErrorType.not_numeric );
d1 = dateArray[0].tocNumber();
for( var i = 0; i < dateArray.length; i++ ){
for ( var i = 0; i < dateArray.length; i++ ) {
vaTmp = valueArray[i].tocNumber();
daTmp = dateArray[i].tocNumber();
if( vaTmp instanceof cError || daTmp instanceof cError )
if ( vaTmp instanceof cError || daTmp instanceof cError )
return new cError( cErrorType.not_numeric );
res += valueArray[i].getValue() / ( Math.pow( ( 1 + r ), ( dateArray[i].getValue()-d1.getValue() ) / 365 ) )
res += valueArray[i].getValue() / ( Math.pow( ( 1 + r ), ( dateArray[i].getValue() - d1.getValue() ) / 365 ) )
}
return new cNumber(res);
return new cNumber( res );
}
if ( arg0 instanceof cArea || arg0 instanceof cArea3D ) {
......@@ -2818,62 +3831,70 @@ cXNPV.prototype.Calculate = function ( arg ) {
arg0 = arg0.tocNumber();
if ( arg0 instanceof cArray ) {
arg0 = arg0.getElement(0);
arg0 = arg0.getElement( 0 );
}
if ( arg0 instanceof cError ){
if ( arg0 instanceof cError ) {
return this.value = arg0;
}
var dateArray = [], valueArray = [];
if( arg1 instanceof cArea ){
arg1.foreach2(function(c){valueArray.push(c)})
if ( arg1 instanceof cArea ) {
arg1.foreach2( function ( c ) {
valueArray.push( c )
} )
// valueArray = arg1.getMatrix();
}
else if( arg1 instanceof cArray ){
arg1.foreach(function(c){valueArray.push(c)})
else if ( arg1 instanceof cArray ) {
arg1.foreach( function ( c ) {
valueArray.push( c )
} )
}
else if( arg1 instanceof cArea3D ){
if( arg1.wsFrom == arg1.wsTo ){
else if ( arg1 instanceof cArea3D ) {
if ( arg1.wsFrom == arg1.wsTo ) {
valueArray = arg1.getMatrix()[0];
}
else
return this.value = new cError( cErrorType.wrong_value_type );
}
else{
else {
arg1 = arg1.tocNumber();
if( arg1 instanceof cError ){
if ( arg1 instanceof cError ) {
return this.value = new cError( cErrorType.not_numeric )
}
else
valueArray[0] = arg1;
}
if( arg2 instanceof cArea ){
arg2.foreach2(function(c){dateArray.push(c)})
if ( arg2 instanceof cArea ) {
arg2.foreach2( function ( c ) {
dateArray.push( c )
} )
// dateArray = arg2.getMatrix();
}
else if( arg2 instanceof cArray ){
else if ( arg2 instanceof cArray ) {
// dateArray = arg2.getMatrix();
arg2.foreach(function(c){dateArray.push(c)})
arg2.foreach( function ( c ) {
dateArray.push( c )
} )
}
else if( arg2 instanceof cArea3D ){
if( arg2.wsFrom == arg2.wsTo ){
else if ( arg2 instanceof cArea3D ) {
if ( arg2.wsFrom == arg2.wsTo ) {
dateArray = arg2.getMatrix()[0];
}
else
return this.value = new cError( cErrorType.wrong_value_type );
}
else{
else {
arg2 = arg2.tocNumber();
if( arg2 instanceof cError ){
if ( arg2 instanceof cError ) {
return this.value = new cError( cErrorType.not_numeric )
}
else
dateArray[0] = arg2;
}
return this.value = xnpv(arg0, valueArray, dateArray);
return this.value = xnpv( arg0, valueArray, dateArray );
}
cXNPV.prototype.getInfo = function () {
......@@ -2884,16 +3905,333 @@ cXNPV.prototype.getInfo = function () {
}
function cYIELD() {
cBaseFunction.call( this, "YIELD" );
// cBaseFunction.call( this, "YIELD" );
this.name = "YIELD";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 6;
this.argumentsCurrent = 0;
this.argumentsMax = 7;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cYIELD.prototype = Object.create( cBaseFunction.prototype )
cYIELD.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
rate = arg[2],
pr = arg[3],
redemption = arg[4],
frequency = arg[5],
basis = arg[6] && !(arg[6] instanceof cEmpty) ? arg[6] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( rate instanceof cArea || rate instanceof cArea3D ) {
rate = rate.cross( arguments[1].first );
}
else if ( rate instanceof cArray ) {
rate = rate.getElementRowCol( 0, 0 );
}
if ( pr instanceof cArea || pr instanceof cArea3D ) {
pr = pr.cross( arguments[1].first );
}
else if ( pr instanceof cArray ) {
pr = pr.getElementRowCol( 0, 0 );
}
if ( redemption instanceof cArea || redemption instanceof cArea3D ) {
redemption = redemption.cross( arguments[1].first );
}
else if ( redemption instanceof cArray ) {
redemption = redemption.getElementRowCol( 0, 0 );
}
if ( frequency instanceof cArea || frequency instanceof cArea3D ) {
frequency = frequency.cross( arguments[1].first );
}
else if ( frequency instanceof cArray ) {
frequency = frequency.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
rate = rate.tocNumber();
pr = pr.tocNumber();
redemption = redemption.tocNumber();
frequency = frequency.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( rate instanceof cError ) return this.value = rate;
if ( pr instanceof cError ) return this.value = pr;
if ( redemption instanceof cError ) return this.value = redemption;
if ( frequency instanceof cError ) return this.value = frequency;
if ( basis instanceof cError ) return this.value = basis;
settlement = settlement.getValue();
maturity = maturity.getValue();
rate = rate.getValue();
pr = pr.getValue();
redemption = redemption.getValue();
frequency = frequency.getValue();
basis = basis.getValue();
if ( settlement >= maturity ||
basis < 0 || basis > 4 ||
( frequency != 1 && frequency != 2 && frequency != 4 ) ||
rate < 0 ||
pr <= 0 || redemption <= 0 )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement ),
matur = Date.prototype.getDateFromExcel( maturity );
this.value = new cNumber( getYield( settl, matur, rate, pr, redemption, frequency, basis ) );
// this.value.numFormat = 9;
return this.value;
}
cYIELD.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , rate , pr , redemption , frequency [ , [ basis ] ] )"
};
}
function cYIELDDISC() {
cBaseFunction.call( this, "YIELDDISC" );
// cBaseFunction.call( this, "YIELDDISC" );
this.name = "YIELDDISC";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 4;
this.argumentsCurrent = 0;
this.argumentsMax = 5;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cYIELDDISC.prototype = Object.create( cBaseFunction.prototype )
cYIELDDISC.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
pr = arg[2],
redemption = arg[3],
basis = arg[4] && !(arg[4] instanceof cEmpty) ? arg[4] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( pr instanceof cArea || pr instanceof cArea3D ) {
pr = pr.cross( arguments[1].first );
}
else if ( pr instanceof cArray ) {
pr = pr.getElementRowCol( 0, 0 );
}
if ( redemption instanceof cArea || redemption instanceof cArea3D ) {
redemption = redemption.cross( arguments[1].first );
}
else if ( redemption instanceof cArray ) {
redemption = redemption.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
pr = pr.tocNumber();
redemption = redemption.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( pr instanceof cError ) return this.value = pr;
if ( redemption instanceof cError ) return this.value = redemption;
if ( basis instanceof cError ) return this.value = basis;
settlement = settlement.getValue();
maturity = maturity.getValue();
pr = pr.getValue();
redemption = redemption.getValue();
basis = basis.getValue();
if ( settlement >= maturity ||
basis < 0 || basis > 4 ||
pr <= 0 || redemption <= 0 )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement ),
matur = Date.prototype.getDateFromExcel( maturity );
var fRet = ( redemption / pr ) - 1.0;
fRet /= yearFrac( settl, matur, basis );
this.value = new cNumber( fRet );
this.value.numFormat = 10;
return this.value;
}
cYIELDDISC.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , pr , redemption , [ , [ basis ] ] )"
};
}
function cYIELDMAT() {
cBaseFunction.call( this, "YIELDMAT" );
// cBaseFunction.call( this, "YIELDMAT" );
this.name = "YIELDMAT";
this.type = cElementType.func;
this.value = null;
this.argumentsMin = 5;
this.argumentsCurrent = 0;
this.argumentsMax = 6;
this.formatType = {
def:-1, //подразумевается формат первой ячейки входящей в формулу.
noneFormat:-2
};
this.numFormat = this.formatType.noneFormat;
}
cYIELDMAT.prototype = Object.create( cBaseFunction.prototype )
cYIELDMAT.prototype.Calculate = function ( arg ) {
var settlement = arg[0],
maturity = arg[1],
issue = arg[2],
rate = arg[3],
pr = arg[4],
basis = arg[5] && !(arg[5] instanceof cEmpty) ? arg[5] : new cNumber( 0 );
if ( settlement instanceof cArea || settlement instanceof cArea3D ) {
settlement = settlement.cross( arguments[1].first );
}
else if ( settlement instanceof cArray ) {
settlement = settlement.getElementRowCol( 0, 0 );
}
if ( maturity instanceof cArea || maturity instanceof cArea3D ) {
maturity = maturity.cross( arguments[1].first );
}
else if ( maturity instanceof cArray ) {
maturity = maturity.getElementRowCol( 0, 0 );
}
if ( issue instanceof cArea || issue instanceof cArea3D ) {
issue = issue.cross( arguments[1].first );
}
else if ( issue instanceof cArray ) {
issue = issue.getElementRowCol( 0, 0 );
}
if ( rate instanceof cArea || rate instanceof cArea3D ) {
rate = rate.cross( arguments[1].first );
}
else if ( rate instanceof cArray ) {
rate = rate.getElementRowCol( 0, 0 );
}
if ( pr instanceof cArea || pr instanceof cArea3D ) {
pr = pr.cross( arguments[1].first );
}
else if ( pr instanceof cArray ) {
pr = pr.getElementRowCol( 0, 0 );
}
if ( basis instanceof cArea || basis instanceof cArea3D ) {
basis = basis.cross( arguments[1].first );
}
else if ( basis instanceof cArray ) {
basis = basis.getElementRowCol( 0, 0 );
}
settlement = settlement.tocNumber();
maturity = maturity.tocNumber();
issue = issue.tocNumber();
rate = rate.tocNumber();
pr = pr.tocNumber();
basis = basis.tocNumber();
if ( settlement instanceof cError ) return this.value = settlement;
if ( maturity instanceof cError ) return this.value = maturity;
if ( issue instanceof cError ) return this.value = issue;
if ( rate instanceof cError ) return this.value = rate;
if ( pr instanceof cError ) return this.value = pr;
if ( basis instanceof cError ) return this.value = basis;
settlement = settlement.getValue();
maturity = maturity.getValue();
issue = issue.getValue();
rate = rate.getValue();
pr = pr.getValue();
basis = basis.getValue();
if ( settlement >= maturity ||
basis < 0 || basis > 4 ||
pr <= 0 || rate <= 0 )
return this.value = new cError( cErrorType.not_numeric );
var settl = Date.prototype.getDateFromExcel( settlement ),
matur = Date.prototype.getDateFromExcel( maturity ),
iss = Date.prototype.getDateFromExcel( issue );
var fRet = getyieldmat( settl, matur, iss, rate, pr, basis )
this.value = new cNumber( fRet );
this.value.numFormat = 10;
return this.value;
}
cYIELDMAT.prototype.getInfo = function () {
return {
name:this.name,
args:"( settlement , maturity , issue , rate , pr [ , [ basis ] ] )"
};
}
\ No newline at end of file
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