Line data Source code
1 : /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 : /*
3 : * This file is part of the LibreOffice project.
4 : *
5 : * This Source Code Form is subject to the terms of the Mozilla Public
6 : * License, v. 2.0. If a copy of the MPL was not distributed with this
7 : * file, You can obtain one at http://mozilla.org/MPL/2.0/.
8 : *
9 : * This file incorporates work covered by the following license notice:
10 : *
11 : * Licensed to the Apache Software Foundation (ASF) under one or more
12 : * contributor license agreements. See the NOTICE file distributed
13 : * with this work for additional information regarding copyright
14 : * ownership. The ASF licenses this file to you under the Apache
15 : * License, Version 2.0 (the "License"); you may not use this file
16 : * except in compliance with the License. You may obtain a copy of
17 : * the License at http://www.apache.org/licenses/LICENSE-2.0 .
18 : */
19 :
20 : #include "analysis.hxx"
21 : #include "analysishelper.hxx"
22 : #include <rtl/math.hxx>
23 :
24 :
25 0 : double SAL_CALL AnalysisAddIn::getAmordegrc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
26 : double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
27 : double fPer, double fRate, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
28 : {
29 0 : if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
30 0 : throw css::lang::IllegalArgumentException();
31 :
32 0 : double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
33 0 : RETURN_FINITE( fRet );
34 : }
35 :
36 :
37 0 : double SAL_CALL AnalysisAddIn::getAmorlinc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
38 : double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
39 : double fPer, double fRate, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
40 : {
41 0 : if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
42 0 : throw css::lang::IllegalArgumentException();
43 :
44 0 : double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
45 0 : RETURN_FINITE( fRet );
46 : }
47 :
48 :
49 0 : double SAL_CALL AnalysisAddIn::getAccrint( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
50 : sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate,
51 : const css::uno::Any &rVal, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
52 : {
53 0 : double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
54 :
55 0 : if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle )
56 0 : throw css::lang::IllegalArgumentException();
57 :
58 0 : double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
59 0 : RETURN_FINITE( fRet );
60 : }
61 :
62 :
63 0 : double SAL_CALL AnalysisAddIn::getAccrintm( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
64 : sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const css::uno::Any& rVal, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
65 : {
66 0 : double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
67 :
68 0 : if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle )
69 0 : throw css::lang::IllegalArgumentException();
70 :
71 0 : double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
72 0 : RETURN_FINITE( fRet );
73 : }
74 :
75 :
76 0 : double SAL_CALL AnalysisAddIn::getReceived( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
77 : sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
78 : {
79 0 : if( fInvest <= 0.0 || fDisc <= 0.0 )
80 0 : throw css::lang::IllegalArgumentException();
81 :
82 0 : double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) );
83 0 : RETURN_FINITE( fRet );
84 : }
85 :
86 :
87 0 : double SAL_CALL AnalysisAddIn::getDisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
88 : sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
89 : {
90 0 : if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
91 0 : throw css::lang::IllegalArgumentException();
92 0 : double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) );
93 0 : RETURN_FINITE( fRet );
94 : }
95 :
96 :
97 0 : double SAL_CALL AnalysisAddIn::getDuration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
98 : sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
99 : throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
100 : {
101 0 : if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat )
102 0 : throw css::lang::IllegalArgumentException();
103 :
104 0 : double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
105 0 : RETURN_FINITE( fRet );
106 : }
107 :
108 :
109 0 : double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
110 : {
111 0 : if( nPeriods < 1 || fNominal <= 0.0 )
112 0 : throw css::lang::IllegalArgumentException();
113 :
114 0 : double fPeriods = nPeriods;
115 :
116 0 : double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0;
117 0 : RETURN_FINITE( fRet );
118 : }
119 :
120 :
121 0 : double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal,
122 : sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
123 : {
124 : double fRmz, fKapZ;
125 :
126 0 : if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 ||
127 0 : fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
128 0 : throw css::lang::IllegalArgumentException();
129 :
130 0 : fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
131 :
132 0 : fKapZ = 0.0;
133 :
134 0 : sal_uInt32 nStart = sal_uInt32( nStartPer );
135 0 : sal_uInt32 nEnd = sal_uInt32( nEndPer );
136 :
137 0 : if( nStart == 1 )
138 : {
139 0 : if( nPayType <= 0 )
140 0 : fKapZ = fRmz + fVal * fRate;
141 : else
142 0 : fKapZ = fRmz;
143 :
144 0 : nStart++;
145 : }
146 :
147 0 : for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
148 : {
149 0 : if( nPayType > 0 )
150 0 : fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate;
151 : else
152 0 : fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate;
153 : }
154 :
155 0 : RETURN_FINITE( fKapZ );
156 : }
157 :
158 :
159 0 : double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal,
160 : sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
161 : {
162 : double fRmz, fZinsZ;
163 :
164 0 : if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 ||
165 0 : fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
166 0 : throw css::lang::IllegalArgumentException();
167 :
168 0 : fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
169 :
170 0 : fZinsZ = 0.0;
171 :
172 0 : sal_uInt32 nStart = sal_uInt32( nStartPer );
173 0 : sal_uInt32 nEnd = sal_uInt32( nEndPer );
174 :
175 0 : if( nStart == 1 )
176 : {
177 0 : if( nPayType <= 0 )
178 0 : fZinsZ = -fVal;
179 :
180 0 : nStart++;
181 : }
182 :
183 0 : for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
184 : {
185 0 : if( nPayType > 0 )
186 0 : fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz;
187 : else
188 0 : fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 );
189 : }
190 :
191 0 : fZinsZ *= fRate;
192 :
193 0 : RETURN_FINITE( fZinsZ );
194 : }
195 :
196 :
197 0 : double SAL_CALL AnalysisAddIn::getPrice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
198 : sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq,
199 : const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
200 : {
201 0 : if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
202 0 : throw css::lang::IllegalArgumentException();
203 :
204 0 : double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
205 0 : RETURN_FINITE( fRet );
206 : }
207 :
208 :
209 0 : double SAL_CALL AnalysisAddIn::getPricedisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
210 : sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
211 : {
212 0 : if( fDisc <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
213 0 : throw css::lang::IllegalArgumentException();
214 :
215 0 : double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) );
216 0 : RETURN_FINITE( fRet );
217 : }
218 :
219 :
220 0 : double SAL_CALL AnalysisAddIn::getPricemat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
221 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const css::uno::Any& rOB )
222 : throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
223 : {
224 0 : if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat )
225 0 : throw css::lang::IllegalArgumentException();
226 :
227 0 : sal_Int32 nNullDate = GetNullDate( xOpt );
228 0 : sal_Int32 nBase = getDateMode( xOpt, rOB );
229 :
230 0 : double fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase );
231 0 : double fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase );
232 0 : double fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase );
233 :
234 0 : double fRet = 1.0 + fIssMat * fRate;
235 0 : fRet /= 1.0 + fSetMat * fYield;
236 0 : fRet -= fIssSet * fRate;
237 0 : fRet *= 100.0;
238 :
239 0 : RETURN_FINITE( fRet );
240 : }
241 :
242 :
243 0 : double SAL_CALL AnalysisAddIn::getMduration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
244 : sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
245 : throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
246 : {
247 0 : if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq )
248 0 : throw css::lang::IllegalArgumentException();
249 :
250 0 : double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
251 0 : fRet /= 1.0 + ( fYield / double( nFreq ) );
252 0 : RETURN_FINITE( fRet );
253 : }
254 :
255 :
256 0 : double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
257 : {
258 0 : if( fRate <= 0.0 || nPeriods < 0 )
259 0 : throw css::lang::IllegalArgumentException();
260 :
261 0 : double fPeriods = nPeriods;
262 0 : double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods;
263 0 : RETURN_FINITE( fRet );
264 : }
265 :
266 :
267 0 : double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
268 : {
269 0 : if( nFrac <= 0 )
270 0 : throw css::lang::IllegalArgumentException();
271 :
272 : double fInt;
273 0 : double fFrac = nFrac;
274 :
275 0 : double fRet = modf( fDollarDec, &fInt );
276 :
277 0 : fRet *= fFrac;
278 :
279 0 : fRet *= pow( 10.0, -ceil( log10( fFrac ) ) );
280 :
281 0 : fRet += fInt;
282 :
283 0 : RETURN_FINITE( fRet );
284 : }
285 :
286 :
287 0 : double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
288 : {
289 0 : if( nFrac <= 0 )
290 0 : throw css::lang::IllegalArgumentException();
291 :
292 : double fInt;
293 0 : double fFrac = nFrac;
294 :
295 0 : double fRet = modf( fDollarFrac, &fInt );
296 :
297 0 : fRet /= fFrac;
298 :
299 0 : fRet *= pow( 10.0, ceil( log10( fFrac ) ) );
300 :
301 0 : fRet += fInt;
302 :
303 0 : RETURN_FINITE( fRet );
304 : }
305 :
306 :
307 0 : double SAL_CALL AnalysisAddIn::getYield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
308 : sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
309 : throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
310 : {
311 0 : if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
312 0 : throw css::lang::IllegalArgumentException();
313 :
314 0 : double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
315 0 : RETURN_FINITE( fRet );
316 : }
317 :
318 :
319 0 : double SAL_CALL AnalysisAddIn::getYielddisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
320 : sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
321 : {
322 0 : if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
323 0 : throw css::lang::IllegalArgumentException();
324 :
325 0 : sal_Int32 nNullDate = GetNullDate( xOpt );
326 :
327 0 : double fRet = ( fRedemp / fPrice ) - 1.0;
328 0 : fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );
329 :
330 0 : RETURN_FINITE( fRet );
331 : }
332 :
333 :
334 0 : double SAL_CALL AnalysisAddIn::getYieldmat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
335 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const css::uno::Any& rOB )
336 : throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
337 : {
338 0 : if( fPrice <= 0.0 || fRate <= 0.0 || nSettle >= nMat )
339 0 : throw css::lang::IllegalArgumentException();
340 :
341 0 : double fRet = GetYieldmat( GetNullDate( xOpt ), nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) );
342 0 : RETURN_FINITE( fRet );
343 : }
344 :
345 :
346 0 : double SAL_CALL AnalysisAddIn::getTbilleq( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
347 : sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
348 : {
349 0 : nMat++;
350 :
351 0 : sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True );
352 :
353 0 : if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 )
354 0 : throw css::lang::IllegalArgumentException();
355 :
356 0 : double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) );
357 0 : RETURN_FINITE( fRet );
358 : }
359 :
360 :
361 0 : double SAL_CALL AnalysisAddIn::getTbillprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
362 : sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
363 : {
364 0 : if( fDisc <= 0.0 || nSettle > nMat )
365 0 : throw css::lang::IllegalArgumentException();
366 :
367 0 : nMat++;
368 :
369 0 : double fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 ); // method: USA 30/360
370 :
371 : double fDummy;
372 0 : if( modf( fFraction, &fDummy ) == 0.0 )
373 0 : throw css::lang::IllegalArgumentException();
374 :
375 0 : double fRet = 100.0 * ( 1.0 - fDisc * fFraction );
376 0 : RETURN_FINITE( fRet );
377 : }
378 :
379 :
380 0 : double SAL_CALL AnalysisAddIn::getTbillyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice )
381 : throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
382 : {
383 0 : sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True );
384 0 : nDiff++;
385 :
386 0 : if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 )
387 0 : throw css::lang::IllegalArgumentException();
388 :
389 0 : double fRet = 100.0;
390 0 : fRet /= fPrice;
391 0 : fRet--;
392 0 : fRet /= double( nDiff );
393 0 : fRet *= 360.0;
394 :
395 0 : RETURN_FINITE( fRet );
396 : }
397 :
398 :
399 0 : double SAL_CALL AnalysisAddIn::getOddfprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
400 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
401 : double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
402 : {
403 0 : if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
404 0 : throw css::lang::IllegalArgumentException();
405 :
406 0 : double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
407 0 : RETURN_FINITE( fRet );
408 : }
409 :
410 :
411 0 : double SAL_CALL AnalysisAddIn::getOddfyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
412 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
413 : double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
414 : {
415 0 : if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
416 0 : throw css::lang::IllegalArgumentException();
417 :
418 : double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq,
419 0 : getDateMode( xOpt, rOB ) );
420 0 : RETURN_FINITE( fRet );
421 : }
422 :
423 :
424 0 : double SAL_CALL AnalysisAddIn::getOddlprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
425 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
426 : double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
427 : {
428 0 : if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
429 0 : throw css::lang::IllegalArgumentException();
430 :
431 : double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq,
432 0 : getDateMode( xOpt, rOB ) );
433 0 : RETURN_FINITE( fRet );
434 : }
435 :
436 :
437 0 : double SAL_CALL AnalysisAddIn::getOddlyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
438 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
439 : double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
440 : {
441 0 : if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
442 0 : throw css::lang::IllegalArgumentException();
443 :
444 : double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq,
445 0 : getDateMode( xOpt, rOB ) );
446 0 : RETURN_FINITE( fRet );
447 : }
448 :
449 :
450 : // ============================================================================
451 : // XIRR helper functions
452 :
453 : #define V_(i) (*rValues.Get(i))
454 : #define D_(i) (*rDates.Get(i))
455 :
456 : /** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */
457 0 : static double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
458 : {
459 : /* V_0 ... V_n = input values.
460 : D_0 ... D_n = input dates.
461 : R = input interest rate.
462 :
463 : r := R+1
464 : E_i := (D_i-D_0) / 365
465 :
466 : n V_i n V_i
467 : f(R) = SUM ------- = V_0 + SUM ------- .
468 : i=0 r^E_i i=1 r^E_i
469 : */
470 0 : double D_0 = D_(0);
471 0 : double r = fRate + 1.0;
472 0 : double fResult = V_(0);
473 0 : for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
474 0 : fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 );
475 0 : return fResult;
476 : }
477 :
478 : /** Calculates the first derivation of lcl_sca_XirrResult(). */
479 0 : static double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
480 : {
481 : /* V_0 ... V_n = input values.
482 : D_0 ... D_n = input dates.
483 : R = input interest rate.
484 :
485 : r := R+1
486 : E_i := (D_i-D_0) / 365
487 :
488 : n V_i
489 : f'(R) = [ V_0 + SUM ------- ]'
490 : i=1 r^E_i
491 :
492 : n V_i n E_i V_i
493 : = 0 + SUM -E_i ----------- r' = - SUM ----------- .
494 : i=1 r^(E_i+1) i=1 r^(E_i+1)
495 : */
496 0 : double D_0 = D_(0);
497 0 : double r = fRate + 1.0;
498 0 : double fResult = 0.0;
499 0 : for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
500 : {
501 0 : double E_i = (D_(i) - D_0) / 365.0;
502 0 : fResult -= E_i * V_(i) / pow( r, E_i + 1.0 );
503 : }
504 0 : return fResult;
505 : }
506 :
507 : #undef V_
508 : #undef D_
509 :
510 :
511 : // ----------------------------------------------------------------------------
512 : // XIRR calculation
513 :
514 0 : double SAL_CALL AnalysisAddIn::getXirr(
515 : const css::uno::Reference< css::beans::XPropertySet >& xOpt, const css::uno::Sequence< css::uno::Sequence< double > >& rValues, const css::uno::Sequence< css::uno::Sequence< sal_Int32 > >& rDates, const css::uno::Any& rGuessRate ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
516 : {
517 0 : ScaDoubleList aValues, aDates;
518 0 : aValues.Append( rValues );
519 0 : aDates.Append( rDates );
520 :
521 0 : if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) )
522 0 : throw css::lang::IllegalArgumentException();
523 :
524 : // result interest rate, initialized with passed guessed rate, or 10%
525 0 : double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 );
526 0 : if( fResultRate <= -1 )
527 0 : throw css::lang::IllegalArgumentException();
528 :
529 : // maximum epsilon for end of iteration
530 : static const double fMaxEps = 1e-10;
531 : // maximum number of iterations
532 : static const sal_Int32 nMaxIter = 50;
533 :
534 : // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0.
535 : double fNewRate, fRateEps, fResultValue;
536 0 : sal_Int32 nIter = 0;
537 : bool bContLoop;
538 0 : do
539 : {
540 0 : fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate );
541 0 : fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate );
542 0 : fRateEps = fabs( fNewRate - fResultRate );
543 0 : fResultRate = fNewRate;
544 0 : bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);
545 : }
546 0 : while( bContLoop && (++nIter < nMaxIter) );
547 :
548 0 : if( bContLoop )
549 0 : throw css::lang::IllegalArgumentException();
550 0 : RETURN_FINITE( fResultRate );
551 : }
552 :
553 :
554 : // ============================================================================
555 :
556 0 : double SAL_CALL AnalysisAddIn::getXnpv(
557 : double fRate, const css::uno::Sequence< css::uno::Sequence< double > >& rValues, const css::uno::Sequence< css::uno::Sequence< sal_Int32 > >& rDates ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
558 : {
559 0 : ScaDoubleList aValList;
560 0 : ScaDoubleList aDateList;
561 :
562 0 : aValList.Append( rValues );
563 0 : aDateList.Append( rDates );
564 :
565 0 : sal_Int32 nNum = aValList.Count();
566 :
567 0 : if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 )
568 0 : throw css::lang::IllegalArgumentException();
569 :
570 0 : double fRet = 0.0;
571 0 : double fNull = *aDateList.Get( 0 );
572 0 : fRate++;
573 :
574 0 : for( sal_Int32 i = 0 ; i < nNum ; i++ )
575 0 : fRet += *aValList.Get( i ) / ( pow( fRate, ( *aDateList.Get( i ) - fNull ) / 365.0 ) );
576 :
577 0 : RETURN_FINITE( fRet );
578 : }
579 :
580 :
581 0 : double SAL_CALL AnalysisAddIn::getIntrate( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
582 : sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
583 : {
584 0 : if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
585 0 : throw css::lang::IllegalArgumentException();
586 :
587 0 : double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) );
588 0 : RETURN_FINITE( fRet );
589 : }
590 :
591 :
592 0 : double SAL_CALL AnalysisAddIn::getCoupncd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
593 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
594 : {
595 0 : double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
596 0 : RETURN_FINITE( fRet );
597 : }
598 :
599 :
600 0 : double SAL_CALL AnalysisAddIn::getCoupdays( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
601 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
602 : {
603 0 : double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
604 0 : RETURN_FINITE( fRet );
605 : }
606 :
607 :
608 0 : double SAL_CALL AnalysisAddIn::getCoupdaysnc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
609 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
610 : {
611 0 : double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
612 0 : RETURN_FINITE( fRet );
613 : }
614 :
615 :
616 0 : double SAL_CALL AnalysisAddIn::getCoupdaybs( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
617 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
618 : {
619 0 : double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
620 0 : RETURN_FINITE( fRet );
621 : }
622 :
623 :
624 0 : double SAL_CALL AnalysisAddIn::getCouppcd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
625 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
626 : {
627 0 : double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
628 0 : RETURN_FINITE( fRet );
629 : }
630 :
631 :
632 0 : double SAL_CALL AnalysisAddIn::getCoupnum( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
633 : sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
634 : {
635 0 : double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
636 0 : RETURN_FINITE( fRet );
637 : }
638 :
639 :
640 0 : double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const css::uno::Sequence< css::uno::Sequence< double > >& rSchedule ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException )
641 : {
642 0 : ScaDoubleList aSchedList;
643 :
644 0 : aSchedList.Append( rSchedule );
645 :
646 0 : for( const double* p = aSchedList.First() ; p ; p = aSchedList.Next() )
647 0 : fPrinc *= 1.0 + *p;
648 :
649 0 : RETURN_FINITE( fPrinc );
650 : }
651 :
652 :
653 : /* vim:set shiftwidth=4 softtabstop=4 expandtab: */
|
