658 lines
26 KiB
C++
658 lines
26 KiB
C++
/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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* This file is part of the LibreOffice project.
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*
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* This Source Code Form is subject to the terms of the Mozilla Public
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* License, v. 2.0. If a copy of the MPL was not distributed with this
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* file, You can obtain one at http://mozilla.org/MPL/2.0/.
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*
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* This file incorporates work covered by the following license notice:
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*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed
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* with this work for additional information regarding copyright
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* ownership. The ASF licenses this file to you under the Apache
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* License, Version 2.0 (the "License"); you may not use this file
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* except in compliance with the License. You may obtain a copy of
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* the License at http://www.apache.org/licenses/LICENSE-2.0 .
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*/
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#include "analysis.hxx"
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#include "analysishelper.hxx"
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#include <rtl/math.hxx>
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double SAL_CALL AnalysisAddIn::getAmordegrc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
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double fPer, double fRate, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
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throw css::lang::IllegalArgumentException();
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double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getAmorlinc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
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double fPer, double fRate, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
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throw css::lang::IllegalArgumentException();
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double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getAccrint( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate,
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const css::uno::Any &rVal, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
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if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle )
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throw css::lang::IllegalArgumentException();
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double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getAccrintm( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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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, std::exception )
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{
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double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
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if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle )
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throw css::lang::IllegalArgumentException();
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double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getReceived( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fInvest <= 0.0 || fDisc <= 0.0 )
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throw css::lang::IllegalArgumentException();
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double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getDisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getDuration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
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throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( nPeriods < 1 || fNominal <= 0.0 )
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throw css::lang::IllegalArgumentException();
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double fPeriods = nPeriods;
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double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0;
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal,
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sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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double fRmz, fKapZ;
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if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 ||
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fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
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throw css::lang::IllegalArgumentException();
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fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
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fKapZ = 0.0;
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sal_uInt32 nStart = sal_uInt32( nStartPer );
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sal_uInt32 nEnd = sal_uInt32( nEndPer );
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if( nStart == 1 )
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{
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if( nPayType <= 0 )
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fKapZ = fRmz + fVal * fRate;
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else
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fKapZ = fRmz;
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nStart++;
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}
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for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
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{
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if( nPayType > 0 )
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fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate;
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else
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fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate;
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}
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RETURN_FINITE( fKapZ );
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}
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double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal,
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sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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double fRmz, fZinsZ;
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if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 ||
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fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
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throw css::lang::IllegalArgumentException();
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fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
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fZinsZ = 0.0;
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sal_uInt32 nStart = sal_uInt32( nStartPer );
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sal_uInt32 nEnd = sal_uInt32( nEndPer );
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if( nStart == 1 )
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{
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if( nPayType <= 0 )
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fZinsZ = -fVal;
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nStart++;
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}
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for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
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{
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if( nPayType > 0 )
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fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz;
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else
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fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 );
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}
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fZinsZ *= fRate;
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RETURN_FINITE( fZinsZ );
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}
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double SAL_CALL AnalysisAddIn::getPrice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq,
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const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getPricedisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fDisc <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getPricemat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const css::uno::Any& rOB )
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throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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sal_Int32 nNullDate = GetNullDate( xOpt );
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sal_Int32 nBase = getDateMode( xOpt, rOB );
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double fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase );
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double fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase );
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double fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase );
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double fRet = 1.0 + fIssMat * fRate;
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fRet /= 1.0 + fSetMat * fYield;
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fRet -= fIssSet * fRate;
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fRet *= 100.0;
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getMduration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
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throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq )
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throw css::lang::IllegalArgumentException();
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double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
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fRet /= 1.0 + ( fYield / double( nFreq ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fRate <= 0.0 || nPeriods < 0 )
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throw css::lang::IllegalArgumentException();
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double fPeriods = nPeriods;
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double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods;
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( nFrac <= 0 )
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throw css::lang::IllegalArgumentException();
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double fInt;
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double fFrac = nFrac;
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double fRet = modf( fDollarDec, &fInt );
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fRet *= fFrac;
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fRet *= pow( 10.0, -ceil( log10( fFrac ) ) );
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fRet += fInt;
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( nFrac <= 0 )
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throw css::lang::IllegalArgumentException();
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double fInt;
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double fFrac = nFrac;
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double fRet = modf( fDollarFrac, &fInt );
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fRet /= fFrac;
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fRet *= pow( 10.0, ceil( log10( fFrac ) ) );
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fRet += fInt;
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getYield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
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throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getYielddisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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sal_Int32 nNullDate = GetNullDate( xOpt );
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double fRet = ( fRedemp / fPrice ) - 1.0;
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fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getYieldmat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const css::uno::Any& rOB )
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throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fPrice <= 0.0 || fRate <= 0.0 || nSettle >= nMat )
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throw css::lang::IllegalArgumentException();
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double fRet = GetYieldmat( GetNullDate( xOpt ), nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getTbilleq( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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nMat++;
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sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, true );
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if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 )
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throw css::lang::IllegalArgumentException();
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double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getTbillprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fDisc <= 0.0 || nSettle > nMat )
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throw css::lang::IllegalArgumentException();
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nMat++;
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double fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 ); // method: USA 30/360
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double fDummy;
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if( modf( fFraction, &fDummy ) == 0.0 )
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throw css::lang::IllegalArgumentException();
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double fRet = 100.0 * ( 1.0 - fDisc * fFraction );
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RETURN_FINITE( fRet );
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}
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double SAL_CALL AnalysisAddIn::getTbillyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice )
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throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, true );
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nDiff++;
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if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 )
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throw css::lang::IllegalArgumentException();
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double fRet = 100.0;
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fRet /= fPrice;
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fRet--;
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fRet /= double( nDiff );
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fRet *= 360.0;
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RETURN_FINITE( fRet );
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}
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// Encapsulation violation: We *know* that GetOddfprice() always
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// throws.
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SAL_WNOUNREACHABLE_CODE_PUSH
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double SAL_CALL AnalysisAddIn::getOddfprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
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sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
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double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
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{
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if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
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throw css::lang::IllegalArgumentException();
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double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
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RETURN_FINITE( fRet );
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}
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SAL_WNOUNREACHABLE_CODE_POP
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// Encapsulation violation: We *know* that Getoddfyield() always
|
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// throws.
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SAL_WNOUNREACHABLE_CODE_PUSH
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double SAL_CALL AnalysisAddIn::getOddfyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
|
|
double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
|
|
throw css::lang::IllegalArgumentException();
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|
|
|
double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq,
|
|
getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
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SAL_WNOUNREACHABLE_CODE_POP
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|
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double SAL_CALL AnalysisAddIn::getOddlprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
|
|
double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
|
|
throw css::lang::IllegalArgumentException();
|
|
|
|
double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq,
|
|
getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
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|
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|
|
|
double SAL_CALL AnalysisAddIn::getOddlyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
|
|
double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
|
|
throw css::lang::IllegalArgumentException();
|
|
|
|
double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq,
|
|
getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
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|
|
|
// XIRR helper functions
|
|
|
|
#define V_(i) (rValues.Get(i))
|
|
#define D_(i) (rDates.Get(i))
|
|
|
|
/** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */
|
|
static double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
|
|
{
|
|
/* V_0 ... V_n = input values.
|
|
D_0 ... D_n = input dates.
|
|
R = input interest rate.
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|
|
|
r := R+1
|
|
E_i := (D_i-D_0) / 365
|
|
|
|
n V_i n V_i
|
|
f(R) = SUM ------- = V_0 + SUM ------- .
|
|
i=0 r^E_i i=1 r^E_i
|
|
*/
|
|
double D_0 = D_(0);
|
|
double r = fRate + 1.0;
|
|
double fResult = V_(0);
|
|
for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
|
|
fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 );
|
|
return fResult;
|
|
}
|
|
|
|
/** Calculates the first derivation of lcl_sca_XirrResult(). */
|
|
static double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
|
|
{
|
|
/* V_0 ... V_n = input values.
|
|
D_0 ... D_n = input dates.
|
|
R = input interest rate.
|
|
|
|
r := R+1
|
|
E_i := (D_i-D_0) / 365
|
|
|
|
n V_i
|
|
f'(R) = [ V_0 + SUM ------- ]'
|
|
i=1 r^E_i
|
|
|
|
n V_i n E_i V_i
|
|
= 0 + SUM -E_i ----------- r' = - SUM ----------- .
|
|
i=1 r^(E_i+1) i=1 r^(E_i+1)
|
|
*/
|
|
double D_0 = D_(0);
|
|
double r = fRate + 1.0;
|
|
double fResult = 0.0;
|
|
for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
|
|
{
|
|
double E_i = (D_(i) - D_0) / 365.0;
|
|
fResult -= E_i * V_(i) / pow( r, E_i + 1.0 );
|
|
}
|
|
return fResult;
|
|
}
|
|
|
|
#undef V_
|
|
#undef D_
|
|
|
|
// XIRR calculation
|
|
|
|
double SAL_CALL AnalysisAddIn::getXirr(
|
|
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, std::exception )
|
|
{
|
|
ScaDoubleList aValues, aDates;
|
|
aValues.Append( rValues );
|
|
aDates.Append( rDates );
|
|
|
|
if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) )
|
|
throw css::lang::IllegalArgumentException();
|
|
|
|
// result interest rate, initialized with passed guessed rate, or 10%
|
|
double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 );
|
|
if( fResultRate <= -1 )
|
|
throw css::lang::IllegalArgumentException();
|
|
|
|
// maximum epsilon for end of iteration
|
|
static const double fMaxEps = 1e-10;
|
|
// maximum number of iterations
|
|
static const sal_Int32 nMaxIter = 50;
|
|
|
|
// Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0.
|
|
double fNewRate, fRateEps, fResultValue;
|
|
sal_Int32 nIter = 0;
|
|
bool bContLoop;
|
|
do
|
|
{
|
|
fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate );
|
|
fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate );
|
|
fRateEps = fabs( fNewRate - fResultRate );
|
|
fResultRate = fNewRate;
|
|
bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);
|
|
}
|
|
while( bContLoop && (++nIter < nMaxIter) );
|
|
|
|
if( bContLoop )
|
|
throw css::lang::IllegalArgumentException();
|
|
RETURN_FINITE( fResultRate );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getXnpv(
|
|
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, std::exception )
|
|
{
|
|
ScaDoubleList aValList;
|
|
ScaDoubleList aDateList;
|
|
|
|
aValList.Append( rValues );
|
|
aDateList.Append( rDates );
|
|
|
|
sal_Int32 nNum = aValList.Count();
|
|
|
|
if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 )
|
|
throw css::lang::IllegalArgumentException();
|
|
|
|
double fRet = 0.0;
|
|
double fNull = aDateList.Get( 0 );
|
|
fRate++;
|
|
|
|
for( sal_Int32 i = 0 ; i < nNum ; i++ )
|
|
fRet += aValList.Get( i ) / ( pow( fRate, ( aDateList.Get( i ) - fNull ) / 365.0 ) );
|
|
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getIntrate( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
|
|
throw css::lang::IllegalArgumentException();
|
|
|
|
double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getCoupncd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getCoupdays( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getCoupdaysnc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getCoupdaybs( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getCouppcd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getCoupnum( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
|
|
sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
|
|
RETURN_FINITE( fRet );
|
|
}
|
|
|
|
|
|
double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const css::uno::Sequence< css::uno::Sequence< double > >& rSchedule ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
|
|
{
|
|
ScaDoubleList aSchedList;
|
|
|
|
aSchedList.Append( rSchedule );
|
|
|
|
for( sal_uInt32 i = 0; i < aSchedList.Count(); ++i )
|
|
fPrinc *= 1.0 + aSchedList.Get(i);
|
|
|
|
RETURN_FINITE( fPrinc );
|
|
}
|
|
|
|
|
|
/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
|