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Developer Documentation
- Bug fixes for general core bugs in 3.10.x will end 8 November 2021 (12 months).
- Bug fixes for security issues in 3.10.x will end 9 May 2022 (18 months).
- PHP version: minimum PHP 7.2.0 Note: minimum PHP version has increased since Moodle 3.8. PHP 7.3.x and 7.4.x are supported too.
<?php namespace PhpOffice\PhpSpreadsheet\Calculation;< use PhpOffice\PhpSpreadsheet\Shared\Date; < < class Financial < { < const FINANCIAL_MAX_ITERATIONS = 32; < < const FINANCIAL_PRECISION = 1.0e-08; < < /** < * isLastDayOfMonth. < * < * Returns a boolean TRUE/FALSE indicating if this date is the last date of the month < * < * @param \DateTime $testDate The date for testing < * < * @return bool < */ < private static function isLastDayOfMonth(\DateTime $testDate) < { < return $testDate->format('d') == $testDate->format('t'); < } < < private static function couponFirstPeriodDate($settlement, $maturity, $frequency, $next) < { < $months = 12 / $frequency; < < $result = Date::excelToDateTimeObject($maturity); < $eom = self::isLastDayOfMonth($result); < < while ($settlement < Date::PHPToExcel($result)) { < $result->modify('-' . $months . ' months'); < } < if ($next) { < $result->modify('+' . $months . ' months'); < } < < if ($eom) { < $result->modify('-1 day'); < } < < return Date::PHPToExcel($result); < } < < private static function isValidFrequency($frequency) < { < if (($frequency == 1) || ($frequency == 2) || ($frequency == 4)) { < return true; < } < if ((Functions::getCompatibilityMode() == Functions::COMPATIBILITY_GNUMERIC) && < (($frequency == 6) || ($frequency == 12))) { < return true; < } < < return false; < }> use PhpOffice\PhpSpreadsheet\Calculation\Financial\Amortization; > use PhpOffice\PhpSpreadsheet\Calculation\Financial\Coupons; > use PhpOffice\PhpSpreadsheet\Calculation\Financial\Depreciation; > use PhpOffice\PhpSpreadsheet\Calculation\Financial\Dollar; > use PhpOffice\PhpSpreadsheet\Calculation\Financial\InterestRate; > use PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities; > use PhpOffice\PhpSpreadsheet\Calculation\Financial\TreasuryBill;/**< * daysPerYear. < * < * Returns the number of days in a specified year, as defined by the "basis" value < * < * @param int|string $year The year against which we're testing < * @param int|string $basis The type of day count: < * 0 or omitted US (NASD) 360 < * 1 Actual (365 or 366 in a leap year) < * 2 360 < * 3 365 < * 4 European 360 < * < * @return int> * @deprecated 1.18.0*/< private static function daysPerYear($year, $basis = 0) < { < switch ($basis) { < case 0: < case 2: < case 4: < $daysPerYear = 360; < < break; < case 3: < $daysPerYear = 365; < < break; < case 1: < $daysPerYear = (DateTime::isLeapYear($year)) ? 366 : 365; < < break; < default: < return Functions::NAN(); < } < < return $daysPerYear; < } < < private static function interestAndPrincipal($rate = 0, $per = 0, $nper = 0, $pv = 0, $fv = 0, $type = 0)> class Financial{< $pmt = self::PMT($rate, $nper, $pv, $fv, $type); < $capital = $pv; < for ($i = 1; $i <= $per; ++$i) { < $interest = ($type && $i == 1) ? 0 : -$capital * $rate; < $principal = $pmt - $interest; < $capital += $principal; < }> const FINANCIAL_MAX_ITERATIONS = 128;< return [$interest, $principal]; < }> const FINANCIAL_PRECISION = 1.0e-08;/** * ACCRINT. * * Returns the accrued interest for a security that pays periodic interest. * * Excel Function:< * ACCRINT(issue,firstinterest,settlement,rate,par,frequency[,basis])> * ACCRINT(issue,firstinterest,settlement,rate,par,frequency[,basis][,calc_method])*< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Securities\AccruedInterest::periodic() > * Use the periodic() method in the Financial\Securities\AccruedInterest class instead* * @param mixed $issue the security's issue date< * @param mixed $firstinterest the security's first interest date> * @param mixed $firstInterest the security's first interest date* @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue date * when the security is traded to the buyer.< * @param float $rate the security's annual coupon rate < * @param float $par The security's par value.> * @param mixed $rate the security's annual coupon rate > * @param mixed $parValue The security's par value.* If you omit par, ACCRINT uses $1,000.< * @param int $frequency the number of coupon payments per year.> * @param mixed $frequency The number of coupon payments per year.* Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly< * If working in Gnumeric Mode, the following frequency options are < * also available < * 6 Bimonthly < * 12 Monthly < * @param int $basis The type of day count to use.> * @param mixed $basis The type of day count to use.* 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360< * < * @return float|string < */ < public static function ACCRINT($issue, $firstinterest, $settlement, $rate, $par = 1000, $frequency = 1, $basis = 0) < { < $issue = Functions::flattenSingleValue($issue); < $firstinterest = Functions::flattenSingleValue($firstinterest); < $settlement = Functions::flattenSingleValue($settlement); < $rate = Functions::flattenSingleValue($rate); < $par = ($par === null) ? 1000 : Functions::flattenSingleValue($par); < $frequency = ($frequency === null) ? 1 : Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : Functions::flattenSingleValue($basis); < < // Validate < if ((is_numeric($rate)) && (is_numeric($par))) { < $rate = (float) $rate; < $par = (float) $par; < if (($rate <= 0) || ($par <= 0)) { < return Functions::NAN(); < } < $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis); < if (!is_numeric($daysBetweenIssueAndSettlement)) { < // return date error < return $daysBetweenIssueAndSettlement; < } < < return $par * $rate * $daysBetweenIssueAndSettlement; < } < < return Functions::VALUE();> * @param mixed $calcMethod > * If true, use Issue to Settlement > * If false, use FirstInterest to Settlement > * > * @return float|string Result, or a string containing an error > */ > public static function ACCRINT( > $issue, > $firstInterest, > $settlement, > $rate, > $parValue = 1000, > $frequency = 1, > $basis = 0, > $calcMethod = true > ) { > return Securities\AccruedInterest::periodic( > $issue, > $firstInterest, > $settlement, > $rate, > $parValue, > $frequency, > $basis, > $calcMethod > );} /** * ACCRINTM. * * Returns the accrued interest for a security that pays interest at maturity. * * Excel Function: * ACCRINTM(issue,settlement,rate[,par[,basis]]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Securities\AccruedInterest::atMaturity() > * Use the atMaturity() method in the Financial\Securities\AccruedInterest class instead* * @param mixed $issue The security's issue date * @param mixed $settlement The security's settlement (or maturity) date< * @param float $rate The security's annual coupon rate < * @param float $par The security's par value.> * @param mixed $rate The security's annual coupon rate > * @param mixed $parValue The security's par value.* If you omit par, ACCRINT uses $1,000.< * @param int $basis The type of day count to use.> * @param mixed $basis The type of day count to use.* 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 *< * @return float|string> * @return float|string Result, or a string containing an error*/< public static function ACCRINTM($issue, $settlement, $rate, $par = 1000, $basis = 0)> public static function ACCRINTM($issue, $settlement, $rate, $parValue = 1000, $basis = 0){< $issue = Functions::flattenSingleValue($issue); < $settlement = Functions::flattenSingleValue($settlement); < $rate = Functions::flattenSingleValue($rate); < $par = ($par === null) ? 1000 : Functions::flattenSingleValue($par); < $basis = ($basis === null) ? 0 : Functions::flattenSingleValue($basis); < < // Validate < if ((is_numeric($rate)) && (is_numeric($par))) { < $rate = (float) $rate; < $par = (float) $par; < if (($rate <= 0) || ($par <= 0)) { < return Functions::NAN(); < } < $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis); < if (!is_numeric($daysBetweenIssueAndSettlement)) { < // return date error < return $daysBetweenIssueAndSettlement; < } < < return $par * $rate * $daysBetweenIssueAndSettlement; < } < < return Functions::VALUE();> return Securities\AccruedInterest::atMaturity($issue, $settlement, $rate, $parValue, $basis);} /** * AMORDEGRC. * * Returns the depreciation for each accounting period. * This function is provided for the French accounting system. If an asset is purchased in * the middle of the accounting period, the prorated depreciation is taken into account. * The function is similar to AMORLINC, except that a depreciation coefficient is applied in * the calculation depending on the life of the assets. * This function will return the depreciation until the last period of the life of the assets * or until the cumulated value of depreciation is greater than the cost of the assets minus * the salvage value. * * Excel Function: * AMORDEGRC(cost,purchased,firstPeriod,salvage,period,rate[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Amortization::AMORDEGRC() > * Use the AMORDEGRC() method in the Financial\Amortization class instead* * @param float $cost The cost of the asset * @param mixed $purchased Date of the purchase of the asset * @param mixed $firstPeriod Date of the end of the first period * @param mixed $salvage The salvage value at the end of the life of the asset * @param float $period The period * @param float $rate Rate of depreciation * @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 *< * @return float> * @return float|string (string containing the error type if there is an error)*/ public static function AMORDEGRC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis = 0) {< $cost = Functions::flattenSingleValue($cost); < $purchased = Functions::flattenSingleValue($purchased); < $firstPeriod = Functions::flattenSingleValue($firstPeriod); < $salvage = Functions::flattenSingleValue($salvage); < $period = floor(Functions::flattenSingleValue($period)); < $rate = Functions::flattenSingleValue($rate); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < // The depreciation coefficients are: < // Life of assets (1/rate) Depreciation coefficient < // Less than 3 years 1 < // Between 3 and 4 years 1.5 < // Between 5 and 6 years 2 < // More than 6 years 2.5 < $fUsePer = 1.0 / $rate; < if ($fUsePer < 3.0) { < $amortiseCoeff = 1.0; < } elseif ($fUsePer < 5.0) { < $amortiseCoeff = 1.5; < } elseif ($fUsePer <= 6.0) { < $amortiseCoeff = 2.0; < } else { < $amortiseCoeff = 2.5; < } < < $rate *= $amortiseCoeff; < $fNRate = round(DateTime::YEARFRAC($purchased, $firstPeriod, $basis) * $rate * $cost, 0); < $cost -= $fNRate; < $fRest = $cost - $salvage; < < for ($n = 0; $n < $period; ++$n) { < $fNRate = round($rate * $cost, 0); < $fRest -= $fNRate; < < if ($fRest < 0.0) { < switch ($period - $n) { < case 0: < case 1: < return round($cost * 0.5, 0); < default: < return 0.0; < } < } < $cost -= $fNRate; < } < < return $fNRate;> return Amortization::AMORDEGRC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis);} /** * AMORLINC. * * Returns the depreciation for each accounting period. * This function is provided for the French accounting system. If an asset is purchased in * the middle of the accounting period, the prorated depreciation is taken into account. * * Excel Function: * AMORLINC(cost,purchased,firstPeriod,salvage,period,rate[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Amortization::AMORLINC() > * Use the AMORLINC() method in the Financial\Amortization class instead* * @param float $cost The cost of the asset * @param mixed $purchased Date of the purchase of the asset * @param mixed $firstPeriod Date of the end of the first period * @param mixed $salvage The salvage value at the end of the life of the asset * @param float $period The period * @param float $rate Rate of depreciation * @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 *< * @return float> * @return float|string (string containing the error type if there is an error)*/ public static function AMORLINC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis = 0) {< $cost = Functions::flattenSingleValue($cost); < $purchased = Functions::flattenSingleValue($purchased); < $firstPeriod = Functions::flattenSingleValue($firstPeriod); < $salvage = Functions::flattenSingleValue($salvage); < $period = Functions::flattenSingleValue($period); < $rate = Functions::flattenSingleValue($rate); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < $fOneRate = $cost * $rate; < $fCostDelta = $cost - $salvage; < // Note, quirky variation for leap years on the YEARFRAC for this function < $purchasedYear = DateTime::YEAR($purchased); < $yearFrac = DateTime::YEARFRAC($purchased, $firstPeriod, $basis); < < if (($basis == 1) && ($yearFrac < 1) && (DateTime::isLeapYear($purchasedYear))) { < $yearFrac *= 365 / 366; < } < < $f0Rate = $yearFrac * $rate * $cost; < $nNumOfFullPeriods = (int) (($cost - $salvage - $f0Rate) / $fOneRate); < < if ($period == 0) { < return $f0Rate; < } elseif ($period <= $nNumOfFullPeriods) { < return $fOneRate; < } elseif ($period == ($nNumOfFullPeriods + 1)) { < return $fCostDelta - $fOneRate * $nNumOfFullPeriods - $f0Rate; < } < < return 0.0;> return Amortization::AMORLINC($cost, $purchased, $firstPeriod, $salvage, $period, $rate, $basis);} /** * COUPDAYBS. * * Returns the number of days from the beginning of the coupon period to the settlement date. * * Excel Function: * COUPDAYBS(settlement,maturity,frequency[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Coupons::COUPDAYBS() > * Use the COUPDAYBS() method in the Financial\Coupons class instead* * @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires. * @param int $frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly< * If working in Gnumeric Mode, the following frequency options are < * also available < * 6 Bimonthly < * 12 Monthly* @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return float|string */ public static function COUPDAYBS($settlement, $maturity, $frequency, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $frequency = (int) Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < if (is_string($settlement = DateTime::getDateValue($settlement))) { < return Functions::VALUE(); < } < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (($settlement >= $maturity) || < (!self::isValidFrequency($frequency)) || < (($basis < 0) || ($basis > 4))) { < return Functions::NAN(); < } < < $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis); < $prev = self::couponFirstPeriodDate($settlement, $maturity, $frequency, false); < < return DateTime::YEARFRAC($prev, $settlement, $basis) * $daysPerYear;> return Coupons::COUPDAYBS($settlement, $maturity, $frequency, $basis);} /** * COUPDAYS. * * Returns the number of days in the coupon period that contains the settlement date. * * Excel Function: * COUPDAYS(settlement,maturity,frequency[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Coupons::COUPDAYS() > * Use the COUPDAYS() method in the Financial\Coupons class instead* * @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed $frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly< * If working in Gnumeric Mode, the following frequency options are < * also available < * 6 Bimonthly < * 12 Monthly* @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return float|string */ public static function COUPDAYS($settlement, $maturity, $frequency, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $frequency = (int) Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < if (is_string($settlement = DateTime::getDateValue($settlement))) { < return Functions::VALUE(); < } < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (($settlement >= $maturity) || < (!self::isValidFrequency($frequency)) || < (($basis < 0) || ($basis > 4))) { < return Functions::NAN(); < } < < switch ($basis) { < case 3: < // Actual/365 < return 365 / $frequency; < case 1: < // Actual/actual < if ($frequency == 1) { < $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis); < < return $daysPerYear / $frequency; < } < $prev = self::couponFirstPeriodDate($settlement, $maturity, $frequency, false); < $next = self::couponFirstPeriodDate($settlement, $maturity, $frequency, true); < < return $next - $prev; < default: < // US (NASD) 30/360, Actual/360 or European 30/360 < return 360 / $frequency; < }> return Coupons::COUPDAYS($settlement, $maturity, $frequency, $basis);} /** * COUPDAYSNC. * * Returns the number of days from the settlement date to the next coupon date. * * Excel Function: * COUPDAYSNC(settlement,maturity,frequency[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Coupons::COUPDAYSNC() > * Use the COUPDAYSNC() method in the Financial\Coupons class instead* * @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed $frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly< * If working in Gnumeric Mode, the following frequency options are < * also available < * 6 Bimonthly < * 12 Monthly* @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return float|string */ public static function COUPDAYSNC($settlement, $maturity, $frequency, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $frequency = (int) Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < if (is_string($settlement = DateTime::getDateValue($settlement))) { < return Functions::VALUE(); < } < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (($settlement >= $maturity) || < (!self::isValidFrequency($frequency)) || < (($basis < 0) || ($basis > 4))) { < return Functions::NAN(); < } < < $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis); < $next = self::couponFirstPeriodDate($settlement, $maturity, $frequency, true); < < return DateTime::YEARFRAC($settlement, $next, $basis) * $daysPerYear;> return Coupons::COUPDAYSNC($settlement, $maturity, $frequency, $basis);} /** * COUPNCD. * * Returns the next coupon date after the settlement date. * * Excel Function: * COUPNCD(settlement,maturity,frequency[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Coupons::COUPNCD() > * Use the COUPNCD() method in the Financial\Coupons class instead* * @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed $frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly< * If working in Gnumeric Mode, the following frequency options are < * also available < * 6 Bimonthly < * 12 Monthly* @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object, * depending on the value of the ReturnDateType flag */ public static function COUPNCD($settlement, $maturity, $frequency, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $frequency = (int) Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < if (is_string($settlement = DateTime::getDateValue($settlement))) { < return Functions::VALUE(); < } < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (($settlement >= $maturity) || < (!self::isValidFrequency($frequency)) || < (($basis < 0) || ($basis > 4))) { < return Functions::NAN(); < } < < return self::couponFirstPeriodDate($settlement, $maturity, $frequency, true);> return Coupons::COUPNCD($settlement, $maturity, $frequency, $basis);} /** * COUPNUM. * * Returns the number of coupons payable between the settlement date and maturity date, * rounded up to the nearest whole coupon. * * Excel Function: * COUPNUM(settlement,maturity,frequency[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Coupons::COUPNUM() > * Use the COUPNUM() method in the Financial\Coupons class instead* * @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed $frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly< * If working in Gnumeric Mode, the following frequency options are < * also available < * 6 Bimonthly < * 12 Monthly* @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return int|string */ public static function COUPNUM($settlement, $maturity, $frequency, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $frequency = (int) Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < if (is_string($settlement = DateTime::getDateValue($settlement))) { < return Functions::VALUE(); < } < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (($settlement >= $maturity) || < (!self::isValidFrequency($frequency)) || < (($basis < 0) || ($basis > 4))) { < return Functions::NAN(); < } < < $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis); < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis) * $daysPerYear; < < switch ($frequency) { < case 1: // annual payments < case 2: // half-yearly < case 4: // quarterly < case 6: // bimonthly < case 12: // monthly < return ceil($daysBetweenSettlementAndMaturity / $daysPerYear * $frequency); < } < < return Functions::VALUE();> return Coupons::COUPNUM($settlement, $maturity, $frequency, $basis);} /** * COUPPCD. * * Returns the previous coupon date before the settlement date. * * Excel Function: * COUPPCD(settlement,maturity,frequency[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Coupons::COUPPCD() > * Use the COUPPCD() method in the Financial\Coupons class instead* * @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires. * @param mixed $frequency the number of coupon payments per year. * Valid frequency values are: * 1 Annual * 2 Semi-Annual * 4 Quarterly< * If working in Gnumeric Mode, the following frequency options are < * also available < * 6 Bimonthly < * 12 Monthly* @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return mixed Excel date/time serial value, PHP date/time serial value or PHP date/time object, * depending on the value of the ReturnDateType flag */ public static function COUPPCD($settlement, $maturity, $frequency, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $frequency = (int) Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < if (is_string($settlement = DateTime::getDateValue($settlement))) { < return Functions::VALUE(); < } < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (($settlement >= $maturity) || < (!self::isValidFrequency($frequency)) || < (($basis < 0) || ($basis > 4))) { < return Functions::NAN(); < } < < return self::couponFirstPeriodDate($settlement, $maturity, $frequency, false);> return Coupons::COUPPCD($settlement, $maturity, $frequency, $basis);} /** * CUMIPMT. * * Returns the cumulative interest paid on a loan between the start and end periods. * * Excel Function: * CUMIPMT(rate,nper,pv,start,end[,type]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\CashFlow\Constant\Periodic\Cumulative::interest() > * Use the interest() method in the Financial\CashFlow\Constant\Periodic\Cumulative class instead* * @param float $rate The Interest rate * @param int $nper The total number of payment periods * @param float $pv Present Value * @param int $start The first period in the calculation. * Payment periods are numbered beginning with 1. * @param int $end the last period in the calculation * @param int $type A number 0 or 1 and indicates when payments are due: * 0 or omitted At the end of the period. * 1 At the beginning of the period. * * @return float|string */ public static function CUMIPMT($rate, $nper, $pv, $start, $end, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $nper = (int) Functions::flattenSingleValue($nper); < $pv = Functions::flattenSingleValue($pv); < $start = (int) Functions::flattenSingleValue($start); < $end = (int) Functions::flattenSingleValue($end); < $type = (int) Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < if ($start < 1 || $start > $end) { < return Functions::VALUE(); < } < < // Calculate < $interest = 0; < for ($per = $start; $per <= $end; ++$per) { < $interest += self::IPMT($rate, $per, $nper, $pv, 0, $type); < } < < return $interest;> return Financial\CashFlow\Constant\Periodic\Cumulative::interest($rate, $nper, $pv, $start, $end, $type);} /** * CUMPRINC. * * Returns the cumulative principal paid on a loan between the start and end periods. * * Excel Function: * CUMPRINC(rate,nper,pv,start,end[,type]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\CashFlow\Constant\Periodic\Cumulative::principal() > * Use the principal() method in the Financial\CashFlow\Constant\Periodic\Cumulative class instead* * @param float $rate The Interest rate * @param int $nper The total number of payment periods * @param float $pv Present Value * @param int $start The first period in the calculation. * Payment periods are numbered beginning with 1. * @param int $end the last period in the calculation * @param int $type A number 0 or 1 and indicates when payments are due: * 0 or omitted At the end of the period. * 1 At the beginning of the period. * * @return float|string */ public static function CUMPRINC($rate, $nper, $pv, $start, $end, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $nper = (int) Functions::flattenSingleValue($nper); < $pv = Functions::flattenSingleValue($pv); < $start = (int) Functions::flattenSingleValue($start); < $end = (int) Functions::flattenSingleValue($end); < $type = (int) Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < if ($start < 1 || $start > $end) { < return Functions::VALUE(); < } < < // Calculate < $principal = 0; < for ($per = $start; $per <= $end; ++$per) { < $principal += self::PPMT($rate, $per, $nper, $pv, 0, $type); < } < < return $principal;> return Financial\CashFlow\Constant\Periodic\Cumulative::principal($rate, $nper, $pv, $start, $end, $type);} /** * DB. * * Returns the depreciation of an asset for a specified period using the * fixed-declining balance method. * This form of depreciation is used if you want to get a higher depreciation value * at the beginning of the depreciation (as opposed to linear depreciation). The * depreciation value is reduced with every depreciation period by the depreciation * already deducted from the initial cost. * * Excel Function: * DB(cost,salvage,life,period[,month]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Depreciation::DB() > * Use the DB() method in the Financial\Depreciation class instead* * @param float $cost Initial cost of the asset * @param float $salvage Value at the end of the depreciation. * (Sometimes called the salvage value of the asset) * @param int $life Number of periods over which the asset is depreciated. * (Sometimes called the useful life of the asset) * @param int $period The period for which you want to calculate the * depreciation. Period must use the same units as life. * @param int $month Number of months in the first year. If month is omitted, * it defaults to 12. * * @return float|string */ public static function DB($cost, $salvage, $life, $period, $month = 12) {< $cost = Functions::flattenSingleValue($cost); < $salvage = Functions::flattenSingleValue($salvage); < $life = Functions::flattenSingleValue($life); < $period = Functions::flattenSingleValue($period); < $month = Functions::flattenSingleValue($month); < < // Validate < if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period)) && (is_numeric($month))) { < $cost = (float) $cost; < $salvage = (float) $salvage; < $life = (int) $life; < $period = (int) $period; < $month = (int) $month; < if ($cost == 0) { < return 0.0; < } elseif (($cost < 0) || (($salvage / $cost) < 0) || ($life <= 0) || ($period < 1) || ($month < 1)) { < return Functions::NAN(); < } < // Set Fixed Depreciation Rate < $fixedDepreciationRate = 1 - pow(($salvage / $cost), (1 / $life)); < $fixedDepreciationRate = round($fixedDepreciationRate, 3); < < // Loop through each period calculating the depreciation < $previousDepreciation = 0; < for ($per = 1; $per <= $period; ++$per) { < if ($per == 1) { < $depreciation = $cost * $fixedDepreciationRate * $month / 12; < } elseif ($per == ($life + 1)) { < $depreciation = ($cost - $previousDepreciation) * $fixedDepreciationRate * (12 - $month) / 12; < } else { < $depreciation = ($cost - $previousDepreciation) * $fixedDepreciationRate; < } < $previousDepreciation += $depreciation; < } < if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_GNUMERIC) { < $depreciation = round($depreciation, 2); < } < < return $depreciation; < } < < return Functions::VALUE();> return Depreciation::DB($cost, $salvage, $life, $period, $month);} /** * DDB. * * Returns the depreciation of an asset for a specified period using the * double-declining balance method or some other method you specify. * * Excel Function: * DDB(cost,salvage,life,period[,factor]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Depreciation::DDB() > * Use the DDB() method in the Financial\Depreciation class instead* * @param float $cost Initial cost of the asset * @param float $salvage Value at the end of the depreciation. * (Sometimes called the salvage value of the asset) * @param int $life Number of periods over which the asset is depreciated. * (Sometimes called the useful life of the asset) * @param int $period The period for which you want to calculate the * depreciation. Period must use the same units as life. * @param float $factor The rate at which the balance declines. * If factor is omitted, it is assumed to be 2 (the * double-declining balance method). * * @return float|string */ public static function DDB($cost, $salvage, $life, $period, $factor = 2.0) {< $cost = Functions::flattenSingleValue($cost); < $salvage = Functions::flattenSingleValue($salvage); < $life = Functions::flattenSingleValue($life); < $period = Functions::flattenSingleValue($period); < $factor = Functions::flattenSingleValue($factor); < < // Validate < if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period)) && (is_numeric($factor))) { < $cost = (float) $cost; < $salvage = (float) $salvage; < $life = (int) $life; < $period = (int) $period; < $factor = (float) $factor; < if (($cost <= 0) || (($salvage / $cost) < 0) || ($life <= 0) || ($period < 1) || ($factor <= 0.0) || ($period > $life)) { < return Functions::NAN(); < } < // Set Fixed Depreciation Rate < $fixedDepreciationRate = 1 - pow(($salvage / $cost), (1 / $life)); < $fixedDepreciationRate = round($fixedDepreciationRate, 3); < < // Loop through each period calculating the depreciation < $previousDepreciation = 0; < for ($per = 1; $per <= $period; ++$per) { < $depreciation = min(($cost - $previousDepreciation) * ($factor / $life), ($cost - $salvage - $previousDepreciation)); < $previousDepreciation += $depreciation; < } < if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_GNUMERIC) { < $depreciation = round($depreciation, 2); < } < < return $depreciation; < } < < return Functions::VALUE();> return Depreciation::DDB($cost, $salvage, $life, $period, $factor);} /** * DISC. * * Returns the discount rate for a security. * * Excel Function: * DISC(settlement,maturity,price,redemption[,basis]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Securities\Rates::discount() > * Use the discount() method in the Financial\Securities\Rates class instead* * @param mixed $settlement The security's settlement date. * The security settlement date is the date after the issue * date when the security is traded to the buyer. * @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires. * @param int $price The security's price per $100 face value * @param int $redemption The security's redemption value per $100 face value * @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return float|string */ public static function DISC($settlement, $maturity, $price, $redemption, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $price = Functions::flattenSingleValue($price); < $redemption = Functions::flattenSingleValue($redemption); < $basis = Functions::flattenSingleValue($basis); < < // Validate < if ((is_numeric($price)) && (is_numeric($redemption)) && (is_numeric($basis))) { < $price = (float) $price; < $redemption = (float) $redemption; < $basis = (int) $basis; < if (($price <= 0) || ($redemption <= 0)) { < return Functions::NAN(); < } < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis); < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < < return (1 - $price / $redemption) / $daysBetweenSettlementAndMaturity; < } < < return Functions::VALUE();> return Financial\Securities\Rates::discount($settlement, $maturity, $price, $redemption, $basis);} /** * DOLLARDE. * * Converts a dollar price expressed as an integer part and a fraction * part into a dollar price expressed as a decimal number. * Fractional dollar numbers are sometimes used for security prices. * * Excel Function: * DOLLARDE(fractional_dollar,fraction) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Dollar::decimal() > * Use the decimal() method in the Financial\Dollar class instead* * @param float $fractional_dollar Fractional Dollar * @param int $fraction Fraction * * @return float|string */ public static function DOLLARDE($fractional_dollar = null, $fraction = 0) {< $fractional_dollar = Functions::flattenSingleValue($fractional_dollar); < $fraction = (int) Functions::flattenSingleValue($fraction); < < // Validate parameters < if ($fractional_dollar === null || $fraction < 0) { < return Functions::NAN(); < } < if ($fraction == 0) { < return Functions::DIV0(); < } < < $dollars = floor($fractional_dollar); < $cents = fmod($fractional_dollar, 1); < $cents /= $fraction; < $cents *= pow(10, ceil(log10($fraction))); < < return $dollars + $cents;> return Dollar::decimal($fractional_dollar, $fraction);} /** * DOLLARFR. * * Converts a dollar price expressed as a decimal number into a dollar price * expressed as a fraction. * Fractional dollar numbers are sometimes used for security prices. * * Excel Function: * DOLLARFR(decimal_dollar,fraction) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\Dollar::fractional() > * Use the fractional() method in the Financial\Dollar class instead* * @param float $decimal_dollar Decimal Dollar * @param int $fraction Fraction * * @return float|string */ public static function DOLLARFR($decimal_dollar = null, $fraction = 0) {< $decimal_dollar = Functions::flattenSingleValue($decimal_dollar); < $fraction = (int) Functions::flattenSingleValue($fraction); < < // Validate parameters < if ($decimal_dollar === null || $fraction < 0) { < return Functions::NAN(); < } < if ($fraction == 0) { < return Functions::DIV0(); < } < < $dollars = floor($decimal_dollar); < $cents = fmod($decimal_dollar, 1); < $cents *= $fraction; < $cents *= pow(10, -ceil(log10($fraction))); < < return $dollars + $cents;> return Dollar::fractional($decimal_dollar, $fraction);} /** * EFFECT. * * Returns the effective interest rate given the nominal rate and the number of * compounding payments per year. * * Excel Function: * EFFECT(nominal_rate,npery) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\InterestRate::effective() > * Use the effective() method in the Financial\InterestRate class instead*< * @param float $nominal_rate Nominal interest rate < * @param int $npery Number of compounding payments per year> * @param float $nominalRate Nominal interest rate > * @param int $periodsPerYear Number of compounding payments per year* * @return float|string */< public static function EFFECT($nominal_rate = 0, $npery = 0)> public static function EFFECT($nominalRate = 0, $periodsPerYear = 0){< $nominal_rate = Functions::flattenSingleValue($nominal_rate); < $npery = (int) Functions::flattenSingleValue($npery); < < // Validate parameters < if ($nominal_rate <= 0 || $npery < 1) { < return Functions::NAN(); < } < < return pow((1 + $nominal_rate / $npery), $npery) - 1;> return Financial\InterestRate::effective($nominalRate, $periodsPerYear);} /** * FV. * * Returns the Future Value of a cash flow with constant payments and interest rate (annuities). * * Excel Function: * FV(rate,nper,pmt[,pv[,type]]) *< * @category Financial Functions> * @Deprecated 1.18.0 > * > * @see Financial\CashFlow\Constant\Periodic::futureValue() > * Use the futureValue() method in the Financial\CashFlow\Constant\Periodic class instead* * @param float $rate The interest rate per period * @param int $nper Total number of payment periods in an annuity * @param float $pmt The payment made each period: it cannot change over the * life of the annuity. Typically, pmt contains principal * and interest but no other fees or taxes. * @param float $pv present Value, or the lump-sum amount that a series of * future payments is worth right now * @param int $type A number 0 or 1 and indicates when payments are due: * 0 or omitted At the end of the period. * 1 At the beginning of the period. * * @return float|string */ public static function FV($rate = 0, $nper = 0, $pmt = 0, $pv = 0, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $nper = Functions::flattenSingleValue($nper); < $pmt = Functions::flattenSingleValue($pmt); < $pv = Functions::flattenSingleValue($pv); < $type = Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < < // Calculate < if ($rate !== null && $rate != 0) { < return -$pv * pow(1 + $rate, $nper) - $pmt * (1 + $rate * $type) * (pow(1 + $rate, $nper) - 1) / $rate; < } < < return -$pv - $pmt * $nper;> return Financial\CashFlow\Constant\Periodic::futureValue($rate, $nper, $pmt, $pv, $type);} /** * FVSCHEDULE. * * Returns the future value of an initial principal after applying a series of compound interest rates. * Use FVSCHEDULE to calculate the future value of an investment with a variable or adjustable rate. * * Excel Function: * FVSCHEDULE(principal,schedule) *> * @Deprecated 1.18.0 * @param float $principal the present value > * * @param float[] $schedule an array of interest rates to apply > * @see Financial\CashFlow\Single::futureValue() * > * Use the futureValue() method in the Financial\CashFlow\Single class instead * @return float > *< * @return float> * @return float|stringpublic static function FVSCHEDULE($principal, $schedule) {< $principal = Functions::flattenSingleValue($principal); < $schedule = Functions::flattenArray($schedule); < < foreach ($schedule as $rate) { < $principal *= 1 + $rate; < } < < return $principal;> return Financial\CashFlow\Single::futureValue($principal, $schedule);} /** * INTRATE. * * Returns the interest rate for a fully invested security. * * Excel Function: * INTRATE(settlement,maturity,investment,redemption[,basis]) *> * @Deprecated 1.18.0 * @param mixed $settlement The security's settlement date. > * * The security settlement date is the date after the issue date when the security is traded to the buyer. > * @see Financial\Securities\Rates::interest() * @param mixed $maturity The security's maturity date. > * Use the interest() method in the Financial\Securities\Rates class instead * The maturity date is the date when the security expires. > *< * The security settlement date is the date after the issue date when the security is traded to the buyer.> * The security settlement date is the date after the issue date when the security > * is traded to the buyer.* @param int $redemption the amount to be received at maturity * @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 * * @return float|string */ public static function INTRATE($settlement, $maturity, $investment, $redemption, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $investment = Functions::flattenSingleValue($investment); < $redemption = Functions::flattenSingleValue($redemption); < $basis = Functions::flattenSingleValue($basis); < < // Validate < if ((is_numeric($investment)) && (is_numeric($redemption)) && (is_numeric($basis))) { < $investment = (float) $investment; < $redemption = (float) $redemption; < $basis = (int) $basis; < if (($investment <= 0) || ($redemption <= 0)) { < return Functions::NAN(); < } < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis); < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < < return (($redemption / $investment) - 1) / ($daysBetweenSettlementAndMaturity); < } < < return Functions::VALUE();> return Financial\Securities\Rates::interest($settlement, $maturity, $investment, $redemption, $basis);} /** * IPMT. *< * Returns the interest payment for a given period for an investment based on periodic, constant payments and a constant interest rate.> * Returns the interest payment for a given period for an investment based on periodic, constant payments > * and a constant interest rate.* * Excel Function: * IPMT(rate,per,nper,pv[,fv][,type]) *> * @Deprecated 1.18.0 * @param float $rate Interest rate per period > * * @param int $per Period for which we want to find the interest > * @see Financial\CashFlow\Constant\Periodic\Interest::payment() * @param int $nper Number of periods > * Use the payment() method in the Financial\CashFlow\Constant\Periodic class instead * @param float $pv Present Value > ** @param float $fv Future Value * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period * * @return float|string */ public static function IPMT($rate, $per, $nper, $pv, $fv = 0, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $per = (int) Functions::flattenSingleValue($per); < $nper = (int) Functions::flattenSingleValue($nper); < $pv = Functions::flattenSingleValue($pv); < $fv = Functions::flattenSingleValue($fv); < $type = (int) Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < if ($per <= 0 || $per > $nper) { < return Functions::VALUE(); < } < < // Calculate < $interestAndPrincipal = self::interestAndPrincipal($rate, $per, $nper, $pv, $fv, $type); < < return $interestAndPrincipal[0];> return Financial\CashFlow\Constant\Periodic\Interest::payment($rate, $per, $nper, $pv, $fv, $type);} /** * IRR. * * Returns the internal rate of return for a series of cash flows represented by the numbers in values. * These cash flows do not have to be even, as they would be for an annuity. However, the cash flows must occur * at regular intervals, such as monthly or annually. The internal rate of return is the interest rate received * for an investment consisting of payments (negative values) and income (positive values) that occur at regular * periods. * * Excel Function: * IRR(values[,guess]) *< * @param float[] $values An array or a reference to cells that contain numbers for which you want> * @Deprecated 1.18.0 > * > * @see Financial\CashFlow\Variable\Periodic::rate() > * Use the rate() method in the Financial\CashFlow\Variable\Periodic class instead > * > * @param mixed $values An array or a reference to cells that contain numbers for which you want* to calculate the internal rate of return. * Values must contain at least one positive value and one negative value to * calculate the internal rate of return.< * @param float $guess A number that you guess is close to the result of IRR> * @param mixed $guess A number that you guess is close to the result of IRR* * @return float|string */ public static function IRR($values, $guess = 0.1) {< if (!is_array($values)) { < return Functions::VALUE(); < } < $values = Functions::flattenArray($values); < $guess = Functions::flattenSingleValue($guess); < < // create an initial range, with a root somewhere between 0 and guess < $x1 = 0.0; < $x2 = $guess; < $f1 = self::NPV($x1, $values); < $f2 = self::NPV($x2, $values); < for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { < if (($f1 * $f2) < 0.0) { < break; < } < if (abs($f1) < abs($f2)) { < $f1 = self::NPV($x1 += 1.6 * ($x1 - $x2), $values); < } else { < $f2 = self::NPV($x2 += 1.6 * ($x2 - $x1), $values); < } < } < if (($f1 * $f2) > 0.0) { < return Functions::VALUE(); < } < < $f = self::NPV($x1, $values); < if ($f < 0.0) { < $rtb = $x1; < $dx = $x2 - $x1; < } else { < $rtb = $x2; < $dx = $x1 - $x2; < } < < for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { < $dx *= 0.5; < $x_mid = $rtb + $dx; < $f_mid = self::NPV($x_mid, $values); < if ($f_mid <= 0.0) { < $rtb = $x_mid; < } < if ((abs($f_mid) < self::FINANCIAL_PRECISION) || (abs($dx) < self::FINANCIAL_PRECISION)) { < return $x_mid; < } < } < < return Functions::VALUE();> return Financial\CashFlow\Variable\Periodic::rate($values, $guess);} /** * ISPMT. * * Returns the interest payment for an investment based on an interest rate and a constant payment schedule. * * Excel Function:< * =ISPMT(interest_rate, period, number_payments, PV)> * =ISPMT(interest_rate, period, number_payments, pv) > * > * @Deprecated 1.18.0 > * > * @see Financial\CashFlow\Constant\Periodic\Interest::schedulePayment() > * Use the schedulePayment() method in the Financial\CashFlow\Constant\Periodic class instead* * interest_rate is the interest rate for the investment * * period is the period to calculate the interest rate. It must be betweeen 1 and number_payments. * * number_payments is the number of payments for the annuity *< * PV is the loan amount or present value of the payments> * pv is the loan amount or present value of the payments*/ public static function ISPMT(...$args) {< // Return value < $returnValue = 0; < < // Get the parameters < $aArgs = Functions::flattenArray($args); < $interestRate = array_shift($aArgs); < $period = array_shift($aArgs); < $numberPeriods = array_shift($aArgs); < $principleRemaining = array_shift($aArgs); < < // Calculate < $principlePayment = ($principleRemaining * 1.0) / ($numberPeriods * 1.0); < for ($i = 0; $i <= $period; ++$i) { < $returnValue = $interestRate * $principleRemaining * -1; < $principleRemaining -= $principlePayment; < // principle needs to be 0 after the last payment, don't let floating point screw it up < if ($i == $numberPeriods) { < $returnValue = 0; < } < } < < return $returnValue;> return Financial\CashFlow\Constant\Periodic\Interest::schedulePayment(...$args);} /** * MIRR. * * Returns the modified internal rate of return for a series of periodic cash flows. MIRR considers both * the cost of the investment and the interest received on reinvestment of cash. * * Excel Function: * MIRR(values,finance_rate, reinvestment_rate) *< * @param float[] $values An array or a reference to cells that contain a series of payments and> * @Deprecated 1.18.0 > * > * @see Financial\CashFlow\Variable\Periodic::modifiedRate() > * Use the modifiedRate() method in the Financial\CashFlow\Variable\Periodic class instead > * > * @param mixed $values An array or a reference to cells that contain a series of payments and* income occurring at regular intervals. * Payments are negative value, income is positive values.< * @param float $finance_rate The interest rate you pay on the money used in the cash flows < * @param float $reinvestment_rate The interest rate you receive on the cash flows as you reinvest them> * @param mixed $finance_rate The interest rate you pay on the money used in the cash flows > * @param mixed $reinvestment_rate The interest rate you receive on the cash flows as you reinvest them*< * @return float|string> * @return float|string Result, or a string containing an error*/ public static function MIRR($values, $finance_rate, $reinvestment_rate) {< if (!is_array($values)) { < return Functions::VALUE(); < } < $values = Functions::flattenArray($values); < $finance_rate = Functions::flattenSingleValue($finance_rate); < $reinvestment_rate = Functions::flattenSingleValue($reinvestment_rate); < $n = count($values); < < $rr = 1.0 + $reinvestment_rate; < $fr = 1.0 + $finance_rate; < < $npv_pos = $npv_neg = 0.0; < foreach ($values as $i => $v) { < if ($v >= 0) { < $npv_pos += $v / pow($rr, $i); < } else { < $npv_neg += $v / pow($fr, $i); < } < } < < if (($npv_neg == 0) || ($npv_pos == 0) || ($reinvestment_rate <= -1)) { < return Functions::VALUE(); < } < < $mirr = pow((-$npv_pos * pow($rr, $n)) < / ($npv_neg * ($rr)), (1.0 / ($n - 1))) - 1.0; < < return is_finite($mirr) ? $mirr : Functions::VALUE();> return Financial\CashFlow\Variable\Periodic::modifiedRate($values, $finance_rate, $reinvestment_rate);} /** * NOMINAL. * * Returns the nominal interest rate given the effective rate and the number of compounding payments per year. *< * @param float $effect_rate Effective interest rate < * @param int $npery Number of compounding payments per year> * Excel Function: > * NOMINAL(effect_rate, npery)*< * @return float|string> * @Deprecated 1.18.0 > * > * @see Financial\InterestRate::nominal() > * Use the nominal() method in the Financial\InterestRate class instead > * > * @param float $effectiveRate Effective interest rate > * @param int $periodsPerYear Number of compounding payments per year > * > * @return float|string Result, or a string containing an error*/< public static function NOMINAL($effect_rate = 0, $npery = 0)> public static function NOMINAL($effectiveRate = 0, $periodsPerYear = 0){< $effect_rate = Functions::flattenSingleValue($effect_rate); < $npery = (int) Functions::flattenSingleValue($npery); < < // Validate parameters < if ($effect_rate <= 0 || $npery < 1) { < return Functions::NAN(); < } < < // Calculate < return $npery * (pow($effect_rate + 1, 1 / $npery) - 1);> return InterestRate::nominal($effectiveRate, $periodsPerYear);} /** * NPER. * * Returns the number of periods for a cash flow with constant periodic payments (annuities), and interest rate. *> * @Deprecated 1.18.0 * @param float $rate Interest rate per period > ** @param int $pmt Periodic payment (annuity) * @param float $pv Present Value * @param float $fv Future Value * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period *< * @return float|string> * @return float|string Result, or a string containing an error > * > *@see Financial\CashFlow\Constant\Periodic::periods() > * Use the periods() method in the Financial\CashFlow\Constant\Periodic class instead*/ public static function NPER($rate = 0, $pmt = 0, $pv = 0, $fv = 0, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $pmt = Functions::flattenSingleValue($pmt); < $pv = Functions::flattenSingleValue($pv); < $fv = Functions::flattenSingleValue($fv); < $type = Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < < // Calculate < if ($rate !== null && $rate != 0) { < if ($pmt == 0 && $pv == 0) { < return Functions::NAN(); < } < < return log(($pmt * (1 + $rate * $type) / $rate - $fv) / ($pv + $pmt * (1 + $rate * $type) / $rate)) / log(1 + $rate); < } < if ($pmt == 0) { < return Functions::NAN(); < } < < return (-$pv - $fv) / $pmt;> return Financial\CashFlow\Constant\Periodic::periods($rate, $pmt, $pv, $fv, $type);} /** * NPV. * * Returns the Net Present Value of a cash flow series given a discount rate. *> * @Deprecated 1.18.0 * @return float > * */ > * @see Financial\CashFlow\Variable\Periodic::presentValue() public static function NPV(...$args) > * Use the presentValue() method in the Financial\CashFlow\Variable\Periodic class instead { > *< // Return value < $returnValue = 0; < < // Loop through arguments < $aArgs = Functions::flattenArray($args); < < // Calculate < $rate = array_shift($aArgs); < $countArgs = count($aArgs); < for ($i = 1; $i <= $countArgs; ++$i) { < // Is it a numeric value? < if (is_numeric($aArgs[$i - 1])) { < $returnValue += $aArgs[$i - 1] / pow(1 + $rate, $i); < } < } < < // Return < return $returnValue;> return Financial\CashFlow\Variable\Periodic::presentValue(...$args);} /** * PDURATION. * * Calculates the number of periods required for an investment to reach a specified value. *> * @Deprecated 1.18.0 * @param float $rate Interest rate per period > * * @param float $pv Present Value > * @see Financial\CashFlow\Single::periods() * @param float $fv Future Value > * Use the periods() method in the Financial\CashFlow\Single class instead * > *< * @return float|string> * @return float|string Result, or a string containing an error*/ public static function PDURATION($rate = 0, $pv = 0, $fv = 0) {< $rate = Functions::flattenSingleValue($rate); < $pv = Functions::flattenSingleValue($pv); < $fv = Functions::flattenSingleValue($fv); < < // Validate parameters < if (!is_numeric($rate) || !is_numeric($pv) || !is_numeric($fv)) { < return Functions::VALUE(); < } elseif ($rate <= 0.0 || $pv <= 0.0 || $fv <= 0.0) { < return Functions::NAN(); < } < < return (log($fv) - log($pv)) / log(1 + $rate);> return Financial\CashFlow\Single::periods($rate, $pv, $fv);} /** * PMT. * * Returns the constant payment (annuity) for a cash flow with a constant interest rate. *> * @Deprecated 1.18.0 * @param float $rate Interest rate per period > * * @param int $nper Number of periods > * @see Financial\CashFlow\Constant\Periodic\Payments::annuity() * @param float $pv Present Value > * Use the annuity() method in the Financial\CashFlow\Constant\Periodic\Payments class instead * @param float $fv Future Value > ** @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period *< * @return float> * @return float|string Result, or a string containing an error*/ public static function PMT($rate = 0, $nper = 0, $pv = 0, $fv = 0, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $nper = Functions::flattenSingleValue($nper); < $pv = Functions::flattenSingleValue($pv); < $fv = Functions::flattenSingleValue($fv); < $type = Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < < // Calculate < if ($rate !== null && $rate != 0) { < return (-$fv - $pv * pow(1 + $rate, $nper)) / (1 + $rate * $type) / ((pow(1 + $rate, $nper) - 1) / $rate); < } < < return (-$pv - $fv) / $nper;> return Financial\CashFlow\Constant\Periodic\Payments::annuity($rate, $nper, $pv, $fv, $type);} /** * PPMT. *< * Returns the interest payment for a given period for an investment based on periodic, constant payments and a constant interest rate.> * Returns the interest payment for a given period for an investment based on periodic, constant payments > * and a constant interest rate. > * > * @Deprecated 1.18.0 > * > * @see Financial\CashFlow\Constant\Periodic\Payments::interestPayment() > * Use the interestPayment() method in the Financial\CashFlow\Constant\Periodic\Payments class instead* * @param float $rate Interest rate per period * @param int $per Period for which we want to find the interest * @param int $nper Number of periods * @param float $pv Present Value * @param float $fv Future Value * @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period *< * @return float> * @return float|string Result, or a string containing an error*/ public static function PPMT($rate, $per, $nper, $pv, $fv = 0, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $per = (int) Functions::flattenSingleValue($per); < $nper = (int) Functions::flattenSingleValue($nper); < $pv = Functions::flattenSingleValue($pv); < $fv = Functions::flattenSingleValue($fv); < $type = (int) Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < if ($per <= 0 || $per > $nper) { < return Functions::VALUE(); < } < < // Calculate < $interestAndPrincipal = self::interestAndPrincipal($rate, $per, $nper, $pv, $fv, $type); < < return $interestAndPrincipal[1];> return Financial\CashFlow\Constant\Periodic\Payments::interestPayment($rate, $per, $nper, $pv, $fv, $type);}> /** public static function PRICE($settlement, $maturity, $rate, $yield, $redemption, $frequency, $basis = 0) > * PRICE. { > * $settlement = Functions::flattenSingleValue($settlement); > * Returns the price per $100 face value of a security that pays periodic interest. $maturity = Functions::flattenSingleValue($maturity); > * $rate = (float) Functions::flattenSingleValue($rate); > * @Deprecated 1.18.0 $yield = (float) Functions::flattenSingleValue($yield); > * $redemption = (float) Functions::flattenSingleValue($redemption); > * @see Financial\Securities\Price::price() $frequency = (int) Functions::flattenSingleValue($frequency); > * Use the price() method in the Financial\Securities\Price class instead $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); > * > * @param mixed $settlement The security's settlement date. if (is_string($settlement = DateTime::getDateValue($settlement))) { > * The security settlement date is the date after the issue date when the security return Functions::VALUE(); > * is traded to the buyer. } > * @param mixed $maturity The security's maturity date. if (is_string($maturity = DateTime::getDateValue($maturity))) { > * The maturity date is the date when the security expires. return Functions::VALUE(); > * @param float $rate the security's annual coupon rate } > * @param float $yield the security's annual yield > * @param float $redemption The number of coupon payments per year. if (($settlement > $maturity) || > * For annual payments, frequency = 1; (!self::isValidFrequency($frequency)) || > * for semiannual, frequency = 2; (($basis < 0) || ($basis > 4))) { > * for quarterly, frequency = 4. return Functions::NAN(); > * @param int $frequency } > * @param int $basis The type of day count to use. > * 0 or omitted US (NASD) 30/360 $dsc = self::COUPDAYSNC($settlement, $maturity, $frequency, $basis); > * 1 Actual/actual $e = self::COUPDAYS($settlement, $maturity, $frequency, $basis); > * 2 Actual/360 $n = self::COUPNUM($settlement, $maturity, $frequency, $basis); > * 3 Actual/365 $a = self::COUPDAYBS($settlement, $maturity, $frequency, $basis); > * 4 European 30/360 > * $baseYF = 1.0 + ($yield / $frequency); > * @return float|string Result, or a string containing an error $rfp = 100 * ($rate / $frequency); > */< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $rate = (float) Functions::flattenSingleValue($rate); < $yield = (float) Functions::flattenSingleValue($yield); < $redemption = (float) Functions::flattenSingleValue($redemption); < $frequency = (int) Functions::flattenSingleValue($frequency); < $basis = ($basis === null) ? 0 : (int) Functions::flattenSingleValue($basis); < < if (is_string($settlement = DateTime::getDateValue($settlement))) { < return Functions::VALUE(); < } < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (($settlement > $maturity) || < (!self::isValidFrequency($frequency)) || < (($basis < 0) || ($basis > 4))) { < return Functions::NAN(); < } < < $dsc = self::COUPDAYSNC($settlement, $maturity, $frequency, $basis); < $e = self::COUPDAYS($settlement, $maturity, $frequency, $basis); < $n = self::COUPNUM($settlement, $maturity, $frequency, $basis); < $a = self::COUPDAYBS($settlement, $maturity, $frequency, $basis); < < $baseYF = 1.0 + ($yield / $frequency); < $rfp = 100 * ($rate / $frequency); < $de = $dsc / $e; < < $result = $redemption / pow($baseYF, (--$n + $de)); < for ($k = 0; $k <= $n; ++$k) { < $result += $rfp / (pow($baseYF, ($k + $de))); < } < $result -= $rfp * ($a / $e); < < return $result;> return Securities\Price::price($settlement, $maturity, $rate, $yield, $redemption, $frequency, $basis);$basis = (int) Functions::flattenSingleValue($basis);> * @Deprecated 1.18.0 > * // Validate > * @see Financial\Securities\Price::priceDiscounted() if ((is_numeric($discount)) && (is_numeric($redemption)) && (is_numeric($basis))) { > * Use the priceDiscounted() method in the Financial\Securities\Price class instead if (($discount <= 0) || ($redemption <= 0)) { > *< * The security settlement date is the date after the issue date when the security is traded to the buyer.> * The security settlement date is the date after the issue date when the security > * is traded to the buyer.< * @return float> * @return float|string Result, or a string containing an error< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $discount = (float) Functions::flattenSingleValue($discount); < $redemption = (float) Functions::flattenSingleValue($redemption); < $basis = (int) Functions::flattenSingleValue($basis); < < // Validate < if ((is_numeric($discount)) && (is_numeric($redemption)) && (is_numeric($basis))) { < if (($discount <= 0) || ($redemption <= 0)) { < return Functions::NAN(); < } < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis); < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < < return $redemption * (1 - $discount * $daysBetweenSettlementAndMaturity); < } < < return Functions::VALUE();> return Securities\Price::priceDiscounted($settlement, $maturity, $discount, $redemption, $basis);* @param mixed $issue The security's issue date> * @Deprecated 1.18.0 * @param int $rate The security's interest rate at date of issue > * * @param int $yield The security's annual yield > * @see Financial\Securities\Price::priceAtMaturity() * @param int $basis The type of day count to use. > * Use the priceAtMaturity() method in the Financial\Securities\Price class instead * 0 or omitted US (NASD) 30/360 > *< * The security's settlement date is the date after the issue date when the security is traded to the buyer.> * The security's settlement date is the date after the issue date when the security > * is traded to the buyer.* 2 Actual/360 * 3 Actual/365 * 4 European 30/360 *< * @return float> * @return float|string Result, or a string containing an error*/ public static function PRICEMAT($settlement, $maturity, $issue, $rate, $yield, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $issue = Functions::flattenSingleValue($issue); < $rate = Functions::flattenSingleValue($rate); < $yield = Functions::flattenSingleValue($yield); < $basis = (int) Functions::flattenSingleValue($basis); < < // Validate < if (is_numeric($rate) && is_numeric($yield)) { < if (($rate <= 0) || ($yield <= 0)) { < return Functions::NAN(); < } < $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis); < if (!is_numeric($daysPerYear)) { < return $daysPerYear; < } < $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis); < if (!is_numeric($daysBetweenIssueAndSettlement)) { < // return date error < return $daysBetweenIssueAndSettlement; < } < $daysBetweenIssueAndSettlement *= $daysPerYear; < $daysBetweenIssueAndMaturity = DateTime::YEARFRAC($issue, $maturity, $basis); < if (!is_numeric($daysBetweenIssueAndMaturity)) { < // return date error < return $daysBetweenIssueAndMaturity; < } < $daysBetweenIssueAndMaturity *= $daysPerYear; < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis); < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < $daysBetweenSettlementAndMaturity *= $daysPerYear; < < return (100 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate * 100)) / < (1 + (($daysBetweenSettlementAndMaturity / $daysPerYear) * $yield)) - < (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate * 100); < } < < return Functions::VALUE();> return Securities\Price::priceAtMaturity($settlement, $maturity, $issue, $rate, $yield, $basis);} /** * PV. * * Returns the Present Value of a cash flow with constant payments and interest rate (annuities). *> * @Deprecated 1.18.0 * @param float $rate Interest rate per period > * * @param int $nper Number of periods > * @see Financial\CashFlow\Constant\Periodic::presentValue() * @param float $pmt Periodic payment (annuity) > * Use the presentValue() method in the Financial\CashFlow\Constant\Periodic class instead * @param float $fv Future Value > ** @param int $type Payment type: 0 = at the end of each period, 1 = at the beginning of each period *< * @return float> * @return float|string Result, or a string containing an error*/ public static function PV($rate = 0, $nper = 0, $pmt = 0, $fv = 0, $type = 0) {< $rate = Functions::flattenSingleValue($rate); < $nper = Functions::flattenSingleValue($nper); < $pmt = Functions::flattenSingleValue($pmt); < $fv = Functions::flattenSingleValue($fv); < $type = Functions::flattenSingleValue($type); < < // Validate parameters < if ($type != 0 && $type != 1) { < return Functions::NAN(); < } < < // Calculate < if ($rate !== null && $rate != 0) { < return (-$pmt * (1 + $rate * $type) * ((pow(1 + $rate, $nper) - 1) / $rate) - $fv) / pow(1 + $rate, $nper); < } < < return -$fv - $pmt * $nper;> return Financial\CashFlow\Constant\Periodic::presentValue($rate, $nper, $pmt, $fv, $type);} /** * RATE. * * Returns the interest rate per period of an annuity. * RATE is calculated by iteration and can have zero or more solutions. * If the successive results of RATE do not converge to within 0.0000001 after 20 iterations, * RATE returns the #NUM! error value. * * Excel Function: * RATE(nper,pmt,pv[,fv[,type[,guess]]]) *< * @category Financial Functions> * @Deprecated 1.18.0*< * @param float $nper The total number of payment periods in an annuity < * @param float $pmt The payment made each period and cannot change over the life> * @see Financial\CashFlow\Constant\Periodic\Interest::rate() > * Use the rate() method in the Financial\CashFlow\Constant\Periodic class instead > * > * @param mixed $nper The total number of payment periods in an annuity > * @param mixed $pmt The payment made each period and cannot change over the life* of the annuity. * Typically, pmt includes principal and interest but no other * fees or taxes.< * @param float $pv The present value - the total amount that a series of future> * @param mixed $pv The present value - the total amount that a series of future* payments is worth now< * @param float $fv The future value, or a cash balance you want to attain after> * @param mixed $fv The future value, or a cash balance you want to attain after* the last payment is made. If fv is omitted, it is assumed * to be 0 (the future value of a loan, for example, is 0).< * @param int $type A number 0 or 1 and indicates when payments are due:> * @param mixed $type A number 0 or 1 and indicates when payments are due:* 0 or omitted At the end of the period. * 1 At the beginning of the period.< * @param float $guess Your guess for what the rate will be.> * @param mixed $guess Your guess for what the rate will be.* If you omit guess, it is assumed to be 10 percent. *< * @return float> * @return float|string*/ public static function RATE($nper, $pmt, $pv, $fv = 0.0, $type = 0, $guess = 0.1) {< $nper = (int) Functions::flattenSingleValue($nper); < $pmt = Functions::flattenSingleValue($pmt); < $pv = Functions::flattenSingleValue($pv); < $fv = ($fv === null) ? 0.0 : Functions::flattenSingleValue($fv); < $type = ($type === null) ? 0 : (int) Functions::flattenSingleValue($type); < $guess = ($guess === null) ? 0.1 : Functions::flattenSingleValue($guess); < < $rate = $guess; < if (abs($rate) < self::FINANCIAL_PRECISION) { < $y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv; < } else { < $f = exp($nper * log(1 + $rate)); < $y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv; < } < $y0 = $pv + $pmt * $nper + $fv; < $y1 = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv; < < // find root by secant method < $i = $x0 = 0.0; < $x1 = $rate; < while ((abs($y0 - $y1) > self::FINANCIAL_PRECISION) && ($i < self::FINANCIAL_MAX_ITERATIONS)) { < $rate = ($y1 * $x0 - $y0 * $x1) / ($y1 - $y0); < $x0 = $x1; < $x1 = $rate; < if (($nper * abs($pmt)) > ($pv - $fv)) { < $x1 = abs($x1); < } < if (abs($rate) < self::FINANCIAL_PRECISION) { < $y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv; < } else { < $f = exp($nper * log(1 + $rate)); < $y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv; < } < < $y0 = $y1; < $y1 = $y; < ++$i; < } < < return $rate;> return Financial\CashFlow\Constant\Periodic\Interest::rate($nper, $pmt, $pv, $fv, $type, $guess);} /** * RECEIVED. *< * Returns the price per $100 face value of a discounted security.> * Returns the amount received at maturity for a fully invested Security. > * > * @Deprecated 1.18.0 > * > * @see Financial\Securities\Price::received() > * Use the received() method in the Financial\Securities\Price class instead* * @param mixed $settlement The security's settlement date.< * The security settlement date is the date after the issue date when the security is traded to the buyer.> * The security settlement date is the date after the issue date when the security > * is traded to the buyer.* @param mixed $maturity The security's maturity date. * The maturity date is the date when the security expires.< * @param int $investment The amount invested in the security < * @param int $discount The security's discount rate < * @param int $basis The type of day count to use.> * @param mixed $investment The amount invested in the security > * @param mixed $discount The security's discount rate > * @param mixed $basis The type of day count to use.* 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 *< * @return float> * @return float|string Result, or a string containing an error*/ public static function RECEIVED($settlement, $maturity, $investment, $discount, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $investment = (float) Functions::flattenSingleValue($investment); < $discount = (float) Functions::flattenSingleValue($discount); < $basis = (int) Functions::flattenSingleValue($basis); < < // Validate < if ((is_numeric($investment)) && (is_numeric($discount)) && (is_numeric($basis))) { < if (($investment <= 0) || ($discount <= 0)) { < return Functions::NAN(); < } < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis); < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < < return $investment / (1 - ($discount * $daysBetweenSettlementAndMaturity)); < } < < return Functions::VALUE();> return Financial\Securities\Price::received($settlement, $maturity, $investment, $discount, $basis);} /** * RRI. * * Calculates the interest rate required for an investment to grow to a specified future value . *> * @Deprecated 1.18.0 * @param float $nper The number of periods over which the investment is made > * * @param float $pv Present Value > * @see Financial\CashFlow\Single::interestRate() * @param float $fv Future Value > * Use the interestRate() method in the Financial\CashFlow\Single class instead * > *< * @return float|string> * @return float|string Result, or a string containing an error*/ public static function RRI($nper = 0, $pv = 0, $fv = 0) {< $nper = Functions::flattenSingleValue($nper); < $pv = Functions::flattenSingleValue($pv); < $fv = Functions::flattenSingleValue($fv); < < // Validate parameters < if (!is_numeric($nper) || !is_numeric($pv) || !is_numeric($fv)) { < return Functions::VALUE(); < } elseif ($nper <= 0.0 || $pv <= 0.0 || $fv < 0.0) { < return Functions::NAN(); < } < < return pow($fv / $pv, 1 / $nper) - 1;> return Financial\CashFlow\Single::interestRate($nper, $pv, $fv);} /** * SLN. * * Returns the straight-line depreciation of an asset for one period *> * @Deprecated 1.18.0 * @param mixed $cost Initial cost of the asset > * * @param mixed $salvage Value at the end of the depreciation > * @see Financial\Depreciation::SLN() * @param mixed $life Number of periods over which the asset is depreciated > * Use the SLN() method in the Financial\Depreciation class instead * > *< * @return float|string> * @return float|string Result, or a string containing an error*/ public static function SLN($cost, $salvage, $life) {< $cost = Functions::flattenSingleValue($cost); < $salvage = Functions::flattenSingleValue($salvage); < $life = Functions::flattenSingleValue($life); < < // Calculate < if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life))) { < if ($life < 0) { < return Functions::NAN(); < } < < return ($cost - $salvage) / $life; < } < < return Functions::VALUE();> return Depreciation::SLN($cost, $salvage, $life);} /** * SYD. * * Returns the sum-of-years' digits depreciation of an asset for a specified period. *> * @Deprecated 1.18.0 * @param mixed $cost Initial cost of the asset > * * @param mixed $salvage Value at the end of the depreciation > * @see Financial\Depreciation::SYD() * @param mixed $life Number of periods over which the asset is depreciated > * Use the SYD() method in the Financial\Depreciation class instead * @param mixed $period Period > **< * @return float|string> * @return float|string Result, or a string containing an error*/ public static function SYD($cost, $salvage, $life, $period) {< $cost = Functions::flattenSingleValue($cost); < $salvage = Functions::flattenSingleValue($salvage); < $life = Functions::flattenSingleValue($life); < $period = Functions::flattenSingleValue($period); < < // Calculate < if ((is_numeric($cost)) && (is_numeric($salvage)) && (is_numeric($life)) && (is_numeric($period))) { < if (($life < 1) || ($period > $life)) { < return Functions::NAN(); < } < < return (($cost - $salvage) * ($life - $period + 1) * 2) / ($life * ($life + 1)); < } < < return Functions::VALUE();> return Depreciation::SYD($cost, $salvage, $life, $period);} /** * TBILLEQ. * * Returns the bond-equivalent yield for a Treasury bill. *> * @Deprecated 1.18.0 * @param mixed $settlement The Treasury bill's settlement date. > * * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer. > * @see Financial\TreasuryBill::bondEquivalentYield() * @param mixed $maturity The Treasury bill's maturity date. > * Use the bondEquivalentYield() method in the Financial\TreasuryBill class instead * The maturity date is the date when the Treasury bill expires. > *< * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.> * The Treasury bill's settlement date is the date after the issue date when the > * Treasury bill is traded to the buyer.*< * @return float> * @return float|string Result, or a string containing an error*/ public static function TBILLEQ($settlement, $maturity, $discount) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $discount = Functions::flattenSingleValue($discount); < < // Use TBILLPRICE for validation < $testValue = self::TBILLPRICE($settlement, $maturity, $discount); < if (is_string($testValue)) { < return $testValue; < } < < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_OPENOFFICE) { < ++$maturity; < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360; < } else { < $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement)); < } < < return (365 * $discount) / (360 - $discount * $daysBetweenSettlementAndMaturity);> return TreasuryBill::bondEquivalentYield($settlement, $maturity, $discount);} /** * TBILLPRICE. *< * Returns the yield for a Treasury bill.> * Returns the price per $100 face value for a Treasury bill. > * > * @Deprecated 1.18.0 > * > * @see Financial\TreasuryBill::price() > * Use the price() method in the Financial\TreasuryBill class instead* * @param mixed $settlement The Treasury bill's settlement date.< * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.> * The Treasury bill's settlement date is the date after the issue date > * when the Treasury bill is traded to the buyer.* @param mixed $maturity The Treasury bill's maturity date. * The maturity date is the date when the Treasury bill expires. * @param int $discount The Treasury bill's discount rate *< * @return float> * @return float|string Result, or a string containing an error*/ public static function TBILLPRICE($settlement, $maturity, $discount) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $discount = Functions::flattenSingleValue($discount); < < if (is_string($maturity = DateTime::getDateValue($maturity))) { < return Functions::VALUE(); < } < < // Validate < if (is_numeric($discount)) { < if ($discount <= 0) { < return Functions::NAN(); < } < < if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_OPENOFFICE) { < ++$maturity; < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360; < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < } else { < $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement)); < } < < if ($daysBetweenSettlementAndMaturity > 360) { < return Functions::NAN(); < } < < $price = 100 * (1 - (($discount * $daysBetweenSettlementAndMaturity) / 360)); < if ($price <= 0) { < return Functions::NAN(); < } < < return $price; < } < < return Functions::VALUE();> return TreasuryBill::price($settlement, $maturity, $discount);} /** * TBILLYIELD. * * Returns the yield for a Treasury bill. *> * @Deprecated 1.18.0 * @param mixed $settlement The Treasury bill's settlement date. > * * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer. > * @see Financial\TreasuryBill::yield() * @param mixed $maturity The Treasury bill's maturity date. > * Use the yield() method in the Financial\TreasuryBill class instead * The maturity date is the date when the Treasury bill expires. > *< * The Treasury bill's settlement date is the date after the issue date when the Treasury bill is traded to the buyer.> * The Treasury bill's settlement date is the date after the issue date > * when the Treasury bill is traded to the buyer.* * @return float|mixed|string */ public static function TBILLYIELD($settlement, $maturity, $price) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $price = Functions::flattenSingleValue($price); < < // Validate < if (is_numeric($price)) { < if ($price <= 0) { < return Functions::NAN(); < } < < if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_OPENOFFICE) { < ++$maturity; < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360; < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < } else { < $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement)); < } < < if ($daysBetweenSettlementAndMaturity > 360) { < return Functions::NAN(); < } < < return ((100 - $price) / $price) * (360 / $daysBetweenSettlementAndMaturity); < } < < return Functions::VALUE();> return TreasuryBill::yield($settlement, $maturity, $price);} /** * XIRR. * * Returns the internal rate of return for a schedule of cash flows that is not necessarily periodic. * * Excel Function: * =XIRR(values,dates,guess) *> * @Deprecated 1.18.0 * @param float[] $values A series of cash flow payments > * * The series of values must contain at least one positive value & one negative value > * @see Financial\CashFlow\Variable\NonPeriodic::rate() * @param mixed[] $dates A series of payment dates > * Use the rate() method in the Financial\CashFlow\Variable\NonPeriodic class instead * The first payment date indicates the beginning of the schedule of payments > ** All other dates must be later than this date, but they may occur in any order * @param float $guess An optional guess at the expected answer * * @return float|mixed|string */ public static function XIRR($values, $dates, $guess = 0.1) {< if ((!is_array($values)) && (!is_array($dates))) { < return Functions::VALUE(); < } < $values = Functions::flattenArray($values); < $dates = Functions::flattenArray($dates); < $guess = Functions::flattenSingleValue($guess); < if (count($values) != count($dates)) { < return Functions::NAN(); < } < < $datesCount = count($dates); < for ($i = 0; $i < $datesCount; ++$i) { < $dates[$i] = DateTime::getDateValue($dates[$i]); < if (!is_numeric($dates[$i])) { < return Functions::VALUE(); < } < } < if (min($dates) != $dates[0]) { < return Functions::NAN(); < } < < // create an initial range, with a root somewhere between 0 and guess < $x1 = 0.0; < $x2 = $guess; < $f1 = self::XNPV($x1, $values, $dates); < if (!is_numeric($f1)) { < return $f1; < } < $f2 = self::XNPV($x2, $values, $dates); < if (!is_numeric($f2)) { < return $f2; < } < for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { < if (($f1 * $f2) < 0.0) { < break; < } elseif (abs($f1) < abs($f2)) { < $f1 = self::XNPV($x1 += 1.6 * ($x1 - $x2), $values, $dates); < } else { < $f2 = self::XNPV($x2 += 1.6 * ($x2 - $x1), $values, $dates); < } < } < if (($f1 * $f2) > 0.0) { < return Functions::NAN(); < } < < $f = self::XNPV($x1, $values, $dates); < if ($f < 0.0) { < $rtb = $x1; < $dx = $x2 - $x1; < } else { < $rtb = $x2; < $dx = $x1 - $x2; < } < < for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { < $dx *= 0.5; < $x_mid = $rtb + $dx; < $f_mid = self::XNPV($x_mid, $values, $dates); < if ($f_mid <= 0.0) { < $rtb = $x_mid; < } < if ((abs($f_mid) < self::FINANCIAL_PRECISION) || (abs($dx) < self::FINANCIAL_PRECISION)) { < return $x_mid; < } < } < < return Functions::VALUE();> return Financial\CashFlow\Variable\NonPeriodic::rate($values, $dates, $guess);} /** * XNPV. * * Returns the net present value for a schedule of cash flows that is not necessarily periodic. * To calculate the net present value for a series of cash flows that is periodic, use the NPV function. * * Excel Function: * =XNPV(rate,values,dates) *> * @Deprecated 1.18.0 * @param float $rate the discount rate to apply to the cash flows > * * @param float[] $values A series of cash flows that corresponds to a schedule of payments in dates. > * @see Financial\CashFlow\Variable\NonPeriodic::presentValue() * The first payment is optional and corresponds to a cost or payment that occurs at the beginning of the investment. > * Use the presentValue() method in the Financial\CashFlow\Variable\NonPeriodic class instead * If the first value is a cost or payment, it must be a negative value. All succeeding payments are discounted based on a 365-day year. > *< * The first payment is optional and corresponds to a cost or payment that occurs at the beginning of the investment. < * If the first value is a cost or payment, it must be a negative value. All succeeding payments are discounted based on a 365-day year.> * The first payment is optional and corresponds to a cost or payment that occurs > * at the beginning of the investment. > * If the first value is a cost or payment, it must be a negative value. > * All succeeding payments are discounted based on a 365-day year.* The first payment date indicates the beginning of the schedule of payments. * All other dates must be later than this date, but they may occur in any order. * * @return float|mixed|string */ public static function XNPV($rate, $values, $dates) {< $rate = Functions::flattenSingleValue($rate); < if (!is_numeric($rate)) { < return Functions::VALUE(); < } < if ((!is_array($values)) || (!is_array($dates))) { < return Functions::VALUE(); < } < $values = Functions::flattenArray($values); < $dates = Functions::flattenArray($dates); < $valCount = count($values); < if ($valCount != count($dates)) { < return Functions::NAN(); < } < if ((min($values) > 0) || (max($values) < 0)) { < return Functions::NAN(); < } < < $xnpv = 0.0; < for ($i = 0; $i < $valCount; ++$i) { < if (!is_numeric($values[$i])) { < return Functions::VALUE(); < } < $xnpv += $values[$i] / pow(1 + $rate, DateTime::DATEDIF($dates[0], $dates[$i], 'd') / 365); < } < < return (is_finite($xnpv)) ? $xnpv : Functions::VALUE();> return Financial\CashFlow\Variable\NonPeriodic::presentValue($rate, $values, $dates);} /** * YIELDDISC. * * Returns the annual yield of a security that pays interest at maturity. *> * @Deprecated 1.18.0 * @param mixed $settlement The security's settlement date. > * * The security's settlement date is the date after the issue date when the security is traded to the buyer. > * @see Financial\Securities\Yields::yieldDiscounted() * @param mixed $maturity The security's maturity date. > * Use the yieldDiscounted() method in the Financial\Securities\Yields class instead * The maturity date is the date when the security expires. > *< * The security's settlement date is the date after the issue date when the security is traded to the buyer.> * The security's settlement date is the date after the issue date when the security > * is traded to the buyer.* @param int $redemption The security's redemption value per $100 face value * @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 *< * @return float> * @return float|string Result, or a string containing an error*/ public static function YIELDDISC($settlement, $maturity, $price, $redemption, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $price = Functions::flattenSingleValue($price); < $redemption = Functions::flattenSingleValue($redemption); < $basis = (int) Functions::flattenSingleValue($basis); < < // Validate < if (is_numeric($price) && is_numeric($redemption)) { < if (($price <= 0) || ($redemption <= 0)) { < return Functions::NAN(); < } < $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis); < if (!is_numeric($daysPerYear)) { < return $daysPerYear; < } < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis); < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < $daysBetweenSettlementAndMaturity *= $daysPerYear; < < return (($redemption - $price) / $price) * ($daysPerYear / $daysBetweenSettlementAndMaturity); < } < < return Functions::VALUE();> return Securities\Yields::yieldDiscounted($settlement, $maturity, $price, $redemption, $basis);} /** * YIELDMAT. * * Returns the annual yield of a security that pays interest at maturity. *> * @Deprecated 1.18.0 * @param mixed $settlement The security's settlement date. > * * The security's settlement date is the date after the issue date when the security is traded to the buyer. > * @see Financial\Securities\Yields::yieldAtMaturity() * @param mixed $maturity The security's maturity date. > * Use the yieldAtMaturity() method in the Financial\Securities\Yields class instead * The maturity date is the date when the security expires. > *< * The security's settlement date is the date after the issue date when the security is traded to the buyer.> * The security's settlement date is the date after the issue date when the security > * is traded to the buyer.* @param int $rate The security's interest rate at date of issue * @param int $price The security's price per $100 face value * @param int $basis The type of day count to use. * 0 or omitted US (NASD) 30/360 * 1 Actual/actual * 2 Actual/360 * 3 Actual/365 * 4 European 30/360 *< * @return float> * @return float|string Result, or a string containing an error*/ public static function YIELDMAT($settlement, $maturity, $issue, $rate, $price, $basis = 0) {< $settlement = Functions::flattenSingleValue($settlement); < $maturity = Functions::flattenSingleValue($maturity); < $issue = Functions::flattenSingleValue($issue); < $rate = Functions::flattenSingleValue($rate); < $price = Functions::flattenSingleValue($price); < $basis = (int) Functions::flattenSingleValue($basis); < < // Validate < if (is_numeric($rate) && is_numeric($price)) { < if (($rate <= 0) || ($price <= 0)) { < return Functions::NAN(); < } < $daysPerYear = self::daysPerYear(DateTime::YEAR($settlement), $basis); < if (!is_numeric($daysPerYear)) { < return $daysPerYear; < } < $daysBetweenIssueAndSettlement = DateTime::YEARFRAC($issue, $settlement, $basis); < if (!is_numeric($daysBetweenIssueAndSettlement)) { < // return date error < return $daysBetweenIssueAndSettlement; < } < $daysBetweenIssueAndSettlement *= $daysPerYear; < $daysBetweenIssueAndMaturity = DateTime::YEARFRAC($issue, $maturity, $basis); < if (!is_numeric($daysBetweenIssueAndMaturity)) { < // return date error < return $daysBetweenIssueAndMaturity; < } < $daysBetweenIssueAndMaturity *= $daysPerYear; < $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity, $basis); < if (!is_numeric($daysBetweenSettlementAndMaturity)) { < // return date error < return $daysBetweenSettlementAndMaturity; < } < $daysBetweenSettlementAndMaturity *= $daysPerYear; < < return ((1 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate) - (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) / < (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) * < ($daysPerYear / $daysBetweenSettlementAndMaturity); < } < < return Functions::VALUE();> return Securities\Yields::yieldAtMaturity($settlement, $maturity, $issue, $rate, $price, $basis);} }
