| /************************************************************** |
| * |
| * Licensed to the Apache Software Foundation (ASF) under one |
| * or more contributor license agreements. See the NOTICE file |
| * distributed with this work for additional information |
| * regarding copyright ownership. The ASF licenses this file |
| * to you under the Apache License, Version 2.0 (the |
| * "License"); you may not use this file except in compliance |
| * with the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, |
| * software distributed under the License is distributed on an |
| * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY |
| * KIND, either express or implied. See the License for the |
| * specific language governing permissions and limitations |
| * under the License. |
| * |
| *************************************************************/ |
| |
| |
| |
| #include "analysis.hxx" |
| #include "analysishelper.hxx" |
| #include <rtl/math.hxx> |
| |
| |
| |
| double SAL_CALL AnalysisAddIn::getAmordegrc( constREFXPS& xOpt, |
| double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, |
| double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ) |
| THROW_IAE; |
| |
| double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getAmorlinc( constREFXPS& xOpt, |
| double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, |
| double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ) |
| THROW_IAE; |
| |
| double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getAccrint( constREFXPS& xOpt, |
| sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate, |
| const ANY &rVal, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); |
| |
| if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle ) |
| THROW_IAE; |
| |
| double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getAccrintm( constREFXPS& xOpt, |
| sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const ANY& rVal, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); |
| |
| if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle ) |
| THROW_IAE; |
| |
| double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getReceived( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fInvest <= 0.0 || fDisc <= 0.0 ) |
| THROW_IAE; |
| |
| double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getDisc( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) |
| THROW_IAE; |
| double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getDuration( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) |
| THROWDEF_RTE_IAE |
| { |
| if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat ) |
| THROW_IAE; |
| |
| double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) THROWDEF_RTE_IAE |
| { |
| if( nPeriods < 1 || fNominal <= 0.0 ) |
| THROW_IAE; |
| |
| double fPeriods = nPeriods; |
| |
| double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0; |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal, |
| sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE |
| { |
| double fRmz, fKapZ; |
| |
| if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || |
| fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) |
| THROW_IAE; |
| |
| fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType ); |
| |
| fKapZ = 0.0; |
| |
| sal_uInt32 nStart = sal_uInt32( nStartPer ); |
| sal_uInt32 nEnd = sal_uInt32( nEndPer ); |
| |
| if( nStart == 1 ) |
| { |
| if( nPayType <= 0 ) |
| fKapZ = fRmz + fVal * fRate; |
| else |
| fKapZ = fRmz; |
| |
| nStart++; |
| } |
| |
| for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) |
| { |
| if( nPayType > 0 ) |
| fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate; |
| else |
| fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate; |
| } |
| |
| RETURN_FINITE( fKapZ ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal, |
| sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE |
| { |
| double fRmz, fZinsZ; |
| |
| if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || |
| fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) |
| THROW_IAE; |
| |
| fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType ); |
| |
| fZinsZ = 0.0; |
| |
| sal_uInt32 nStart = sal_uInt32( nStartPer ); |
| sal_uInt32 nEnd = sal_uInt32( nEndPer ); |
| |
| if( nStart == 1 ) |
| { |
| if( nPayType <= 0 ) |
| fZinsZ = -fVal; |
| |
| nStart++; |
| } |
| |
| for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) |
| { |
| if( nPayType > 0 ) |
| fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz; |
| else |
| fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ); |
| } |
| |
| fZinsZ *= fRate; |
| |
| RETURN_FINITE( fZinsZ ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getPrice( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq, |
| const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0 || CHK_Freq || nSettle >= nMat ) |
| THROW_IAE; |
| |
| double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getPricedisc( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fDisc <= 0.0 || fRedemp <= 0 || nSettle >= nMat ) |
| THROW_IAE; |
| |
| double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getPricemat( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const ANY& rOB ) |
| THROWDEF_RTE_IAE |
| { |
| if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat ) |
| THROW_IAE; |
| |
| sal_Int32 nNullDate = GetNullDate( xOpt ); |
| sal_Int32 nBase = getDateMode( xOpt, rOB ); |
| |
| double fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase ); |
| double fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase ); |
| double fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase ); |
| |
| double fRet = 1.0 + fIssMat * fRate; |
| fRet /= 1.0 + fSetMat * fYield; |
| fRet -= fIssSet * fRate; |
| fRet *= 100.0; |
| |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getMduration( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) |
| THROWDEF_RTE_IAE |
| { |
| if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq ) |
| THROW_IAE; |
| |
| double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) ); |
| fRet /= 1.0 + ( fYield / double( nFreq ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) THROWDEF_RTE_IAE |
| { |
| if( fRate <= 0.0 || nPeriods < 0 ) |
| THROW_IAE; |
| |
| double fPeriods = nPeriods; |
| double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods; |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) THROWDEF_RTE_IAE |
| { |
| if( nFrac <= 0 ) |
| THROW_IAE; |
| |
| double fInt; |
| double fFrac = nFrac; |
| |
| double fRet = modf( fDollarDec, &fInt ); |
| |
| fRet *= fFrac; |
| |
| fRet *= pow( 10.0, -ceil( log10( fFrac ) ) ); |
| |
| fRet += fInt; |
| |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) THROWDEF_RTE_IAE |
| { |
| if( nFrac <= 0 ) |
| THROW_IAE; |
| |
| double fInt; |
| double fFrac = nFrac; |
| |
| double fRet = modf( fDollarFrac, &fInt ); |
| |
| fRet /= fFrac; |
| |
| fRet *= pow( 10.0, ceil( log10( fFrac ) ) ); |
| |
| fRet += fInt; |
| |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getYield( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) |
| THROWDEF_RTE_IAE |
| { |
| if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat ) |
| THROW_IAE; |
| |
| double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getYielddisc( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) |
| THROW_IAE; |
| |
| sal_Int32 nNullDate = GetNullDate( xOpt ); |
| |
| #if 0 |
| double fRet = 1.0 - fPrice / fRedemp; |
| fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) ); |
| fRet /= 0.99795; // don't know what this constant means in original |
| #endif |
| |
| double fRet = ( fRedemp / fPrice ) - 1.0; |
| fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) ); |
| |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getYieldmat( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const ANY& rOB ) |
| THROWDEF_RTE_IAE |
| { |
| if( fRate < 0.0 || fRate <= 0.0 || nSettle >= nMat ) |
| THROW_IAE; |
| |
| double fRet = GetYieldmat( GetNullDate( xOpt ), nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getTbilleq( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE |
| { |
| nMat++; |
| |
| sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True ); |
| |
| if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 ) |
| THROW_IAE; |
| |
| double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getTbillprice( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE |
| { |
| if( fDisc <= 0.0 || nSettle > nMat ) |
| THROW_IAE; |
| |
| nMat++; |
| |
| double fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 ); // method: USA 30/360 |
| |
| double fDummy; |
| if( modf( fFraction, &fDummy ) == 0.0 ) |
| THROW_IAE; |
| |
| double fRet = 100.0 * ( 1.0 - fDisc * fFraction ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getTbillyield( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice ) |
| THROWDEF_RTE_IAE |
| { |
| sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True ); |
| nDiff++; |
| |
| if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 ) |
| THROW_IAE; |
| |
| double fRet = 100.0; |
| fRet /= fPrice; |
| fRet--; |
| fRet /= double( nDiff ); |
| fRet *= 360.0; |
| |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getOddfprice( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, |
| double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) |
| THROW_IAE; |
| |
| double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getOddfyield( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, |
| double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) |
| THROW_IAE; |
| |
| double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq, |
| getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getOddlprice( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, |
| double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) |
| THROW_IAE; |
| |
| double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq, |
| getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getOddlyield( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, |
| double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) |
| THROW_IAE; |
| |
| double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq, |
| getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| // ============================================================================ |
| // XIRR helper functions |
| |
| #define V_(i) (*rValues.Get(i)) |
| #define D_(i) (*rDates.Get(i)) |
| |
| /** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */ |
| double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) |
| { |
| /* V_0 ... V_n = input values. |
| D_0 ... D_n = input dates. |
| R = input interest rate. |
| |
| r := R+1 |
| E_i := (D_i-D_0) / 365 |
| |
| n V_i n V_i |
| f(R) = SUM ------- = V_0 + SUM ------- . |
| i=0 r^E_i i=1 r^E_i |
| */ |
| double D_0 = D_(0); |
| double r = fRate + 1.0; |
| double fResult = V_(0); |
| for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) |
| fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 ); |
| return fResult; |
| } |
| |
| /** Calculates the first derivation of lcl_sca_XirrResult(). */ |
| double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) |
| { |
| /* V_0 ... V_n = input values. |
| D_0 ... D_n = input dates. |
| R = input interest rate. |
| |
| r := R+1 |
| E_i := (D_i-D_0) / 365 |
| |
| n V_i |
| f'(R) = [ V_0 + SUM ------- ]' |
| i=1 r^E_i |
| |
| n V_i n E_i V_i |
| = 0 + SUM -E_i ----------- r' = - SUM ----------- . |
| i=1 r^(E_i+1) i=1 r^(E_i+1) |
| */ |
| double D_0 = D_(0); |
| double r = fRate + 1.0; |
| double fResult = 0.0; |
| for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) |
| { |
| double E_i = (D_(i) - D_0) / 365.0; |
| fResult -= E_i * V_(i) / pow( r, E_i + 1.0 ); |
| } |
| return fResult; |
| } |
| |
| #undef V_ |
| #undef D_ |
| |
| |
| // ---------------------------------------------------------------------------- |
| // XIRR calculation |
| |
| double SAL_CALL AnalysisAddIn::getXirr( |
| constREFXPS& xOpt, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates, const ANY& rGuessRate ) THROWDEF_RTE_IAE |
| { |
| ScaDoubleList aValues, aDates; |
| aValues.Append( rValues ); |
| aDates.Append( rDates ); |
| |
| if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) ) |
| THROW_IAE; |
| |
| // result interest rate, initialized with passed guessed rate, or 10% |
| double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 ); |
| if( fResultRate <= -1 ) |
| THROW_IAE; |
| |
| // maximum epsilon for end of iteration |
| static const double fMaxEps = 1e-10; |
| // maximum number of iterations |
| static const sal_Int32 nMaxIter = 50; |
| |
| // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0. |
| double fNewRate, fRateEps, fResultValue; |
| sal_Int32 nIter = 0; |
| bool bContLoop; |
| do |
| { |
| fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate ); |
| fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate ); |
| fRateEps = fabs( fNewRate - fResultRate ); |
| fResultRate = fNewRate; |
| bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps); |
| } |
| while( bContLoop && (++nIter < nMaxIter) ); |
| |
| if( bContLoop ) |
| THROW_IAE; |
| RETURN_FINITE( fResultRate ); |
| } |
| |
| |
| // ============================================================================ |
| |
| double SAL_CALL AnalysisAddIn::getXnpv( |
| double fRate, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates ) THROWDEF_RTE_IAE |
| { |
| ScaDoubleList aValList; |
| ScaDoubleList aDateList; |
| |
| aValList.Append( rValues ); |
| aDateList.Append( rDates ); |
| |
| sal_Int32 nNum = aValList.Count(); |
| |
| if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 ) |
| THROW_IAE; |
| |
| double fRet = 0.0; |
| double fNull = *aDateList.Get( 0 ); |
| fRate++; |
| |
| for( sal_Int32 i = 0 ; i < nNum ; i++ ) |
| fRet += *aValList.Get( i ) / ( pow( fRate, ( *aDateList.Get( i ) - fNull ) / 365.0 ) ); |
| |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getIntrate( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) |
| THROW_IAE; |
| |
| double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCoupncd( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCoupdays( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCoupdaysnc( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCoupdaybs( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCouppcd( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getCoupnum( constREFXPS& xOpt, |
| sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE |
| { |
| double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); |
| RETURN_FINITE( fRet ); |
| } |
| |
| |
| double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const SEQSEQ( double )& rSchedule ) THROWDEF_RTE_IAE |
| { |
| ScaDoubleList aSchedList; |
| |
| aSchedList.Append( rSchedule ); |
| |
| for( const double* p = aSchedList.First() ; p ; p = aSchedList.Next() ) |
| fPrinc *= 1.0 + *p; |
| |
| RETURN_FINITE( fPrinc ); |
| } |
| |
| |