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| -rw-r--r-- | scaddins/source/analysis/financial.cxx | 676 |
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diff --git a/scaddins/source/analysis/financial.cxx b/scaddins/source/analysis/financial.cxx new file mode 100644 index 000000000..cf41b268e --- /dev/null +++ b/scaddins/source/analysis/financial.cxx @@ -0,0 +1,676 @@ +/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ +/* + * This file is part of the LibreOffice project. + * + * This Source Code Form is subject to the terms of the Mozilla Public + * License, v. 2.0. If a copy of the MPL was not distributed with this + * file, You can obtain one at http://mozilla.org/MPL/2.0/. + * + * This file incorporates work covered by the following license notice: + * + * 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 . + */ + +#include "analysisdefs.hxx" +#include "analysis.hxx" +#include "analysishelper.hxx" +#include <o3tl/temporary.hxx> +#include <rtl/math.hxx> + +using namespace sca::analysis; + +double SAL_CALL AnalysisAddIn::getAmordegrc( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, + double fPer, double fRate, const css::uno::Any& rOB ) +{ + if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost || + fCost <= 0.0 || fRestVal < 0 || fPer < 0 ) + throw css::lang::IllegalArgumentException(); + + double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getAmorlinc( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, + double fPer, double fRate, const css::uno::Any& rOB ) +{ + if ( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost || + fCost <= 0.0 || fRestVal < 0 || fPer < 0 ) + throw css::lang::IllegalArgumentException(); + + double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getAccrint( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate, + const css::uno::Any &rVal, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); + + if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle ) + throw css::lang::IllegalArgumentException(); + + double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getAccrintm( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const css::uno::Any& rVal, const css::uno::Any& rOB ) +{ + double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); + + if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle ) + throw css::lang::IllegalArgumentException(); + + double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getReceived( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const css::uno::Any& rOB ) +{ + if( fInvest <= 0.0 || fDisc <= 0.0 || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getDisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) +{ + if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getDuration( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + 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 ) +{ + if( nPeriods < 1 || fNominal <= 0.0 ) + throw css::lang::IllegalArgumentException(); + + 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 ) +{ + double fPmt, fPpmt; + + if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || + fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) + throw css::lang::IllegalArgumentException(); + + fPmt = GetPmt( fRate, nNumPeriods, fVal, 0.0, nPayType ); + + fPpmt = 0.0; + + sal_uInt32 nStart = sal_uInt32( nStartPer ); + sal_uInt32 nEnd = sal_uInt32( nEndPer ); + + if( nStart == 1 ) + { + if( nPayType <= 0 ) + fPpmt = fPmt + fVal * fRate; + else + fPpmt = fPmt; + + nStart++; + } + + for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) + { + if( nPayType > 0 ) + fPpmt += fPmt - ( GetFv( fRate, double( i - 2 ), fPmt, fVal, 1 ) - fPmt ) * fRate; + else + fPpmt += fPmt - GetFv( fRate, double( i - 1 ), fPmt, fVal, 0 ) * fRate; + } + + RETURN_FINITE( fPpmt ); +} + + +double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal, + sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) +{ + double fPmt, fIpmt; + + if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || + fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) + throw css::lang::IllegalArgumentException(); + + fPmt = GetPmt( fRate, nNumPeriods, fVal, 0.0, nPayType ); + + fIpmt = 0.0; + + sal_uInt32 nStart = sal_uInt32( nStartPer ); + sal_uInt32 nEnd = sal_uInt32( nEndPer ); + + if( nStart == 1 ) + { + if( nPayType <= 0 ) + fIpmt = -fVal; + + nStart++; + } + + for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) + { + if( nPayType > 0 ) + fIpmt += GetFv( fRate, double( i - 2 ), fPmt, fVal, 1 ) - fPmt; + else + fIpmt += GetFv( fRate, double( i - 1 ), fPmt, fVal, 0 ); + } + + fIpmt *= fRate; + + RETURN_FINITE( fIpmt ); +} + + +double SAL_CALL AnalysisAddIn::getPrice( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq, + const css::uno::Any& rOB ) +{ + if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getPricedisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const css::uno::Any& rOB ) +{ + if( fDisc <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getPricemat( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const css::uno::Any& rOB ) +{ + if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + 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( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq ) + throw css::lang::IllegalArgumentException(); + + 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 ) +{ + if( fRate <= 0.0 || nPeriods < 0 ) + throw css::lang::IllegalArgumentException(); + + 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 ) +{ + if( nFrac <= 0 ) + throw css::lang::IllegalArgumentException(); + + 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 ) +{ + if( nFrac <= 0 ) + throw css::lang::IllegalArgumentException(); + + 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( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getYielddisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) +{ + if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + sal_Int32 nNullDate = GetNullDate( xOpt ); + + double fRet = ( fRedemp / fPrice ) - 1.0; + fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) ); + + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getYieldmat( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const css::uno::Any& rOB ) +{ + if( fPrice <= 0.0 || fRate < 0.0 || nSettle >= nMat || nSettle < nIssue) + throw css::lang::IllegalArgumentException(); + + double fRet = GetYieldmat( GetNullDate( xOpt ), nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getTbilleq( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) +{ + nMat++; + + sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, true ); + + if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 ) + throw css::lang::IllegalArgumentException(); + + double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getTbillprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) +{ + if( fDisc <= 0.0 || nSettle > nMat ) + throw css::lang::IllegalArgumentException(); + + nMat++; + + double fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 ); // method: USA 30/360 + + if( modf( fFraction, &o3tl::temporary(double()) ) == 0.0 ) + throw css::lang::IllegalArgumentException(); + + double fRet = 100.0 * ( 1.0 - fDisc * fFraction ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getTbillyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice ) +{ + sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, true ); + nDiff++; + + if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 ) + throw css::lang::IllegalArgumentException(); + + double fRet = 100.0; + fRet /= fPrice; + fRet--; + fRet /= double( nDiff ); + fRet *= 360.0; + + RETURN_FINITE( fRet ); +} + +// Encapsulation violation: We *know* that GetOddfprice() always +// throws. + +SAL_WNOUNREACHABLE_CODE_PUSH + +double SAL_CALL AnalysisAddIn::getOddfprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, + double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) + throw css::lang::IllegalArgumentException(); + + double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + +SAL_WNOUNREACHABLE_CODE_POP + +// Encapsulation violation: We *know* that Getoddfyield() always +// throws. + +SAL_WNOUNREACHABLE_CODE_PUSH + +double SAL_CALL AnalysisAddIn::getOddfyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, + double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) + throw css::lang::IllegalArgumentException(); + + double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq, + getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + +SAL_WNOUNREACHABLE_CODE_POP + +double SAL_CALL AnalysisAddIn::getOddlprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, + double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + if( fRate <= 0.0 || fYield < 0.0 || fRedemp <= 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) + throw css::lang::IllegalArgumentException(); + + double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq, + getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getOddlyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, + double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + if( fRate <= 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) + throw css::lang::IllegalArgumentException(); + + double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq, + getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + +// XIRR helper functions + +#define V_(i) (rValues.Get(i)) +#define D_(i) (rDates.Get(i)) + +/** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */ +static double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) +{ + /* V_0 ... V_n = input values. + D_0 ... D_n = input dates. + R = input interest rate. + + r := R+1 + E_i := (D_i-D_0) / 365 + + n V_i n V_i + f(R) = SUM ------- = V_0 + SUM ------- . + i=0 r^E_i i=1 r^E_i + */ + double D_0 = D_(0); + double r = fRate + 1.0; + double fResult = V_(0); + for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) + fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 ); + return fResult; +} + +/** Calculates the first derivation of lcl_sca_XirrResult(). */ +static double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) +{ + /* V_0 ... V_n = input values. + D_0 ... D_n = input dates. + R = input interest rate. + + r := R+1 + E_i := (D_i-D_0) / 365 + + n V_i + f'(R) = [ V_0 + SUM ------- ]' + i=1 r^E_i + + n V_i n E_i V_i + = 0 + SUM -E_i ----------- r' = - SUM ----------- . + i=1 r^(E_i+1) i=1 r^(E_i+1) + */ + double D_0 = D_(0); + double r = fRate + 1.0; + double fResult = 0.0; + for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) + { + double E_i = (D_(i) - D_0) / 365.0; + fResult -= E_i * V_(i) / pow( r, E_i + 1.0 ); + } + return fResult; +} + +#undef V_ +#undef D_ + +// XIRR calculation + +double SAL_CALL AnalysisAddIn::getXirr( + const css::uno::Reference< css::beans::XPropertySet >& xOpt, const css::uno::Sequence< css::uno::Sequence< double > >& rValues, const css::uno::Sequence< css::uno::Sequence< sal_Int32 > >& rDates, const css::uno::Any& rGuessRate ) +{ + ScaDoubleList aValues, aDates; + aValues.Append( rValues ); + aDates.Append( rDates ); + + if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) ) + throw css::lang::IllegalArgumentException(); + + // result interest rate, initialized with passed guessed rate, or 10% + double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 ); + if( fResultRate <= -1 ) + throw css::lang::IllegalArgumentException(); + + // maximum epsilon for end of iteration + static const double fMaxEps = 1e-10; + // maximum number of iterations + static const sal_Int32 nMaxIter = 50; + + // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0. + sal_Int32 nIter = 0; + double fResultValue; + sal_Int32 nIterScan = 0; + bool bContLoop = false; + bool bResultRateScanEnd = false; + + // First the inner while-loop will be executed using the default Value fResultRate + // or the user guessed fResultRate if those do not deliver a solution for the + // Newton's method then the range from -0.99 to +0.99 will be scanned with a + // step size of 0.01 to find fResultRate's value which can deliver a solution + do + { + if (nIterScan >=1) + fResultRate = -0.99 + (nIterScan -1)* 0.01; + do + { + fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate ); + double fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate ); + double fRateEps = fabs( fNewRate - fResultRate ); + fResultRate = fNewRate; + bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps); + } + while( bContLoop && (++nIter < nMaxIter) ); + nIter = 0; + if ( std::isnan(fResultRate) || std::isinf(fResultRate) + ||std::isnan(fResultValue) || std::isinf(fResultValue)) + bContLoop = true; + + ++nIterScan; + bResultRateScanEnd = (nIterScan >= 200); + } + while(bContLoop && !bResultRateScanEnd); + + if( bContLoop ) + throw css::lang::IllegalArgumentException(); + RETURN_FINITE( fResultRate ); +} + + +double SAL_CALL AnalysisAddIn::getXnpv( + double fRate, const css::uno::Sequence< css::uno::Sequence< double > >& rValues, const css::uno::Sequence< css::uno::Sequence< sal_Int32 > >& rDates ) +{ + ScaDoubleList aValList; + ScaDoubleList aDateList; + + aValList.Append( rValues ); + aDateList.Append( rDates ); + + sal_Int32 nNum = aValList.Count(); + + if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 ) + throw css::lang::IllegalArgumentException(); + + double fRet = 0.0; + double fNull = aDateList.Get( 0 ); + fRate++; + + for( sal_Int32 i = 0 ; i < nNum ; i++ ) + fRet += aValList.Get( i ) / ( pow( fRate, ( aDateList.Get( i ) - fNull ) / 365.0 ) ); + + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getIntrate( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const css::uno::Any& rOB ) +{ + if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) + throw css::lang::IllegalArgumentException(); + + double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getCoupncd( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getCoupdays( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getCoupdaysnc( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getCoupdaybs( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getCouppcd( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getCoupnum( const css::uno::Reference< css::beans::XPropertySet >& xOpt, + sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) +{ + double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); + RETURN_FINITE( fRet ); +} + + +double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const css::uno::Sequence< css::uno::Sequence< double > >& rSchedule ) +{ + ScaDoubleList aSchedList; + + aSchedList.Append( rSchedule ); + + for( sal_uInt32 i = 0; i < aSchedList.Count(); ++i ) + fPrinc *= 1.0 + aSchedList.Get(i); + + RETURN_FINITE( fPrinc ); +} + + +/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ |