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+/* -*- 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>
+
+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_uInt32 nNum = aValList.Count();
+
+ if( nNum != aDateList.Count() || nNum < 2 )
+ throw css::lang::IllegalArgumentException();
+
+ double fRet = 0.0;
+ double fNull = aDateList.Get( 0 );
+ fRate++;
+
+ for( sal_uInt32 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: */