tablepress / libraries / vendor / PhpSpreadsheet / Calculation / Financial / Securities / Rates.php

Rates.php in TablePress – Tables in WordPress made easy 3.4, at libraries/vendor/PhpSpreadsheet/Calculation/Financial/Securities/Rates.php

134 lines 5.4 KB

Raw Download Zip

1	<?php
2
3	namespace TablePress\PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
4
5	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
6	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Exception;
7	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
8	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Functions;
9	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
10	use TablePress\PhpOffice\PhpSpreadsheet\Shared\StringHelper;
11
12	class Rates
13	{
14	/**
15	* DISC.
16	*
17	* Returns the discount rate for a security.
18	*
19	* Excel Function:
20	* DISC(settlement,maturity,price,redemption[,basis])
21	*
22	* @param mixed $settlement The security's settlement date.
23	* The security settlement date is the date after the issue
24	* date when the security is traded to the buyer.
25	* @param mixed $maturity The security's maturity date.
26	* The maturity date is the date when the security expires.
27	* @param mixed $price The security's price per $100 face value
28	* @param mixed $redemption The security's redemption value per $100 face value
29	* @param mixed $basis The type of day count to use.
30	* 0 or omitted US (NASD) 30/360
31	* 1 Actual/actual
32	* 2 Actual/360
33	* 3 Actual/365
34	* 4 European 30/360
35	* @return float\|string
36	*/
37	public static function discount(
38	$settlement,
39	$maturity,
40	$price,
41	$redemption,
42	$basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
43	) {
44	$settlement = Functions::flattenSingleValue($settlement);
45	$maturity = Functions::flattenSingleValue($maturity);
46	$price = Functions::flattenSingleValue($price);
47	$redemption = Functions::flattenSingleValue($redemption);
48	$basis = Functions::flattenSingleValue($basis) ?? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD;
49
50	try {
51	$settlement = SecurityValidations::validateSettlementDate($settlement);
52	$maturity = SecurityValidations::validateMaturityDate($maturity);
53	SecurityValidations::validateSecurityPeriod($settlement, $maturity);
54	$price = SecurityValidations::validatePrice($price);
55	$redemption = SecurityValidations::validateRedemption($redemption);
56	$basis = SecurityValidations::validateBasis($basis);
57	} catch (Exception $e) {
58	return $e->getMessage();
59	}
60
61	if ($price <= 0.0) {
62	return ExcelError::NAN();
63	}
64
65	$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
66	if (!is_numeric($daysBetweenSettlementAndMaturity)) {
67	// return date error
68	return StringHelper::convertToString($daysBetweenSettlementAndMaturity);
69	}
70
71	return (1 - $price / $redemption) / $daysBetweenSettlementAndMaturity;
72	}
73
74	/**
75	* INTRATE.
76	*
77	* Returns the interest rate for a fully invested security.
78	*
79	* Excel Function:
80	* INTRATE(settlement,maturity,investment,redemption[,basis])
81	*
82	* @param mixed $settlement The security's settlement date.
83	* The security settlement date is the date after the issue date when the security
84	* is traded to the buyer.
85	* @param mixed $maturity The security's maturity date.
86	* The maturity date is the date when the security expires.
87	* @param mixed $investment the amount invested in the security
88	* @param mixed $redemption the amount to be received at maturity
89	* @param mixed $basis The type of day count to use.
90	* 0 or omitted US (NASD) 30/360
91	* 1 Actual/actual
92	* 2 Actual/360
93	* 3 Actual/365
94	* 4 European 30/360
95	* @return float\|string
96	*/
97	public static function interest(
98	$settlement,
99	$maturity,
100	$investment,
101	$redemption,
102	$basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
103	) {
104	$settlement = Functions::flattenSingleValue($settlement);
105	$maturity = Functions::flattenSingleValue($maturity);
106	$investment = Functions::flattenSingleValue($investment);
107	$redemption = Functions::flattenSingleValue($redemption);
108	$basis = Functions::flattenSingleValue($basis) ?? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD;
109
110	try {
111	$settlement = SecurityValidations::validateSettlementDate($settlement);
112	$maturity = SecurityValidations::validateMaturityDate($maturity);
113	SecurityValidations::validateSecurityPeriod($settlement, $maturity);
114	$investment = SecurityValidations::validateFloat($investment);
115	$redemption = SecurityValidations::validateRedemption($redemption);
116	$basis = SecurityValidations::validateBasis($basis);
117	} catch (Exception $e) {
118	return $e->getMessage();
119	}
120
121	if ($investment <= 0) {
122	return ExcelError::NAN();
123	}
124
125	$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
126	if (!is_numeric($daysBetweenSettlementAndMaturity)) {
127	// return date error
128	return StringHelper::convertToString($daysBetweenSettlementAndMaturity);
129	}
130
131	return (($redemption / $investment) - 1) / ($daysBetweenSettlementAndMaturity);
132	}
133	}
134