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

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

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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\Financial\Helpers;
9	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Functions;
10	use TablePress\PhpOffice\PhpSpreadsheet\Shared\StringHelper;
11
12	class Yields
13	{
14	/**
15	* YIELDDISC.
16	*
17	* Returns the annual yield of a security that pays interest at maturity.
18	*
19	* @param mixed $settlement The security's settlement date.
20	* The security's settlement date is the date after the issue date when the security
21	* is traded to the buyer.
22	* @param mixed $maturity The security's maturity date.
23	* The maturity date is the date when the security expires.
24	* @param mixed $price The security's price per $100 face value
25	* @param mixed $redemption The security's redemption value per $100 face value
26	* @param mixed $basis The type of day count to use.
27	* 0 or omitted US (NASD) 30/360
28	* 1 Actual/actual
29	* 2 Actual/360
30	* 3 Actual/365
31	* 4 European 30/360
32	*
33	* @return float\|string Result, or a string containing an error
34	*/
35	public static function yieldDiscounted(
36	$settlement,
37	$maturity,
38	$price,
39	$redemption,
40	$basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
41	) {
42	$settlement = Functions::flattenSingleValue($settlement);
43	$maturity = Functions::flattenSingleValue($maturity);
44	$price = Functions::flattenSingleValue($price);
45	$redemption = Functions::flattenSingleValue($redemption);
46	$basis = Functions::flattenSingleValue($basis) ?? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD;
47
48	try {
49	$settlement = SecurityValidations::validateSettlementDate($settlement);
50	$maturity = SecurityValidations::validateMaturityDate($maturity);
51	SecurityValidations::validateSecurityPeriod($settlement, $maturity);
52	$price = SecurityValidations::validatePrice($price);
53	$redemption = SecurityValidations::validateRedemption($redemption);
54	$basis = SecurityValidations::validateBasis($basis);
55	} catch (Exception $e) {
56	return $e->getMessage();
57	}
58
59	$daysPerYear = Helpers::daysPerYear(Functions::scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
60	if (!is_numeric($daysPerYear)) {
61	return $daysPerYear;
62	}
63	$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
64	if (!is_numeric($daysBetweenSettlementAndMaturity)) {
65	// return date error
66	return StringHelper::convertToString($daysBetweenSettlementAndMaturity);
67	}
68	$daysBetweenSettlementAndMaturity *= $daysPerYear;
69
70	return (($redemption - $price) / $price) * ($daysPerYear / $daysBetweenSettlementAndMaturity);
71	}
72
73	/**
74	* YIELDMAT.
75	*
76	* Returns the annual yield of a security that pays interest at maturity.
77	*
78	* @param mixed $settlement The security's settlement date.
79	* The security's settlement date is the date after the issue date when the security
80	* is traded to the buyer.
81	* @param mixed $maturity The security's maturity date.
82	* The maturity date is the date when the security expires.
83	* @param mixed $issue The security's issue date
84	* @param mixed $rate The security's interest rate at date of issue
85	* @param mixed $price The security's price per $100 face value
86	* @param mixed $basis The type of day count to use.
87	* 0 or omitted US (NASD) 30/360
88	* 1 Actual/actual
89	* 2 Actual/360
90	* 3 Actual/365
91	* 4 European 30/360
92	*
93	* @return float\|string Result, or a string containing an error
94	*/
95	public static function yieldAtMaturity(
96	$settlement,
97	$maturity,
98	$issue,
99	$rate,
100	$price,
101	$basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
102	) {
103	$settlement = Functions::flattenSingleValue($settlement);
104	$maturity = Functions::flattenSingleValue($maturity);
105	$issue = Functions::flattenSingleValue($issue);
106	$rate = Functions::flattenSingleValue($rate);
107	$price = Functions::flattenSingleValue($price);
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	$issue = SecurityValidations::validateIssueDate($issue);
115	$rate = SecurityValidations::validateRate($rate);
116	$price = SecurityValidations::validatePrice($price);
117	$basis = SecurityValidations::validateBasis($basis);
118	} catch (Exception $e) {
119	return $e->getMessage();
120	}
121
122	$daysPerYear = Helpers::daysPerYear(Functions::scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
123	if (!is_numeric($daysPerYear)) {
124	return $daysPerYear;
125	}
126	$daysBetweenIssueAndSettlement = Functions::scalar(DateTimeExcel\YearFrac::fraction($issue, $settlement, $basis));
127	if (!is_numeric($daysBetweenIssueAndSettlement)) {
128	// return date error
129	return StringHelper::convertToString($daysBetweenIssueAndSettlement);
130	}
131	$daysBetweenIssueAndSettlement *= $daysPerYear;
132	$daysBetweenIssueAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($issue, $maturity, $basis));
133	if (!is_numeric($daysBetweenIssueAndMaturity)) {
134	// return date error
135	return StringHelper::convertToString($daysBetweenIssueAndMaturity);
136	}
137	$daysBetweenIssueAndMaturity *= $daysPerYear;
138	$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
139	if (!is_numeric($daysBetweenSettlementAndMaturity)) {
140	// return date error
141	return StringHelper::convertToString($daysBetweenSettlementAndMaturity);
142	}
143	$daysBetweenSettlementAndMaturity *= $daysPerYear;
144
145	return ((1 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate)
146	- (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate)))
147	/ (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate)))
148	* ($daysPerYear / $daysBetweenSettlementAndMaturity);
149	}
150	}
151