tablepress / libraries / vendor / PhpSpreadsheet / Calculation / Financial / TreasuryBill.php

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

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1	<?php
2
3	namespace TablePress\PhpOffice\PhpSpreadsheet\Calculation\Financial;
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
11	class TreasuryBill
12	{
13	/**
14	* TBILLEQ.
15	*
16	* Returns the bond-equivalent yield for a Treasury bill.
17	*
18	* @param mixed $settlement The Treasury bill's settlement date.
19	* The Treasury bill's settlement date is the date after the issue date
20	* when the Treasury bill is traded to the buyer.
21	* @param mixed $maturity The Treasury bill's maturity date.
22	* The maturity date is the date when the Treasury bill expires.
23	* @param mixed $discount The Treasury bill's discount rate
24	*
25	* @return float\|string Result, or a string containing an error
26	*/
27	public static function bondEquivalentYield($settlement, $maturity, $discount)
28	{
29	$settlement = Functions::flattenSingleValue($settlement);
30	$maturity = Functions::flattenSingleValue($maturity);
31	$discount = Functions::flattenSingleValue($discount);
32
33	try {
34	$settlement = FinancialValidations::validateSettlementDate($settlement);
35	$maturity = FinancialValidations::validateMaturityDate($maturity);
36	$discount = FinancialValidations::validateFloat($discount);
37	} catch (Exception $e) {
38	return $e->getMessage();
39	}
40
41	if ($discount <= 0) {
42	return ExcelError::NAN();
43	}
44
45	$daysBetweenSettlementAndMaturity = $maturity - $settlement;
46	$daysPerYear = Helpers::daysPerYear(
47	Functions::scalar(DateTimeExcel\DateParts::year($maturity)),
48	FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL
49	);
50
51	if ($daysBetweenSettlementAndMaturity > $daysPerYear \|\| $daysBetweenSettlementAndMaturity < 0) {
52	return ExcelError::NAN();
53	}
54
55	return (365 * $discount) / (360 - $discount * $daysBetweenSettlementAndMaturity);
56	}
57
58	/**
59	* TBILLPRICE.
60	*
61	* Returns the price per $100 face value for a Treasury bill.
62	*
63	* @param mixed $settlement The Treasury bill's settlement date.
64	* The Treasury bill's settlement date is the date after the issue date
65	* when the Treasury bill is traded to the buyer.
66	* @param mixed $maturity The Treasury bill's maturity date.
67	* The maturity date is the date when the Treasury bill expires.
68	* @param mixed $discount The Treasury bill's discount rate
69	*
70	* @return float\|string Result, or a string containing an error
71	*/
72	public static function price($settlement, $maturity, $discount)
73	{
74	$settlement = Functions::flattenSingleValue($settlement);
75	$maturity = Functions::flattenSingleValue($maturity);
76	$discount = Functions::flattenSingleValue($discount);
77
78	try {
79	$settlement = FinancialValidations::validateSettlementDate($settlement);
80	$maturity = FinancialValidations::validateMaturityDate($maturity);
81	$discount = FinancialValidations::validateFloat($discount);
82	} catch (Exception $e) {
83	return $e->getMessage();
84	}
85
86	if ($discount <= 0) {
87	return ExcelError::NAN();
88	}
89
90	$daysBetweenSettlementAndMaturity = $maturity - $settlement;
91	$daysPerYear = Helpers::daysPerYear(
92	Functions::scalar(DateTimeExcel\DateParts::year($maturity)),
93	FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL
94	);
95
96	if ($daysBetweenSettlementAndMaturity > $daysPerYear \|\| $daysBetweenSettlementAndMaturity < 0) {
97	return ExcelError::NAN();
98	}
99
100	$price = 100 * (1 - (($discount * $daysBetweenSettlementAndMaturity) / 360));
101	if ($price < 0.0) {
102	return ExcelError::NAN();
103	}
104
105	return $price;
106	}
107
108	/**
109	* TBILLYIELD.
110	*
111	* Returns the yield for a Treasury bill.
112	*
113	* @param mixed $settlement The Treasury bill's settlement date.
114	* The Treasury bill's settlement date is the date after the issue date when
115	* the Treasury bill is traded to the buyer.
116	* @param mixed $maturity The Treasury bill's maturity date.
117	* The maturity date is the date when the Treasury bill expires.
118	* @param float\|string $price The Treasury bill's price per $100 face value
119	* @return string\|float
120	*/
121	public static function yield($settlement, $maturity, $price)
122	{
123	$settlement = Functions::flattenSingleValue($settlement);
124	$maturity = Functions::flattenSingleValue($maturity);
125	$price = Functions::flattenSingleValue($price);
126
127	try {
128	$settlement = FinancialValidations::validateSettlementDate($settlement);
129	$maturity = FinancialValidations::validateMaturityDate($maturity);
130	$price = FinancialValidations::validatePrice($price);
131	} catch (Exception $e) {
132	return $e->getMessage();
133	}
134
135	$daysBetweenSettlementAndMaturity = $maturity - $settlement;
136	$daysPerYear = Helpers::daysPerYear(
137	Functions::scalar(DateTimeExcel\DateParts::year($maturity)),
138	FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL
139	);
140
141	if ($daysBetweenSettlementAndMaturity > $daysPerYear \|\| $daysBetweenSettlementAndMaturity < 0) {
142	return ExcelError::NAN();
143	}
144
145	return ((100 - $price) / $price) * (360 / $daysBetweenSettlementAndMaturity);
146	}
147	}
148