ref #65: new formula functions YIELDDISC and YIELDMAT
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71684d966a
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113
calc.go
113
calc.go
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@ -554,6 +554,8 @@ type formulaFuncs struct {
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// XOR
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// YEAR
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// YEARFRAC
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// YIELDDISC
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// YIELDMAT
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// Z.TEST
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// ZTEST
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//
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@ -9705,3 +9707,114 @@ func (fn *formulaFuncs) SYD(argsList *list.List) formulaArg {
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}
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return newNumberFormulaArg(((cost.Number - salvage.Number) * (life.Number - per.Number + 1) * 2) / (life.Number * (life.Number + 1)))
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}
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// YIELDDISC function calculates the annual yield of a discounted security.
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// The syntax of the function is:
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//
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// YIELDDISC(settlement,maturity,pr,redemption,[basis])
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//
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func (fn *formulaFuncs) YIELDDISC(argsList *list.List) formulaArg {
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if argsList.Len() != 4 && argsList.Len() != 5 {
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return newErrorFormulaArg(formulaErrorVALUE, "YIELDDISC requires 4 or 5 arguments")
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}
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args := list.New().Init()
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args.PushBack(argsList.Front().Value.(formulaArg))
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settlement := fn.DATEVALUE(args)
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if settlement.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
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}
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args.Init()
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args.PushBack(argsList.Front().Next().Value.(formulaArg))
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maturity := fn.DATEVALUE(args)
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if maturity.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
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}
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pr := argsList.Front().Next().Next().Value.(formulaArg).ToNumber()
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if pr.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
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}
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if pr.Number <= 0 {
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return newErrorFormulaArg(formulaErrorNUM, "YIELDDISC requires pr > 0")
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}
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redemption := argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber()
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if redemption.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
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}
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if redemption.Number <= 0 {
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return newErrorFormulaArg(formulaErrorNUM, "YIELDDISC requires redemption > 0")
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}
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basis := newNumberFormulaArg(0)
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if argsList.Len() == 5 {
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if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
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}
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}
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frac := yearFrac(settlement.Number, maturity.Number, int(basis.Number))
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if frac.Type != ArgNumber {
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return frac
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}
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return newNumberFormulaArg((redemption.Number/pr.Number - 1) / frac.Number)
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}
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// YIELDMAT function calculates the annual yield of a security that pays
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// interest at maturity. The syntax of the function is:
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//
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// YIELDMAT(settlement,maturity,issue,rate,pr,[basis])
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//
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func (fn *formulaFuncs) YIELDMAT(argsList *list.List) formulaArg {
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if argsList.Len() != 5 && argsList.Len() != 6 {
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return newErrorFormulaArg(formulaErrorVALUE, "YIELDMAT requires 5 or 6 arguments")
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}
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args := list.New().Init()
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args.PushBack(argsList.Front().Value.(formulaArg))
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settlement := fn.DATEVALUE(args)
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if settlement.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
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}
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args.Init()
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args.PushBack(argsList.Front().Next().Value.(formulaArg))
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maturity := fn.DATEVALUE(args)
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if maturity.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
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}
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args.Init()
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args.PushBack(argsList.Front().Next().Next().Value.(formulaArg))
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issue := fn.DATEVALUE(args)
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if issue.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
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}
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if issue.Number >= settlement.Number {
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return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires settlement > issue")
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}
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rate := argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber()
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if rate.Type != ArgNumber {
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return rate
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}
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if rate.Number < 0 {
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return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires rate >= 0")
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}
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pr := argsList.Front().Next().Next().Next().Next().Value.(formulaArg).ToNumber()
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if pr.Type != ArgNumber {
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return pr
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}
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if pr.Number <= 0 {
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return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires pr > 0")
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}
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basis := newNumberFormulaArg(0)
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if argsList.Len() == 6 {
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if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
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return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
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}
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}
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dim := yearFrac(issue.Number, maturity.Number, int(basis.Number))
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if dim.Type != ArgNumber {
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return dim
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}
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dis := yearFrac(issue.Number, settlement.Number, int(basis.Number))
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dsm := yearFrac(settlement.Number, maturity.Number, int(basis.Number))
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result := 1 + dim.Number*rate.Number
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result /= pr.Number/100 + dis.Number*rate.Number
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result--
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result /= dsm.Number
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return newNumberFormulaArg(result)
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}
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28
calc_test.go
28
calc_test.go
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@ -1354,6 +1354,12 @@ func TestCalcCellValue(t *testing.T) {
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// SYD
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"=SYD(10000,1000,5,1)": "3000",
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"=SYD(10000,1000,5,2)": "2400",
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// YIELDDISC
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100)": "0.0622012325059031",
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,0)": "0.0622012325059031",
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// YIELDMAT
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101)": "0.0419422478838651",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101,0)": "0.0419422478838651",
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}
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for formula, expected := range mathCalc {
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f := prepareCalcData(cellData)
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@ -2615,6 +2621,28 @@ func TestCalcCellValue(t *testing.T) {
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"=SYD(10000,1000,0,1)": "SYD requires life argument to be > 0",
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"=SYD(10000,1000,5,0)": "SYD requires per argument to be > 0",
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"=SYD(10000,1000,1,5)": "#NUM!",
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// YIELDDISC
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"=YIELDDISC()": "YIELDDISC requires 4 or 5 arguments",
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"=YIELDDISC(\"\",\"06/30/2017\",97,100,0)": "#VALUE!",
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"=YIELDDISC(\"01/01/2017\",\"\",97,100,0)": "#VALUE!",
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",\"\",100,0)": "#VALUE!",
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,\"\",0)": "#VALUE!",
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,\"\")": "#NUM!",
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",0,100)": "YIELDDISC requires pr > 0",
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,0)": "YIELDDISC requires redemption > 0",
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"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,5)": "invalid basis",
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// YIELDMAT
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"=YIELDMAT()": "YIELDMAT requires 5 or 6 arguments",
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"=YIELDMAT(\"\",\"06/30/2018\",\"06/01/2014\",5.5%,101,0)": "#VALUE!",
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"=YIELDMAT(\"01/01/2017\",\"\",\"06/01/2014\",5.5%,101,0)": "#VALUE!",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"\",5.5%,101,0)": "#VALUE!",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",\"\",101,0)": "strconv.ParseFloat: parsing \"\": invalid syntax",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5,\"\",0)": "strconv.ParseFloat: parsing \"\": invalid syntax",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5,5.5%,\"\")": "#NUM!",
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"=YIELDMAT(\"06/01/2014\",\"06/30/2018\",\"01/01/2017\",5.5%,101,0)": "YIELDMAT requires settlement > issue",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",-1,101,0)": "YIELDMAT requires rate >= 0",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",1,0,0)": "YIELDMAT requires pr > 0",
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"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101,5)": "invalid basis",
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}
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for formula, expected := range mathCalcError {
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f := prepareCalcData(cellData)
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