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ref #65: new formula functions YIELDDISC and YIELDMAT

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xuri 2021-10-24 12:20:24 +08:00
parent 71684d966a
commit 154effdf82
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2 changed files with 141 additions and 0 deletions
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113
calc.go
View File

@ -554,6 +554,8 @@ type formulaFuncs struct {
// XOR // XOR
// YEAR // YEAR
// YEARFRAC // YEARFRAC
// YIELDDISC
// YIELDMAT
// Z.TEST // Z.TEST
// ZTEST // ZTEST
// //
@ -9705,3 +9707,114 @@ func (fn *formulaFuncs) SYD(argsList *list.List) formulaArg {
} }
return newNumberFormulaArg(((cost.Number - salvage.Number) * (life.Number - per.Number + 1) * 2) / (life.Number * (life.Number + 1))) return newNumberFormulaArg(((cost.Number - salvage.Number) * (life.Number - per.Number + 1) * 2) / (life.Number * (life.Number + 1)))
} }
// YIELDDISC function calculates the annual yield of a discounted security.
// The syntax of the function is:
//
// YIELDDISC(settlement,maturity,pr,redemption,[basis])
//
func (fn *formulaFuncs) YIELDDISC(argsList *list.List) formulaArg {
if argsList.Len() != 4 && argsList.Len() != 5 {
return newErrorFormulaArg(formulaErrorVALUE, "YIELDDISC requires 4 or 5 arguments")
}
args := list.New().Init()
args.PushBack(argsList.Front().Value.(formulaArg))
settlement := fn.DATEVALUE(args)
if settlement.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
args.Init()
args.PushBack(argsList.Front().Next().Value.(formulaArg))
maturity := fn.DATEVALUE(args)
if maturity.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
pr := argsList.Front().Next().Next().Value.(formulaArg).ToNumber()
if pr.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
if pr.Number <= 0 {
return newErrorFormulaArg(formulaErrorNUM, "YIELDDISC requires pr > 0")
}
redemption := argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber()
if redemption.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
if redemption.Number <= 0 {
return newErrorFormulaArg(formulaErrorNUM, "YIELDDISC requires redemption > 0")
}
basis := newNumberFormulaArg(0)
if argsList.Len() == 5 {
if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
}
frac := yearFrac(settlement.Number, maturity.Number, int(basis.Number))
if frac.Type != ArgNumber {
return frac
}
return newNumberFormulaArg((redemption.Number/pr.Number - 1) / frac.Number)
}
// YIELDMAT function calculates the annual yield of a security that pays
// interest at maturity. The syntax of the function is:
//
// YIELDMAT(settlement,maturity,issue,rate,pr,[basis])
//
func (fn *formulaFuncs) YIELDMAT(argsList *list.List) formulaArg {
if argsList.Len() != 5 && argsList.Len() != 6 {
return newErrorFormulaArg(formulaErrorVALUE, "YIELDMAT requires 5 or 6 arguments")
}
args := list.New().Init()
args.PushBack(argsList.Front().Value.(formulaArg))
settlement := fn.DATEVALUE(args)
if settlement.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
args.Init()
args.PushBack(argsList.Front().Next().Value.(formulaArg))
maturity := fn.DATEVALUE(args)
if maturity.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
args.Init()
args.PushBack(argsList.Front().Next().Next().Value.(formulaArg))
issue := fn.DATEVALUE(args)
if issue.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
if issue.Number >= settlement.Number {
return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires settlement > issue")
}
rate := argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber()
if rate.Type != ArgNumber {
return rate
}
if rate.Number < 0 {
return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires rate >= 0")
}
pr := argsList.Front().Next().Next().Next().Next().Value.(formulaArg).ToNumber()
if pr.Type != ArgNumber {
return pr
}
if pr.Number <= 0 {
return newErrorFormulaArg(formulaErrorNUM, "YIELDMAT requires pr > 0")
}
basis := newNumberFormulaArg(0)
if argsList.Len() == 6 {
if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
}
dim := yearFrac(issue.Number, maturity.Number, int(basis.Number))
if dim.Type != ArgNumber {
return dim
}
dis := yearFrac(issue.Number, settlement.Number, int(basis.Number))
dsm := yearFrac(settlement.Number, maturity.Number, int(basis.Number))
result := 1 + dim.Number*rate.Number
result /= pr.Number/100 + dis.Number*rate.Number
result--
result /= dsm.Number
return newNumberFormulaArg(result)
}

28
calc_test.go
View File

@ -1354,6 +1354,12 @@ func TestCalcCellValue(t *testing.T) {
// SYD // SYD
"=SYD(10000,1000,5,1)": "3000", "=SYD(10000,1000,5,1)": "3000",
"=SYD(10000,1000,5,2)": "2400", "=SYD(10000,1000,5,2)": "2400",
// YIELDDISC
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100)": "0.0622012325059031",
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,0)": "0.0622012325059031",
// YIELDMAT
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101)": "0.0419422478838651",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101,0)": "0.0419422478838651",
} }
for formula, expected := range mathCalc { for formula, expected := range mathCalc {
f := prepareCalcData(cellData) f := prepareCalcData(cellData)
@ -2615,6 +2621,28 @@ func TestCalcCellValue(t *testing.T) {
"=SYD(10000,1000,0,1)": "SYD requires life argument to be > 0", "=SYD(10000,1000,0,1)": "SYD requires life argument to be > 0",
"=SYD(10000,1000,5,0)": "SYD requires per argument to be > 0", "=SYD(10000,1000,5,0)": "SYD requires per argument to be > 0",
"=SYD(10000,1000,1,5)": "#NUM!", "=SYD(10000,1000,1,5)": "#NUM!",
// YIELDDISC
"=YIELDDISC()": "YIELDDISC requires 4 or 5 arguments",
"=YIELDDISC(\"\",\"06/30/2017\",97,100,0)": "#VALUE!",
"=YIELDDISC(\"01/01/2017\",\"\",97,100,0)": "#VALUE!",
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",\"\",100,0)": "#VALUE!",
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,\"\",0)": "#VALUE!",
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,\"\")": "#NUM!",
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",0,100)": "YIELDDISC requires pr > 0",
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,0)": "YIELDDISC requires redemption > 0",
"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,5)": "invalid basis",
// YIELDMAT
"=YIELDMAT()": "YIELDMAT requires 5 or 6 arguments",
"=YIELDMAT(\"\",\"06/30/2018\",\"06/01/2014\",5.5%,101,0)": "#VALUE!",
"=YIELDMAT(\"01/01/2017\",\"\",\"06/01/2014\",5.5%,101,0)": "#VALUE!",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"\",5.5%,101,0)": "#VALUE!",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",\"\",101,0)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5,\"\",0)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5,5.5%,\"\")": "#NUM!",
"=YIELDMAT(\"06/01/2014\",\"06/30/2018\",\"01/01/2017\",5.5%,101,0)": "YIELDMAT requires settlement > issue",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",-1,101,0)": "YIELDMAT requires rate >= 0",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",1,0,0)": "YIELDMAT requires pr > 0",
"=YIELDMAT(\"01/01/2017\",\"06/30/2018\",\"06/01/2014\",5.5%,101,5)": "invalid basis",
} }
for formula, expected := range mathCalcError { for formula, expected := range mathCalcError {
f := prepareCalcData(cellData) f := prepareCalcData(cellData)