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ref #65: new formula functions COUPPCD and PRICEMAT

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xuri 2021-11-07 00:14:39 +08:00
parent 02b0fdf2c9
commit 1df76b583c
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125
calc.go
View File

@ -350,6 +350,7 @@ type formulaFuncs struct {
// COUNT
// COUNTA
// COUNTBLANK
// COUPPCD
// CSC
// CSCH
// CUMIPMT
@ -507,6 +508,7 @@ type formulaFuncs struct {
// POWER
// PPMT
// PRICEDISC
// PRICEMAT
// PRODUCT
// PROPER
// PV
@ -9504,6 +9506,67 @@ func (fn *formulaFuncs) AMORLINC(argsList *list.List) formulaArg {
return newNumberFormulaArg(0)
}
// prepareCouponArgs checking and prepare arguments for the formula functions
// COUPDAYBS, COUPDAYS, COUPDAYSNC, COUPPCD, COUPNUM and COUPNCD.
func (fn *formulaFuncs) prepareCouponArgs(name string, argsList *list.List) formulaArg {
if argsList.Len() != 3 && argsList.Len() != 4 {
return newErrorFormulaArg(formulaErrorVALUE, fmt.Sprintf("%s requires 3 or 4 arguments", name))
}
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)
}
if settlement.Number >= maturity.Number {
return newErrorFormulaArg(formulaErrorNUM, fmt.Sprintf("%s requires maturity > settlement", name))
}
frequency := argsList.Front().Next().Next().Value.(formulaArg).ToNumber()
if frequency.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
if !validateFrequency(frequency.Number) {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
basis := newNumberFormulaArg(0)
if argsList.Len() == 4 {
if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
}
return newListFormulaArg([]formulaArg{settlement, maturity, frequency, basis})
}
// COUPPCD function returns the previous coupon date, before the settlement
// date for a security. The syntax of the function is:
//
// COUPPCD(settlement,maturity,frequency,[basis])
//
func (fn *formulaFuncs) COUPPCD(argsList *list.List) formulaArg {
args := fn.prepareCouponArgs("COUPPCD", argsList)
if args.Type != ArgList {
return args
}
settlement := timeFromExcelTime(args.List[0].Number, false)
maturity := timeFromExcelTime(args.List[1].Number, false)
date, years := maturity, settlement.Year()-maturity.Year()
date = date.AddDate(years, 0, 0)
if settlement.After(date) {
date = date.AddDate(1, 0, 0)
}
month := -12 / args.List[2].Number
for date.After(settlement) {
date = date.AddDate(0, int(month), 0)
}
return newNumberFormulaArg(daysBetween(excelMinTime1900.Unix(), makeDate(date.Year(), date.Month(), date.Day())) + 1)
}
// CUMIPMT function calculates the cumulative interest paid on a loan or
// investment, between two specified periods. The syntax of the function is:
//
@ -10388,6 +10451,68 @@ func (fn *formulaFuncs) PRICEDISC(argsList *list.List) formulaArg {
return newNumberFormulaArg(redemption.Number * (1 - discount.Number*frac.Number))
}
// PRICEMAT function calculates the price, per $100 face value of a security
// that pays interest at maturity. The syntax of the function is:
//
// PRICEMAT(settlement,maturity,issue,rate,yld,[basis])
//
func (fn *formulaFuncs) PRICEMAT(argsList *list.List) formulaArg {
if argsList.Len() != 5 && argsList.Len() != 6 {
return newErrorFormulaArg(formulaErrorVALUE, "PRICEMAT 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)
}
if settlement.Number >= maturity.Number {
return newErrorFormulaArg(formulaErrorNUM, "PRICEMAT requires maturity > settlement")
}
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, "PRICEMAT 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, "PRICEMAT requires rate >= 0")
}
yld := argsList.Front().Next().Next().Next().Next().Value.(formulaArg).ToNumber()
if yld.Type != ArgNumber {
return yld
}
if yld.Number < 0 {
return newErrorFormulaArg(formulaErrorNUM, "PRICEMAT requires yld >= 0")
}
basis := newNumberFormulaArg(0)
if argsList.Len() == 6 {
if basis = argsList.Back().Value.(formulaArg).ToNumber(); basis.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
}
dsm := yearFrac(settlement.Number, maturity.Number, int(basis.Number))
if dsm.Type != ArgNumber {
return dsm
}
dis := yearFrac(issue.Number, settlement.Number, int(basis.Number))
dim := yearFrac(issue.Number, maturity.Number, int(basis.Number))
return newNumberFormulaArg(((1+dim.Number*rate.Number)/(1+dsm.Number*yld.Number) - dis.Number*rate.Number) * 100)
}
// PV function calculates the Present Value of an investment, based on a
// series of future payments. The syntax of the function is:
//

29
calc_test.go
View File

@ -1393,6 +1393,10 @@ func TestCalcCellValue(t *testing.T) {
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,20,15%,4)": "0",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,6,15%,4)": "0.6875",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,0,15%,4)": "16.8125",
// COUPPCD
"=COUPPCD(\"01/01/2011\",\"10/25/2012\",4)": "40476",
"=COUPPCD(\"01/01/2011\",\"10/25/2012\",4,0)": "40476",
"=COUPPCD(\"10/25/2011\",\"01/01/2012\",4)": "40817",
// CUMIPMT
"=CUMIPMT(0.05/12,60,50000,1,12,0)": "-2294.97753732664",
"=CUMIPMT(0.05/12,60,50000,13,24,0)": "-1833.1000665738893",
@ -1456,6 +1460,9 @@ func TestCalcCellValue(t *testing.T) {
// PRICEDISC
"=PRICEDISC(\"04/01/2017\",\"03/31/2021\",2.5%,100)": "90",
"=PRICEDISC(\"04/01/2017\",\"03/31/2021\",2.5%,100,3)": "90",
// PRICEMAT
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",4.5%,2.5%)": "107.17045454545453",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",4.5%,2.5%,0)": "107.17045454545453",
// PV
"=PV(0,60,1000)": "-60000",
"=PV(5%/12,60,1000)": "-52990.70632392748",
@ -2682,6 +2689,15 @@ func TestCalcCellValue(t *testing.T) {
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,-1)": "#NUM!",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,20%,\"\")": "#NUM!",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,20%,5)": "invalid basis",
// COUPPCD
"=COUPPCD()": "COUPPCD requires 3 or 4 arguments",
"=COUPPCD(\"01/01/2011\",\"10/25/2012\",4,0,0)": "COUPPCD requires 3 or 4 arguments",
"=COUPPCD(\"\",\"10/25/2012\",4)": "#VALUE!",
"=COUPPCD(\"01/01/2011\",\"\",4)": "#VALUE!",
"=COUPPCD(\"01/01/2011\",\"10/25/2012\",\"\")": "#VALUE!",
"=COUPPCD(\"01/01/2011\",\"10/25/2012\",4,\"\")": "#NUM!",
"=COUPPCD(\"01/01/2011\",\"10/25/2012\",3)": "#NUM!",
"=COUPPCD(\"10/25/2012\",\"01/01/2011\",4)": "COUPPCD requires maturity > settlement",
// CUMIPMT
"=CUMIPMT()": "CUMIPMT requires 6 arguments",
"=CUMIPMT(0,0,0,0,0,2)": "#N/A",
@ -2850,6 +2866,19 @@ func TestCalcCellValue(t *testing.T) {
"=PRICEDISC(\"04/01/2016\",\"03/31/2021\",0,100)": "PRICEDISC requires discount > 0",
"=PRICEDISC(\"04/01/2016\",\"03/31/2021\",95,0)": "PRICEDISC requires redemption > 0",
"=PRICEDISC(\"04/01/2016\",\"03/31/2021\",95,100,5)": "invalid basis",
// PRICEMAT
"=PRICEMAT()": "PRICEMAT requires 5 or 6 arguments",
"=PRICEMAT(\"\",\"03/31/2021\",\"01/01/2017\",4.5%,2.5%)": "#VALUE!",
"=PRICEMAT(\"04/01/2017\",\"\",\"01/01/2017\",4.5%,2.5%)": "#VALUE!",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"\",4.5%,2.5%)": "#VALUE!",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",\"\",2.5%)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",4.5%,\"\")": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",4.5%,2.5%,\"\")": "#NUM!",
"=PRICEMAT(\"03/31/2021\",\"04/01/2017\",\"01/01/2017\",4.5%,2.5%)": "PRICEMAT requires maturity > settlement",
"=PRICEMAT(\"01/01/2017\",\"03/31/2021\",\"04/01/2017\",4.5%,2.5%)": "PRICEMAT requires settlement > issue",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",-1,2.5%)": "PRICEMAT requires rate >= 0",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",4.5%,-1)": "PRICEMAT requires yld >= 0",
"=PRICEMAT(\"04/01/2017\",\"03/31/2021\",\"01/01/2017\",4.5%,2.5%,5)": "invalid basis",
// PV
"=PV()": "PV requires at least 3 arguments",
"=PV(10%/4,16,2000,0,1,0)": "PV allows at most 5 arguments",