From 2e9635ece8ecf2617b0144451029aeca78edd9d9 Mon Sep 17 00:00:00 2001
From: xuri <xuri.me@gmail.com>
Date: Wed, 27 Oct 2021 08:07:21 +0800
Subject: [PATCH] ref #65: new formula functions TBILLPRICE and TBILLYIELD

---
 calc.go      | 72 ++++++++++++++++++++++++++++++++++++++++++++++++++++
 calc_test.go | 20 +++++++++++++++
 2 files changed, 92 insertions(+)

diff --git a/calc.go b/calc.go
index a21be0b..6f8dcb6 100644
--- a/calc.go
+++ b/calc.go
@@ -538,6 +538,8 @@ type formulaFuncs struct {
 //    TAN
 //    TANH
 //    TBILLEQ
+//    TBILLPRICE
+//    TBILLYIELD
 //    TEXTJOIN
 //    TIME
 //    TODAY
@@ -9796,6 +9798,76 @@ func (fn *formulaFuncs) TBILLEQ(argsList *list.List) formulaArg {
 	return newNumberFormulaArg((365 * discount.Number) / (360 - discount.Number*dsm))
 }
 
+// TBILLPRICE function returns the price, per $100 face value, of a Treasury
+// Bill. The syntax of the function is:
+//
+//    TBILLPRICE(settlement,maturity,discount)
+//
+func (fn *formulaFuncs) TBILLPRICE(argsList *list.List) formulaArg {
+	if argsList.Len() != 3 {
+		return newErrorFormulaArg(formulaErrorVALUE, "TBILLPRICE requires 3 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)
+	}
+	dsm := maturity.Number - settlement.Number
+	if dsm > 365 || maturity.Number <= settlement.Number {
+		return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
+	}
+	discount := argsList.Back().Value.(formulaArg).ToNumber()
+	if discount.Type != ArgNumber {
+		return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+	}
+	if discount.Number <= 0 {
+		return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
+	}
+	return newNumberFormulaArg(100 * (1 - discount.Number*dsm/360))
+}
+
+// TBILLYIELD function calculates the yield of a Treasury Bill. The syntax of
+// the function is:
+//
+//    TBILLYIELD(settlement,maturity,pr)
+//
+func (fn *formulaFuncs) TBILLYIELD(argsList *list.List) formulaArg {
+	if argsList.Len() != 3 {
+		return newErrorFormulaArg(formulaErrorVALUE, "TBILLYIELD requires 3 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)
+	}
+	dsm := maturity.Number - settlement.Number
+	if dsm > 365 || maturity.Number <= settlement.Number {
+		return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
+	}
+	pr := argsList.Back().Value.(formulaArg).ToNumber()
+	if pr.Type != ArgNumber {
+		return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
+	}
+	if pr.Number <= 0 {
+		return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
+	}
+	return newNumberFormulaArg(((100 - pr.Number) / pr.Number) * (360 / dsm))
+}
+
 // YIELDDISC function calculates the annual yield of a discounted security.
 // The syntax of the function is:
 //
diff --git a/calc_test.go b/calc_test.go
index 95b479c..06c7fe1 100644
--- a/calc_test.go
+++ b/calc_test.go
@@ -1362,6 +1362,10 @@ func TestCalcCellValue(t *testing.T) {
 		"=SYD(10000,1000,5,2)": "2400",
 		// TBILLEQ
 		"=TBILLEQ(\"01/01/2017\",\"06/30/2017\",2.5%)": "0.0256680731364276",
+		// TBILLPRICE
+		"=TBILLPRICE(\"02/01/2017\",\"06/30/2017\",2.75%)": "98.86180555555556",
+		// TBILLYIELD
+		"=TBILLYIELD(\"02/01/2017\",\"06/30/2017\",99)": "0.024405125076266",
 		// YIELDDISC
 		"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100)":   "0.0622012325059031",
 		"=YIELDDISC(\"01/01/2017\",\"06/30/2017\",97,100,0)": "0.0622012325059031",
@@ -2644,6 +2648,22 @@ func TestCalcCellValue(t *testing.T) {
 		"=TBILLEQ(\"01/01/2017\",\"06/30/2017\",0)":    "#NUM!",
 		"=TBILLEQ(\"01/01/2017\",\"06/30/2018\",2.5%)": "#NUM!",
 		"=TBILLEQ(\"06/30/2017\",\"01/01/2017\",2.5%)": "#NUM!",
+		// TBILLPRICE
+		"=TBILLPRICE()":                                   "TBILLPRICE requires 3 arguments",
+		"=TBILLPRICE(\"\",\"06/30/2017\",2.5%)":           "#VALUE!",
+		"=TBILLPRICE(\"01/01/2017\",\"\",2.5%)":           "#VALUE!",
+		"=TBILLPRICE(\"01/01/2017\",\"06/30/2017\",\"\")": "#VALUE!",
+		"=TBILLPRICE(\"01/01/2017\",\"06/30/2017\",0)":    "#NUM!",
+		"=TBILLPRICE(\"01/01/2017\",\"06/30/2018\",2.5%)": "#NUM!",
+		"=TBILLPRICE(\"06/30/2017\",\"01/01/2017\",2.5%)": "#NUM!",
+		// TBILLYIELD
+		"=TBILLYIELD()":                                   "TBILLYIELD requires 3 arguments",
+		"=TBILLYIELD(\"\",\"06/30/2017\",2.5%)":           "#VALUE!",
+		"=TBILLYIELD(\"01/01/2017\",\"\",2.5%)":           "#VALUE!",
+		"=TBILLYIELD(\"01/01/2017\",\"06/30/2017\",\"\")": "#VALUE!",
+		"=TBILLYIELD(\"01/01/2017\",\"06/30/2017\",0)":    "#NUM!",
+		"=TBILLYIELD(\"01/01/2017\",\"06/30/2018\",2.5%)": "#NUM!",
+		"=TBILLYIELD(\"06/30/2017\",\"01/01/2017\",2.5%)": "#NUM!",
 		// YIELDDISC
 		"=YIELDDISC()": "YIELDDISC requires 4 or 5 arguments",
 		"=YIELDDISC(\"\",\"06/30/2017\",97,100,0)":              "#VALUE!",