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ref #65: new formula functions RATE and RECEIVED (#1045)

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Jerring 2021-10-30 22:14:49 +08:00 committed by GitHub
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commit 9cc6694830
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115
calc.go
View File

@ -507,6 +507,8 @@ type formulaFuncs struct {
// RANDBETWEEN
// RANK
// RANK.EQ
// RATE
// RECEIVED
// REPLACE
// REPLACEB
// REPT
@ -9968,6 +9970,119 @@ func (fn *formulaFuncs) PV(argsList *list.List) formulaArg {
return newNumberFormulaArg((((1-math.Pow(1+rate.Number, nper.Number))/rate.Number)*pmt.Number*(1+rate.Number*t.Number) - fv.Number) / math.Pow(1+rate.Number, nper.Number))
}
// RATE function calculates the interest rate required to pay off a specified
// amount of a loan, or to reach a target amount on an investment, over a
// given period. The syntax of the function is:
//
// RATE(nper,pmt,pv,[fv],[type],[guess])
//
func (fn *formulaFuncs) RATE(argsList *list.List) formulaArg {
if argsList.Len() < 3 {
return newErrorFormulaArg(formulaErrorVALUE, "RATE requires at least 3 arguments")
}
if argsList.Len() > 6 {
return newErrorFormulaArg(formulaErrorVALUE, "RATE allows at most 6 arguments")
}
nper := argsList.Front().Value.(formulaArg).ToNumber()
if nper.Type != ArgNumber {
return nper
}
pmt := argsList.Front().Next().Value.(formulaArg).ToNumber()
if pmt.Type != ArgNumber {
return pmt
}
pv := argsList.Front().Next().Next().Value.(formulaArg).ToNumber()
if pv.Type != ArgNumber {
return pv
}
fv := newNumberFormulaArg(0)
if argsList.Len() >= 4 {
if fv = argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber(); fv.Type != ArgNumber {
return fv
}
}
t := newNumberFormulaArg(0)
if argsList.Len() >= 5 {
if t = argsList.Front().Next().Next().Next().Next().Value.(formulaArg).ToNumber(); t.Type != ArgNumber {
return t
}
if t.Number != 0 {
t.Number = 1
}
}
guess := newNumberFormulaArg(0.1)
if argsList.Len() == 6 {
if guess = argsList.Back().Value.(formulaArg).ToNumber(); guess.Type != ArgNumber {
return guess
}
}
maxIter, iter, close, epsMax, rate := 100, 0, false, 1e-6, guess.Number
for iter < maxIter && !close {
t1 := math.Pow(rate+1, nper.Number)
t2 := math.Pow(rate+1, nper.Number-1)
rt := rate*t.Number + 1
p0 := pmt.Number * (t1 - 1)
f1 := fv.Number + t1*pv.Number + p0*rt/rate
f2 := nper.Number*t2*pv.Number - p0*rt/math.Pow(rate, 2)
f3 := (nper.Number*pmt.Number*t2*rt + p0*t.Number) / rate
delta := f1 / (f2 + f3)
if math.Abs(delta) < epsMax {
close = true
}
iter++
rate -= delta
}
return newNumberFormulaArg(rate)
}
// RECEIVED function calculates the amount received at maturity for a fully
// invested security. The syntax of the function is:
//
// RECEIVED(settlement,maturity,investment,discount,[basis])
//
func (fn *formulaFuncs) RECEIVED(argsList *list.List) formulaArg {
if argsList.Len() < 4 {
return newErrorFormulaArg(formulaErrorVALUE, "RECEIVED requires at least 4 arguments")
}
if argsList.Len() > 5 {
return newErrorFormulaArg(formulaErrorVALUE, "RECEIVED allows at most 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)
}
investment := argsList.Front().Next().Next().Value.(formulaArg).ToNumber()
if investment.Type != ArgNumber {
return investment
}
discount := argsList.Front().Next().Next().Next().Value.(formulaArg).ToNumber()
if discount.Type != ArgNumber {
return discount
}
if discount.Number <= 0 {
return newErrorFormulaArg(formulaErrorNUM, "RECEIVED requires discount > 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(investment.Number / (1 - discount.Number*frac.Number))
}
// RRI function calculates the equivalent interest rate for an investment with
// specified present value, future value and duration. The syntax of the
// function is:

26
calc_test.go
View File

@ -1393,6 +1393,13 @@ func TestCalcCellValue(t *testing.T) {
"=PV(0,60,1000)": "-60000",
"=PV(5%/12,60,1000)": "-52990.70632392748",
"=PV(10%/4,16,2000,0,1)": "-26762.75545288113",
// RATE
"=RATE(60,-1000,50000)": "0.0061834131621292",
"=RATE(24,-800,0,20000,1)": "0.00325084350160374",
"=RATE(48,-200,8000,3,1,0.5)": "0.0080412665831637",
// RECEIVED
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",1000,4.5%)": "1290.3225806451612",
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",1000,4.5%,0)": "1290.3225806451612",
// RRI
"=RRI(10,10000,15000)": "0.0413797439924106",
// SLN
@ -2703,6 +2710,25 @@ func TestCalcCellValue(t *testing.T) {
"=PV(10%/4,16,\"\",0,1)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=PV(10%/4,16,2000,\"\",1)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=PV(10%/4,16,2000,0,\"\")": "strconv.ParseFloat: parsing \"\": invalid syntax",
// RATE
"=RATE()": "RATE requires at least 3 arguments",
"=RATE(48,-200,8000,3,1,0.5,0)": "RATE allows at most 6 arguments",
"=RATE(\"\",-200,8000,3,1,0.5)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=RATE(48,\"\",8000,3,1,0.5)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=RATE(48,-200,\"\",3,1,0.5)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=RATE(48,-200,8000,\"\",1,0.5)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=RATE(48,-200,8000,3,\"\",0.5)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=RATE(48,-200,8000,3,1,\"\")": "strconv.ParseFloat: parsing \"\": invalid syntax",
// RECEIVED
"=RECEIVED()": "RECEIVED requires at least 4 arguments",
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",1000,4.5%,1,0)": "RECEIVED allows at most 5 arguments",
"=RECEIVED(\"\",\"03/31/2016\",1000,4.5%,1)": "#VALUE!",
"=RECEIVED(\"04/01/2011\",\"\",1000,4.5%,1)": "#VALUE!",
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",\"\",4.5%,1)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",1000,\"\",1)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",1000,4.5%,\"\")": "#NUM!",
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",1000,0)": "RECEIVED requires discount > 0",
"=RECEIVED(\"04/01/2011\",\"03/31/2016\",1000,4.5%,5)": "invalid basis",
// RRI
"=RRI()": "RRI requires 3 arguments",
"=RRI(\"\",\"\",\"\")": "#NUM!",