scaddins/source/analysis/financial.cxx

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  28
  29 #include "analysis.hxx"
  30 #include "analysishelper.hxx"
  31 #include <rtl/math.hxx>
  32
  33
  34
  35 double SAL_CALL AnalysisAddIn::getAmordegrc( constREFXPS& xOpt,
  36     double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
  37     double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE
  38 {
  39     if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
  40         THROW_IAE;
  41
  42     double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  43     RETURN_FINITE( fRet );
  44 }
  45
  46
  47 double SAL_CALL AnalysisAddIn::getAmorlinc( constREFXPS& xOpt,
  48     double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
  49     double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE
  50 {
  51     if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
  52         THROW_IAE;
  53
  54     double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  55     RETURN_FINITE( fRet );
  56 }
  57
  58
  59 double SAL_CALL AnalysisAddIn::getAccrint( constREFXPS& xOpt,
  60     sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate,
  61     const ANY &rVal, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
  62 {
  63     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  64
  65     if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle )
  66         THROW_IAE;
  67
  68     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  69     RETURN_FINITE( fRet );
  70 }
  71
  72
  73 double SAL_CALL AnalysisAddIn::getAccrintm( constREFXPS& xOpt,
  74     sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const ANY& rVal, const ANY& rOB ) THROWDEF_RTE_IAE
  75 {
  76     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  77
  78     if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle )
  79         THROW_IAE;
  80
  81     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  82     RETURN_FINITE( fRet );
  83 }
  84
  85
  86 double SAL_CALL AnalysisAddIn::getReceived( constREFXPS& xOpt,
  87     sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const ANY& rOB ) THROWDEF_RTE_IAE
  88 {
  89     if( fInvest <= 0.0 || fDisc <= 0.0 )
  90         THROW_IAE;
  91
  92     double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) );
  93     RETURN_FINITE( fRet );
  94 }
  95
  96
  97 double SAL_CALL AnalysisAddIn::getDisc( constREFXPS& xOpt,
  98     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
  99 {
 100     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 101         THROW_IAE;
 102     double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) );
 103     RETURN_FINITE( fRet );
 104 }
 105
 106
 107 double SAL_CALL AnalysisAddIn::getDuration( constREFXPS& xOpt,
 108     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB )
 109     THROWDEF_RTE_IAE
 110 {
 111     if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat )
 112         THROW_IAE;
 113
 114     double fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
 115     RETURN_FINITE( fRet );
 116 }
 117
 118
 119 double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) THROWDEF_RTE_IAE
 120 {
 121     if( nPeriods < 1 || fNominal <= 0.0 )
 122         THROW_IAE;
 123
 124     double  fPeriods = nPeriods;
 125
 126     double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0;
 127     RETURN_FINITE( fRet );
 128 }
 129
 130
 131 double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal,
 132     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE
 133 {
 134     double fRmz, fKapZ;
 135
 136     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
 137         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 138         THROW_IAE;
 139
 140     fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
 141
 142     fKapZ = 0.0;
 143
 144     sal_uInt32  nStart = sal_uInt32( nStartPer );
 145     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 146
 147     if( nStart == 1 )
 148     {
 149         if( nPayType <= 0 )
 150             fKapZ = fRmz + fVal * fRate;
 151         else
 152             fKapZ = fRmz;
 153
 154         nStart++;
 155     }
 156
 157     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 158     {
 159         if( nPayType > 0 )
 160             fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate;
 161         else
 162             fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate;
 163     }
 164
 165     RETURN_FINITE( fKapZ );
 166 }
 167
 168
 169 double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal,
 170     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE
 171 {
 172     double fRmz, fZinsZ;
 173
 174     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
 175         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 176         THROW_IAE;
 177
 178     fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
 179
 180     fZinsZ = 0.0;
 181
 182     sal_uInt32  nStart = sal_uInt32( nStartPer );
 183     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 184
 185     if( nStart == 1 )
 186     {
 187         if( nPayType <= 0 )
 188             fZinsZ = -fVal;
 189
 190         nStart++;
 191     }
 192
 193     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 194     {
 195         if( nPayType > 0 )
 196             fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz;
 197         else
 198             fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 );
 199     }
 200
 201     fZinsZ *= fRate;
 202
 203     RETURN_FINITE( fZinsZ );
 204 }
 205
 206
 207 double SAL_CALL AnalysisAddIn::getPrice( constREFXPS& xOpt,
 208     sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq,
 209     const ANY& rOB ) THROWDEF_RTE_IAE
 210 {
 211     if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0 || CHK_Freq || nSettle >= nMat )
 212         THROW_IAE;
 213
 214     double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 215     RETURN_FINITE( fRet );
 216 }
 217
 218
 219 double SAL_CALL AnalysisAddIn::getPricedisc( constREFXPS& xOpt,
 220     sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
 221 {
 222     if( fDisc <= 0.0 || fRedemp <= 0 || nSettle >= nMat )
 223         THROW_IAE;
 224
 225     double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) );
 226     RETURN_FINITE( fRet );
 227 }
 228
 229
 230 double SAL_CALL AnalysisAddIn::getPricemat( constREFXPS& xOpt,
 231     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const ANY& rOB )
 232     THROWDEF_RTE_IAE
 233 {
 234     if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat )
 235         THROW_IAE;
 236
 237     sal_Int32   nNullDate = GetNullDate( xOpt );
 238     sal_Int32   nBase = getDateMode( xOpt, rOB );
 239
 240     double      fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase );
 241     double      fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase );
 242     double      fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase );
 243
 244     double      fRet = 1.0 + fIssMat * fRate;
 245     fRet /= 1.0 + fSetMat * fYield;
 246     fRet -= fIssSet * fRate;
 247     fRet *= 100.0;
 248
 249     RETURN_FINITE( fRet );
 250 }
 251
 252
 253 double SAL_CALL AnalysisAddIn::getMduration( constREFXPS& xOpt,
 254     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB )
 255     THROWDEF_RTE_IAE
 256 {
 257     if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq )
 258         THROW_IAE;
 259
 260     double      fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
 261     fRet /= 1.0 + ( fYield / double( nFreq ) );
 262     RETURN_FINITE( fRet );
 263 }
 264
 265
 266 double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) THROWDEF_RTE_IAE
 267 {
 268     if( fRate <= 0.0 || nPeriods < 0 )
 269         THROW_IAE;
 270
 271     double  fPeriods = nPeriods;
 272     double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods;
 273     RETURN_FINITE( fRet );
 274 }
 275
 276
 277 double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) THROWDEF_RTE_IAE
 278 {
 279     if( nFrac <= 0 )
 280         THROW_IAE;
 281
 282     double  fInt;
 283     double  fFrac = nFrac;
 284
 285     double  fRet = modf( fDollarDec, &fInt );
 286
 287     fRet *= fFrac;
 288
 289     fRet *= pow( 10.0, -ceil( log10( fFrac ) ) );
 290
 291     fRet += fInt;
 292
 293     RETURN_FINITE( fRet );
 294 }
 295
 296
 297 double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) THROWDEF_RTE_IAE
 298 {
 299     if( nFrac <= 0 )
 300         THROW_IAE;
 301
 302     double  fInt;
 303     double  fFrac = nFrac;
 304
 305     double  fRet = modf( fDollarFrac, &fInt );
 306
 307     fRet /= fFrac;
 308
 309     fRet *= pow( 10.0, ceil( log10( fFrac ) ) );
 310
 311     fRet += fInt;
 312
 313     RETURN_FINITE( fRet );
 314 }
 315
 316
 317 double SAL_CALL AnalysisAddIn::getYield( constREFXPS& xOpt,
 318     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB )
 319     THROWDEF_RTE_IAE
 320 {
 321     if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
 322         THROW_IAE;
 323
 324     double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 325     RETURN_FINITE( fRet );
 326 }
 327
 328
 329 double SAL_CALL AnalysisAddIn::getYielddisc( constREFXPS& xOpt,
 330     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
 331 {
 332     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 333         THROW_IAE;
 334
 335     sal_Int32   nNullDate = GetNullDate( xOpt );
 336
 337     double fRet = ( fRedemp / fPrice ) - 1.0;
 338     fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );
 339
 340     RETURN_FINITE( fRet );
 341 }
 342
 343
 344 double SAL_CALL AnalysisAddIn::getYieldmat( constREFXPS& xOpt,
 345     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const ANY& rOB )
 346     THROWDEF_RTE_IAE
 347 {
 348     if( fRate < 0.0 || fRate <= 0.0 || nSettle >= nMat )
 349         THROW_IAE;
 350
 351     double fRet = GetYieldmat( GetNullDate( xOpt ),  nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) );
 352     RETURN_FINITE( fRet );
 353 }
 354
 355
 356 double SAL_CALL AnalysisAddIn::getTbilleq( constREFXPS& xOpt,
 357     sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE
 358 {
 359     nMat++;
 360
 361     sal_Int32   nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True );
 362
 363     if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 )
 364         THROW_IAE;
 365
 366     double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) );
 367     RETURN_FINITE( fRet );
 368 }
 369
 370
 371 double SAL_CALL AnalysisAddIn::getTbillprice( constREFXPS& xOpt,
 372     sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE
 373 {
 374     if( fDisc <= 0.0 || nSettle > nMat )
 375         THROW_IAE;
 376
 377     nMat++;
 378
 379     double  fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 );  // method: USA 30/360
 380
 381     double  fDummy;
 382     if( modf( fFraction, &fDummy ) == 0.0 )
 383         THROW_IAE;
 384
 385     double fRet = 100.0 * ( 1.0 - fDisc * fFraction );
 386     RETURN_FINITE( fRet );
 387 }
 388
 389
 390 double SAL_CALL AnalysisAddIn::getTbillyield( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice )
 391     THROWDEF_RTE_IAE
 392 {
 393     sal_Int32   nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True );
 394     nDiff++;
 395
 396     if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 )
 397         THROW_IAE;
 398
 399     double      fRet = 100.0;
 400     fRet /= fPrice;
 401     fRet--;
 402     fRet /= double( nDiff );
 403     fRet *= 360.0;
 404
 405     RETURN_FINITE( fRet );
 406 }
 407
 408
 409 double SAL_CALL AnalysisAddIn::getOddfprice( constREFXPS& xOpt,
 410     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
 411     double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 412 {
 413     if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
 414         THROW_IAE;
 415
 416     double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 417     RETURN_FINITE( fRet );
 418 }
 419
 420
 421 double SAL_CALL AnalysisAddIn::getOddfyield( constREFXPS& xOpt,
 422     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
 423     double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 424 {
 425     if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
 426         THROW_IAE;
 427
 428     double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq,
 429                         getDateMode( xOpt, rOB ) );
 430     RETURN_FINITE( fRet );
 431 }
 432
 433
 434 double SAL_CALL AnalysisAddIn::getOddlprice( constREFXPS& xOpt,
 435     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
 436     double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 437 {
 438     if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
 439         THROW_IAE;
 440
 441     double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq,
 442                         getDateMode( xOpt, rOB ) );
 443     RETURN_FINITE( fRet );
 444 }
 445
 446
 447 double SAL_CALL AnalysisAddIn::getOddlyield( constREFXPS& xOpt,
 448     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
 449     double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 450 {
 451     if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
 452         THROW_IAE;
 453
 454     double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq,
 455                         getDateMode( xOpt, rOB ) );
 456     RETURN_FINITE( fRet );
 457 }
 458
 459
 460 // ============================================================================
 461 // XIRR helper functions
 462
 463 #define V_(i) (*rValues.Get(i))
 464 #define D_(i) (*rDates.Get(i))
 465
 466 /** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */
 467 double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
 468 {
 469     /*  V_0 ... V_n = input values.
 470         D_0 ... D_n = input dates.
 471         R           = input interest rate.
 472
 473         r   := R+1
 474         E_i := (D_i-D_0) / 365
 475
 476                     n    V_i                n    V_i
 477         f(R)  =  SUM   -------  =  V_0 + SUM   ------- .
 478                    i=0  r^E_i              i=1  r^E_i
 479     */
 480     double D_0 = D_(0);
 481     double r = fRate + 1.0;
 482     double fResult = V_(0);
 483     for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
 484         fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 );
 485     return fResult;
 486 }
 487
 488 /** Calculates the first derivation of lcl_sca_XirrResult(). */
 489 double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
 490 {
 491     /*  V_0 ... V_n = input values.
 492         D_0 ... D_n = input dates.
 493         R           = input interest rate.
 494
 495         r   := R+1
 496         E_i := (D_i-D_0) / 365
 497
 498                              n    V_i
 499         f'(R)  =  [ V_0 + SUM   ------- ]'
 500                             i=1  r^E_i
 501
 502                          n           V_i                 n    E_i V_i
 503                =  0 + SUM   -E_i ----------- r'  =  - SUM   ----------- .
 504                         i=1       r^(E_i+1)             i=1  r^(E_i+1)
 505     */
 506     double D_0 = D_(0);
 507     double r = fRate + 1.0;
 508     double fResult = 0.0;
 509     for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
 510     {
 511         double E_i = (D_(i) - D_0) / 365.0;
 512         fResult -= E_i * V_(i) / pow( r, E_i + 1.0 );
 513     }
 514     return fResult;
 515 }
 516
 517 #undef V_
 518 #undef D_
 519
 520
 521 // ----------------------------------------------------------------------------
 522 // XIRR calculation
 523
 524 double SAL_CALL AnalysisAddIn::getXirr(
 525     constREFXPS& xOpt, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates, const ANY& rGuessRate ) THROWDEF_RTE_IAE
 526 {
 527     ScaDoubleList aValues, aDates;
 528     aValues.Append( rValues );
 529     aDates.Append( rDates );
 530
 531     if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) )
 532         THROW_IAE;
 533
 534     // result interest rate, initialized with passed guessed rate, or 10%
 535     double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 );
 536     if( fResultRate <= -1 )
 537         THROW_IAE;
 538
 539     // maximum epsilon for end of iteration
 540     static const double fMaxEps = 1e-10;
 541     // maximum number of iterations
 542     static const sal_Int32 nMaxIter = 50;
 543
 544     // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0.
 545     double fNewRate, fRateEps, fResultValue;
 546     sal_Int32 nIter = 0;
 547     bool bContLoop;
 548     do
 549     {
 550         fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate );
 551         fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate );
 552         fRateEps = fabs( fNewRate - fResultRate );
 553         fResultRate = fNewRate;
 554         bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);
 555     }
 556     while( bContLoop && (++nIter < nMaxIter) );
 557
 558     if( bContLoop )
 559         THROW_IAE;
 560     RETURN_FINITE( fResultRate );
 561 }
 562
 563
 564 // ============================================================================
 565
 566 double SAL_CALL AnalysisAddIn::getXnpv(
 567     double fRate, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates ) THROWDEF_RTE_IAE
 568 {
 569     ScaDoubleList aValList;
 570     ScaDoubleList aDateList;
 571
 572     aValList.Append( rValues );
 573     aDateList.Append( rDates );
 574
 575     sal_Int32           nNum = aValList.Count();
 576
 577     if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 )
 578         THROW_IAE;
 579
 580     double              fRet = 0.0;
 581     double              fNull = *aDateList.Get( 0 );
 582     fRate++;
 583
 584     for( sal_Int32 i = 0 ; i < nNum ; i++ )
 585         fRet += *aValList.Get( i ) / ( pow( fRate, ( *aDateList.Get( i ) - fNull ) / 365.0 ) );
 586
 587     RETURN_FINITE( fRet );
 588 }
 589
 590
 591 double SAL_CALL AnalysisAddIn::getIntrate( constREFXPS& xOpt,
 592     sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
 593 {
 594     if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 595         THROW_IAE;
 596
 597     double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) );
 598     RETURN_FINITE( fRet );
 599 }
 600
 601
 602 double SAL_CALL AnalysisAddIn::getCoupncd( constREFXPS& xOpt,
 603     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 604 {
 605     double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 606     RETURN_FINITE( fRet );
 607 }
 608
 609
 610 double SAL_CALL AnalysisAddIn::getCoupdays( constREFXPS& xOpt,
 611     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 612 {
 613     double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 614     RETURN_FINITE( fRet );
 615 }
 616
 617
 618 double SAL_CALL AnalysisAddIn::getCoupdaysnc( constREFXPS& xOpt,
 619     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 620 {
 621     double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 622     RETURN_FINITE( fRet );
 623 }
 624
 625
 626 double SAL_CALL AnalysisAddIn::getCoupdaybs( constREFXPS& xOpt,
 627     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 628 {
 629     double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 630     RETURN_FINITE( fRet );
 631 }
 632
 633
 634 double SAL_CALL AnalysisAddIn::getCouppcd( constREFXPS& xOpt,
 635     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 636 {
 637     double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 638     RETURN_FINITE( fRet );
 639 }
 640
 641
 642 double SAL_CALL AnalysisAddIn::getCoupnum( constREFXPS& xOpt,
 643     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
 644 {
 645     double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 646     RETURN_FINITE( fRet );
 647 }
 648
 649
 650 double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const SEQSEQ( double )& rSchedule ) THROWDEF_RTE_IAE
 651 {
 652     ScaDoubleList aSchedList;
 653
 654     aSchedList.Append( rSchedule );
 655
 656     for( const double* p = aSchedList.First() ; p ; p = aSchedList.Next() )
 657         fPrinc *= 1.0 + *p;
 658
 659     RETURN_FINITE( fPrinc );
 660 }
 661
 662
 663 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */