scaddins/source/analysis/financial.cxx

   1 /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
   2 /*
   3  * This file is part of the LibreOffice project.
   4  *
   5  * This Source Code Form is subject to the terms of the Mozilla Public
   6  * License, v. 2.0. If a copy of the MPL was not distributed with this
   7  * file, You can obtain one at http://mozilla.org/MPL/2.0/.
   8  *
   9  * This file incorporates work covered by the following license notice:
  10  *
  11  *   Licensed to the Apache Software Foundation (ASF) under one or more
  12  *   contributor license agreements. See the NOTICE file distributed
  13  *   with this work for additional information regarding copyright
  14  *   ownership. The ASF licenses this file to you under the Apache
  15  *   License, Version 2.0 (the "License"); you may not use this file
  16  *   except in compliance with the License. You may obtain a copy of
  17  *   the License at http://www.apache.org/licenses/LICENSE-2.0 .
  18  */
  19
  20 #include "analysis.hxx"
  21 #include "analysishelper.hxx"
  22 #include <rtl/math.hxx>
  23
  24 using namespace sca::analysis;
  25
  26 double SAL_CALL AnalysisAddIn::getAmordegrc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  27     double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
  28     double fPer, double fRate, const css::uno::Any& rOB )
  29 {
  30     if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ||
  31         fCost <= 0.0 || fRestVal < 0 || fPer < 0 )
  32         throw css::lang::IllegalArgumentException();
  33
  34     double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  35     RETURN_FINITE( fRet );
  36 }
  37
  38
  39 double SAL_CALL AnalysisAddIn::getAmorlinc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  40     double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
  41     double fPer, double fRate, const css::uno::Any& rOB )
  42 {
  43     if ( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ||
  44          fCost <= 0.0 || fRestVal < 0 || fPer < 0 )
  45         throw css::lang::IllegalArgumentException();
  46
  47     double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  48     RETURN_FINITE( fRet );
  49 }
  50
  51
  52 double SAL_CALL AnalysisAddIn::getAccrint( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  53     sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate,
  54     const css::uno::Any &rVal, sal_Int32 nFreq, const css::uno::Any& rOB )
  55 {
  56     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  57
  58     if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle )
  59         throw css::lang::IllegalArgumentException();
  60
  61     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  62     RETURN_FINITE( fRet );
  63 }
  64
  65
  66 double SAL_CALL AnalysisAddIn::getAccrintm( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  67     sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const css::uno::Any& rVal, const css::uno::Any& rOB )
  68 {
  69     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  70
  71     if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle )
  72         throw css::lang::IllegalArgumentException();
  73
  74     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  75     RETURN_FINITE( fRet );
  76 }
  77
  78
  79 double SAL_CALL AnalysisAddIn::getReceived( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  80     sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const css::uno::Any& rOB )
  81 {
  82     if( fInvest <= 0.0 || fDisc <= 0.0 || nSettle >= nMat )
  83         throw css::lang::IllegalArgumentException();
  84
  85     double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) );
  86     RETURN_FINITE( fRet );
  87 }
  88
  89
  90 double SAL_CALL AnalysisAddIn::getDisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  91     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB )
  92 {
  93     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
  94         throw css::lang::IllegalArgumentException();
  95     double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) );
  96     RETURN_FINITE( fRet );
  97 }
  98
  99
 100 double SAL_CALL AnalysisAddIn::getDuration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 101     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
 102 {
 103     if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat )
 104         throw css::lang::IllegalArgumentException();
 105
 106     double fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
 107     RETURN_FINITE( fRet );
 108 }
 109
 110
 111 double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods )
 112 {
 113     if( nPeriods < 1 || fNominal <= 0.0 )
 114         throw css::lang::IllegalArgumentException();
 115
 116     double  fPeriods = nPeriods;
 117
 118     double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0;
 119     RETURN_FINITE( fRet );
 120 }
 121
 122
 123 double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal,
 124     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType )
 125 {
 126     double fPmt, fPpmt;
 127
 128     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
 129         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 130         throw css::lang::IllegalArgumentException();
 131
 132     fPmt = GetPmt( fRate, nNumPeriods, fVal, 0.0, nPayType );
 133
 134     fPpmt = 0.0;
 135
 136     sal_uInt32  nStart = sal_uInt32( nStartPer );
 137     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 138
 139     if( nStart == 1 )
 140     {
 141         if( nPayType <= 0 )
 142             fPpmt = fPmt + fVal * fRate;
 143         else
 144             fPpmt = fPmt;
 145
 146         nStart++;
 147     }
 148
 149     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 150     {
 151         if( nPayType > 0 )
 152             fPpmt += fPmt - ( GetFv( fRate, double( i - 2 ), fPmt, fVal, 1 ) - fPmt ) * fRate;
 153         else
 154             fPpmt += fPmt - GetFv( fRate, double( i - 1 ), fPmt, fVal, 0 ) * fRate;
 155     }
 156
 157     RETURN_FINITE( fPpmt );
 158 }
 159
 160
 161 double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal,
 162     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType )
 163 {
 164     double fPmt, fIpmt;
 165
 166     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
 167         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 168         throw css::lang::IllegalArgumentException();
 169
 170     fPmt = GetPmt( fRate, nNumPeriods, fVal, 0.0, nPayType );
 171
 172     fIpmt = 0.0;
 173
 174     sal_uInt32  nStart = sal_uInt32( nStartPer );
 175     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 176
 177     if( nStart == 1 )
 178     {
 179         if( nPayType <= 0 )
 180             fIpmt = -fVal;
 181
 182         nStart++;
 183     }
 184
 185     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 186     {
 187         if( nPayType > 0 )
 188             fIpmt += GetFv( fRate, double( i - 2 ), fPmt, fVal, 1 ) - fPmt;
 189         else
 190             fIpmt += GetFv( fRate, double( i - 1 ), fPmt, fVal, 0 );
 191     }
 192
 193     fIpmt *= fRate;
 194
 195     RETURN_FINITE( fIpmt );
 196 }
 197
 198
 199 double SAL_CALL AnalysisAddIn::getPrice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 200     sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq,
 201     const css::uno::Any& rOB )
 202 {
 203     if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
 204         throw css::lang::IllegalArgumentException();
 205
 206     double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 207     RETURN_FINITE( fRet );
 208 }
 209
 210
 211 double SAL_CALL AnalysisAddIn::getPricedisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 212     sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const css::uno::Any& rOB )
 213 {
 214     if( fDisc <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 215         throw css::lang::IllegalArgumentException();
 216
 217     double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) );
 218     RETURN_FINITE( fRet );
 219 }
 220
 221
 222 double SAL_CALL AnalysisAddIn::getPricemat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 223     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const css::uno::Any& rOB )
 224 {
 225     if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat )
 226         throw css::lang::IllegalArgumentException();
 227
 228     sal_Int32   nNullDate = GetNullDate( xOpt );
 229     sal_Int32   nBase = getDateMode( xOpt, rOB );
 230
 231     double      fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase );
 232     double      fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase );
 233     double      fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase );
 234
 235     double      fRet = 1.0 + fIssMat * fRate;
 236     fRet /= 1.0 + fSetMat * fYield;
 237     fRet -= fIssSet * fRate;
 238     fRet *= 100.0;
 239
 240     RETURN_FINITE( fRet );
 241 }
 242
 243
 244 double SAL_CALL AnalysisAddIn::getMduration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 245     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
 246 {
 247     if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq )
 248         throw css::lang::IllegalArgumentException();
 249
 250     double      fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
 251     fRet /= 1.0 + ( fYield / double( nFreq ) );
 252     RETURN_FINITE( fRet );
 253 }
 254
 255
 256 double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods )
 257 {
 258     if( fRate <= 0.0 || nPeriods < 0 )
 259         throw css::lang::IllegalArgumentException();
 260
 261     double  fPeriods = nPeriods;
 262     double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods;
 263     RETURN_FINITE( fRet );
 264 }
 265
 266
 267 double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac )
 268 {
 269     if( nFrac <= 0 )
 270         throw css::lang::IllegalArgumentException();
 271
 272     double  fInt;
 273     double  fFrac = nFrac;
 274
 275     double  fRet = modf( fDollarDec, &fInt );
 276
 277     fRet *= fFrac;
 278
 279     fRet *= pow( 10.0, -ceil( log10( fFrac ) ) );
 280
 281     fRet += fInt;
 282
 283     RETURN_FINITE( fRet );
 284 }
 285
 286
 287 double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac )
 288 {
 289     if( nFrac <= 0 )
 290         throw css::lang::IllegalArgumentException();
 291
 292     double  fInt;
 293     double  fFrac = nFrac;
 294
 295     double  fRet = modf( fDollarFrac, &fInt );
 296
 297     fRet /= fFrac;
 298
 299     fRet *= pow( 10.0, ceil( log10( fFrac ) ) );
 300
 301     fRet += fInt;
 302
 303     RETURN_FINITE( fRet );
 304 }
 305
 306
 307 double SAL_CALL AnalysisAddIn::getYield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 308     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
 309 {
 310     if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
 311         throw css::lang::IllegalArgumentException();
 312
 313     double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 314     RETURN_FINITE( fRet );
 315 }
 316
 317
 318 double SAL_CALL AnalysisAddIn::getYielddisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 319     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB )
 320 {
 321     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 322         throw css::lang::IllegalArgumentException();
 323
 324     sal_Int32   nNullDate = GetNullDate( xOpt );
 325
 326     double fRet = ( fRedemp / fPrice ) - 1.0;
 327     fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );
 328
 329     RETURN_FINITE( fRet );
 330 }
 331
 332
 333 double SAL_CALL AnalysisAddIn::getYieldmat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 334     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const css::uno::Any& rOB )
 335 {
 336     if( fPrice <= 0.0 || fRate < 0.0 || nSettle >= nMat || nSettle < nIssue)
 337         throw css::lang::IllegalArgumentException();
 338
 339     double fRet = GetYieldmat( GetNullDate( xOpt ),  nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) );
 340     RETURN_FINITE( fRet );
 341 }
 342
 343
 344 double SAL_CALL AnalysisAddIn::getTbilleq( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 345     sal_Int32 nSettle, sal_Int32 nMat, double fDisc )
 346 {
 347     nMat++;
 348
 349     sal_Int32   nDiff = GetDiffDate360( xOpt, nSettle, nMat, true );
 350
 351     if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 )
 352         throw css::lang::IllegalArgumentException();
 353
 354     double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) );
 355     RETURN_FINITE( fRet );
 356 }
 357
 358
 359 double SAL_CALL AnalysisAddIn::getTbillprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 360     sal_Int32 nSettle, sal_Int32 nMat, double fDisc )
 361 {
 362     if( fDisc <= 0.0 || nSettle > nMat )
 363         throw css::lang::IllegalArgumentException();
 364
 365     nMat++;
 366
 367     double  fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 );  // method: USA 30/360
 368
 369     double  fDummy;
 370     if( modf( fFraction, &fDummy ) == 0.0 )
 371         throw css::lang::IllegalArgumentException();
 372
 373     double fRet = 100.0 * ( 1.0 - fDisc * fFraction );
 374     RETURN_FINITE( fRet );
 375 }
 376
 377
 378 double SAL_CALL AnalysisAddIn::getTbillyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice )
 379 {
 380     sal_Int32   nDiff = GetDiffDate360( xOpt, nSettle, nMat, true );
 381     nDiff++;
 382
 383     if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 )
 384         throw css::lang::IllegalArgumentException();
 385
 386     double      fRet = 100.0;
 387     fRet /= fPrice;
 388     fRet--;
 389     fRet /= double( nDiff );
 390     fRet *= 360.0;
 391
 392     RETURN_FINITE( fRet );
 393 }
 394
 395 // Encapsulation violation: We *know* that GetOddfprice() always
 396 // throws.
 397
 398 SAL_WNOUNREACHABLE_CODE_PUSH
 399
 400 double SAL_CALL AnalysisAddIn::getOddfprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 401     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
 402     double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
 403 {
 404     if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
 405         throw css::lang::IllegalArgumentException();
 406
 407     double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 408     RETURN_FINITE( fRet );
 409 }
 410
 411 SAL_WNOUNREACHABLE_CODE_POP
 412
 413 // Encapsulation violation: We *know* that Getoddfyield() always
 414 // throws.
 415
 416 SAL_WNOUNREACHABLE_CODE_PUSH
 417
 418 double SAL_CALL AnalysisAddIn::getOddfyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 419     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
 420     double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
 421 {
 422     if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
 423         throw css::lang::IllegalArgumentException();
 424
 425     double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq,
 426                         getDateMode( xOpt, rOB ) );
 427     RETURN_FINITE( fRet );
 428 }
 429
 430 SAL_WNOUNREACHABLE_CODE_POP
 431
 432 double SAL_CALL AnalysisAddIn::getOddlprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 433     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
 434     double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
 435 {
 436     if( fRate <= 0.0 || fYield < 0.0 || fRedemp <= 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
 437         throw css::lang::IllegalArgumentException();
 438
 439     double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq,
 440                         getDateMode( xOpt, rOB ) );
 441     RETURN_FINITE( fRet );
 442 }
 443
 444
 445 double SAL_CALL AnalysisAddIn::getOddlyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 446     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
 447     double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
 448 {
 449     if( fRate <= 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
 450         throw css::lang::IllegalArgumentException();
 451
 452     double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq,
 453                         getDateMode( xOpt, rOB ) );
 454     RETURN_FINITE( fRet );
 455 }
 456
 457 // XIRR helper functions
 458
 459 #define V_(i) (rValues.Get(i))
 460 #define D_(i) (rDates.Get(i))
 461
 462 /** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */
 463 static double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
 464 {
 465     /*  V_0 ... V_n = input values.
 466         D_0 ... D_n = input dates.
 467         R           = input interest rate.
 468
 469         r   := R+1
 470         E_i := (D_i-D_0) / 365
 471
 472                     n    V_i                n    V_i
 473         f(R)  =  SUM   -------  =  V_0 + SUM   ------- .
 474                    i=0  r^E_i              i=1  r^E_i
 475     */
 476     double D_0 = D_(0);
 477     double r = fRate + 1.0;
 478     double fResult = V_(0);
 479     for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
 480         fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 );
 481     return fResult;
 482 }
 483
 484 /** Calculates the first derivation of lcl_sca_XirrResult(). */
 485 static double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
 486 {
 487     /*  V_0 ... V_n = input values.
 488         D_0 ... D_n = input dates.
 489         R           = input interest rate.
 490
 491         r   := R+1
 492         E_i := (D_i-D_0) / 365
 493
 494                              n    V_i
 495         f'(R)  =  [ V_0 + SUM   ------- ]'
 496                             i=1  r^E_i
 497
 498                          n           V_i                 n    E_i V_i
 499                =  0 + SUM   -E_i ----------- r'  =  - SUM   ----------- .
 500                         i=1       r^(E_i+1)             i=1  r^(E_i+1)
 501     */
 502     double D_0 = D_(0);
 503     double r = fRate + 1.0;
 504     double fResult = 0.0;
 505     for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
 506     {
 507         double E_i = (D_(i) - D_0) / 365.0;
 508         fResult -= E_i * V_(i) / pow( r, E_i + 1.0 );
 509     }
 510     return fResult;
 511 }
 512
 513 #undef V_
 514 #undef D_
 515
 516 // XIRR calculation
 517
 518 double SAL_CALL AnalysisAddIn::getXirr(
 519     const css::uno::Reference< css::beans::XPropertySet >& xOpt, const css::uno::Sequence< css::uno::Sequence< double > >& rValues, const css::uno::Sequence< css::uno::Sequence< sal_Int32 > >& rDates, const css::uno::Any& rGuessRate )
 520 {
 521     ScaDoubleList aValues, aDates;
 522     aValues.Append( rValues );
 523     aDates.Append( rDates );
 524
 525     if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) )
 526         throw css::lang::IllegalArgumentException();
 527
 528     // result interest rate, initialized with passed guessed rate, or 10%
 529     double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 );
 530     if( fResultRate <= -1 )
 531         throw css::lang::IllegalArgumentException();
 532
 533     // maximum epsilon for end of iteration
 534     static const double fMaxEps = 1e-10;
 535     // maximum number of iterations
 536     static const sal_Int32 nMaxIter = 50;
 537
 538     // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0.
 539     sal_Int32 nIter = 0;
 540     double fResultValue;
 541     sal_Int32 nIterScan = 0;
 542     bool bContLoop = false;
 543     bool bResultRateScanEnd = false;
 544
 545     // First the inner while-loop will be executed using the default Value fResultRate
 546     // or the user guessed fResultRate if those do not deliver a solution for the
 547     // Newton's method then the range from -0.99 to +0.99 will be scanned with a
 548     // step size of 0.01 to find fResultRate's value which can deliver a solution
 549     do
 550     {
 551         if (nIterScan >=1)
 552             fResultRate = -0.99 + (nIterScan -1)* 0.01;
 553         do
 554         {
 555             fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate );
 556             double fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate );
 557             double fRateEps = fabs( fNewRate - fResultRate );
 558             fResultRate = fNewRate;
 559             bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);
 560         }
 561         while( bContLoop && (++nIter < nMaxIter) );
 562         nIter = 0;
 563         if (  ::rtl::math::isNan(fResultRate)  || ::rtl::math::isInf(fResultRate)
 564             ||::rtl::math::isNan(fResultValue) || ::rtl::math::isInf(fResultValue))
 565             bContLoop = true;
 566
 567         ++nIterScan;
 568         bResultRateScanEnd = (nIterScan >= 200);
 569     }
 570     while(bContLoop && !bResultRateScanEnd);
 571
 572     if( bContLoop )
 573         throw css::lang::IllegalArgumentException();
 574     RETURN_FINITE( fResultRate );
 575 }
 576
 577
 578 double SAL_CALL AnalysisAddIn::getXnpv(
 579     double fRate, const css::uno::Sequence< css::uno::Sequence< double > >& rValues, const css::uno::Sequence< css::uno::Sequence< sal_Int32 > >& rDates )
 580 {
 581     ScaDoubleList aValList;
 582     ScaDoubleList aDateList;
 583
 584     aValList.Append( rValues );
 585     aDateList.Append( rDates );
 586
 587     sal_Int32           nNum = aValList.Count();
 588
 589     if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 )
 590         throw css::lang::IllegalArgumentException();
 591
 592     double              fRet = 0.0;
 593     double              fNull = aDateList.Get( 0 );
 594     fRate++;
 595
 596     for( sal_Int32 i = 0 ; i < nNum ; i++ )
 597         fRet += aValList.Get( i ) / ( pow( fRate, ( aDateList.Get( i ) - fNull ) / 365.0 ) );
 598
 599     RETURN_FINITE( fRet );
 600 }
 601
 602
 603 double SAL_CALL AnalysisAddIn::getIntrate( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 604     sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const css::uno::Any& rOB )
 605 {
 606     if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 607         throw css::lang::IllegalArgumentException();
 608
 609     double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) );
 610     RETURN_FINITE( fRet );
 611 }
 612
 613
 614 double SAL_CALL AnalysisAddIn::getCoupncd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 615     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB )
 616 {
 617     double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 618     RETURN_FINITE( fRet );
 619 }
 620
 621
 622 double SAL_CALL AnalysisAddIn::getCoupdays( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 623     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB )
 624 {
 625     double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 626     RETURN_FINITE( fRet );
 627 }
 628
 629
 630 double SAL_CALL AnalysisAddIn::getCoupdaysnc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 631     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB )
 632 {
 633     double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 634     RETURN_FINITE( fRet );
 635 }
 636
 637
 638 double SAL_CALL AnalysisAddIn::getCoupdaybs( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 639     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB )
 640 {
 641     double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 642     RETURN_FINITE( fRet );
 643 }
 644
 645
 646 double SAL_CALL AnalysisAddIn::getCouppcd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 647     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB )
 648 {
 649     double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 650     RETURN_FINITE( fRet );
 651 }
 652
 653
 654 double SAL_CALL AnalysisAddIn::getCoupnum( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 655     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB )
 656 {
 657     double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 658     RETURN_FINITE( fRet );
 659 }
 660
 661
 662 double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const css::uno::Sequence< css::uno::Sequence< double > >& rSchedule )
 663 {
 664     ScaDoubleList aSchedList;
 665
 666     aSchedList.Append( rSchedule );
 667
 668     for( sal_uInt32 i = 0; i < aSchedList.Count(); ++i )
 669         fPrinc *= 1.0 + aSchedList.Get(i);
 670
 671     RETURN_FINITE( fPrinc );
 672 }
 673
 674
 675 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */