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 ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
  29 {
  30     if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
  31         throw css::lang::IllegalArgumentException();
  32
  33     double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  34     RETURN_FINITE( fRet );
  35 }
  36
  37
  38 double SAL_CALL AnalysisAddIn::getAmorlinc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  39     double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
  40     double fPer, double fRate, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
  41 {
  42     if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
  43         throw css::lang::IllegalArgumentException();
  44
  45     double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  46     RETURN_FINITE( fRet );
  47 }
  48
  49
  50 double SAL_CALL AnalysisAddIn::getAccrint( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  51     sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate,
  52     const css::uno::Any &rVal, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
  53 {
  54     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  55
  56     if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle )
  57         throw css::lang::IllegalArgumentException();
  58
  59     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  60     RETURN_FINITE( fRet );
  61 }
  62
  63
  64 double SAL_CALL AnalysisAddIn::getAccrintm( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  65     sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const css::uno::Any& rVal, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
  66 {
  67     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  68
  69     if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle )
  70         throw css::lang::IllegalArgumentException();
  71
  72     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  73     RETURN_FINITE( fRet );
  74 }
  75
  76
  77 double SAL_CALL AnalysisAddIn::getReceived( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  78     sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
  79 {
  80     if( fInvest <= 0.0 || fDisc <= 0.0 )
  81         throw css::lang::IllegalArgumentException();
  82
  83     double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) );
  84     RETURN_FINITE( fRet );
  85 }
  86
  87
  88 double SAL_CALL AnalysisAddIn::getDisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  89     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
  90 {
  91     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
  92         throw css::lang::IllegalArgumentException();
  93     double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) );
  94     RETURN_FINITE( fRet );
  95 }
  96
  97
  98 double SAL_CALL AnalysisAddIn::getDuration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  99     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
 100     throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 101 {
 102     if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat )
 103         throw css::lang::IllegalArgumentException();
 104
 105     double fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
 106     RETURN_FINITE( fRet );
 107 }
 108
 109
 110 double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 111 {
 112     if( nPeriods < 1 || fNominal <= 0.0 )
 113         throw css::lang::IllegalArgumentException();
 114
 115     double  fPeriods = nPeriods;
 116
 117     double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0;
 118     RETURN_FINITE( fRet );
 119 }
 120
 121
 122 double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal,
 123     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 124 {
 125     double fRmz, fKapZ;
 126
 127     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
 128         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 129         throw css::lang::IllegalArgumentException();
 130
 131     fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
 132
 133     fKapZ = 0.0;
 134
 135     sal_uInt32  nStart = sal_uInt32( nStartPer );
 136     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 137
 138     if( nStart == 1 )
 139     {
 140         if( nPayType <= 0 )
 141             fKapZ = fRmz + fVal * fRate;
 142         else
 143             fKapZ = fRmz;
 144
 145         nStart++;
 146     }
 147
 148     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 149     {
 150         if( nPayType > 0 )
 151             fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate;
 152         else
 153             fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate;
 154     }
 155
 156     RETURN_FINITE( fKapZ );
 157 }
 158
 159
 160 double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal,
 161     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 162 {
 163     double fRmz, fZinsZ;
 164
 165     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
 166         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 167         throw css::lang::IllegalArgumentException();
 168
 169     fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );
 170
 171     fZinsZ = 0.0;
 172
 173     sal_uInt32  nStart = sal_uInt32( nStartPer );
 174     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 175
 176     if( nStart == 1 )
 177     {
 178         if( nPayType <= 0 )
 179             fZinsZ = -fVal;
 180
 181         nStart++;
 182     }
 183
 184     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 185     {
 186         if( nPayType > 0 )
 187             fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz;
 188         else
 189             fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 );
 190     }
 191
 192     fZinsZ *= fRate;
 193
 194     RETURN_FINITE( fZinsZ );
 195 }
 196
 197
 198 double SAL_CALL AnalysisAddIn::getPrice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 199     sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq,
 200     const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 201 {
 202     if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
 203         throw css::lang::IllegalArgumentException();
 204
 205     double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 206     RETURN_FINITE( fRet );
 207 }
 208
 209
 210 double SAL_CALL AnalysisAddIn::getPricedisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 211     sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 212 {
 213     if( fDisc <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 214         throw css::lang::IllegalArgumentException();
 215
 216     double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) );
 217     RETURN_FINITE( fRet );
 218 }
 219
 220
 221 double SAL_CALL AnalysisAddIn::getPricemat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 222     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const css::uno::Any& rOB )
 223     throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 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     throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 247 {
 248     if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq )
 249         throw css::lang::IllegalArgumentException();
 250
 251     double      fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
 252     fRet /= 1.0 + ( fYield / double( nFreq ) );
 253     RETURN_FINITE( fRet );
 254 }
 255
 256
 257 double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 258 {
 259     if( fRate <= 0.0 || nPeriods < 0 )
 260         throw css::lang::IllegalArgumentException();
 261
 262     double  fPeriods = nPeriods;
 263     double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods;
 264     RETURN_FINITE( fRet );
 265 }
 266
 267
 268 double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 269 {
 270     if( nFrac <= 0 )
 271         throw css::lang::IllegalArgumentException();
 272
 273     double  fInt;
 274     double  fFrac = nFrac;
 275
 276     double  fRet = modf( fDollarDec, &fInt );
 277
 278     fRet *= fFrac;
 279
 280     fRet *= pow( 10.0, -ceil( log10( fFrac ) ) );
 281
 282     fRet += fInt;
 283
 284     RETURN_FINITE( fRet );
 285 }
 286
 287
 288 double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 289 {
 290     if( nFrac <= 0 )
 291         throw css::lang::IllegalArgumentException();
 292
 293     double  fInt;
 294     double  fFrac = nFrac;
 295
 296     double  fRet = modf( fDollarFrac, &fInt );
 297
 298     fRet /= fFrac;
 299
 300     fRet *= pow( 10.0, ceil( log10( fFrac ) ) );
 301
 302     fRet += fInt;
 303
 304     RETURN_FINITE( fRet );
 305 }
 306
 307
 308 double SAL_CALL AnalysisAddIn::getYield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 309     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB )
 310     throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 311 {
 312     if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
 313         throw css::lang::IllegalArgumentException();
 314
 315     double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 316     RETURN_FINITE( fRet );
 317 }
 318
 319
 320 double SAL_CALL AnalysisAddIn::getYielddisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 321     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 322 {
 323     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 324         throw css::lang::IllegalArgumentException();
 325
 326     sal_Int32   nNullDate = GetNullDate( xOpt );
 327
 328     double fRet = ( fRedemp / fPrice ) - 1.0;
 329     fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );
 330
 331     RETURN_FINITE( fRet );
 332 }
 333
 334
 335 double SAL_CALL AnalysisAddIn::getYieldmat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 336     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const css::uno::Any& rOB )
 337     throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 338 {
 339     if( fPrice <= 0.0 || fRate <= 0.0 || nSettle >= nMat )
 340         throw css::lang::IllegalArgumentException();
 341
 342     double fRet = GetYieldmat( GetNullDate( xOpt ),  nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) );
 343     RETURN_FINITE( fRet );
 344 }
 345
 346
 347 double SAL_CALL AnalysisAddIn::getTbilleq( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 348     sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 349 {
 350     nMat++;
 351
 352     sal_Int32   nDiff = GetDiffDate360( xOpt, nSettle, nMat, true );
 353
 354     if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 )
 355         throw css::lang::IllegalArgumentException();
 356
 357     double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) );
 358     RETURN_FINITE( fRet );
 359 }
 360
 361
 362 double SAL_CALL AnalysisAddIn::getTbillprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 363     sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 364 {
 365     if( fDisc <= 0.0 || nSettle > nMat )
 366         throw css::lang::IllegalArgumentException();
 367
 368     nMat++;
 369
 370     double  fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 );  // method: USA 30/360
 371
 372     double  fDummy;
 373     if( modf( fFraction, &fDummy ) == 0.0 )
 374         throw css::lang::IllegalArgumentException();
 375
 376     double fRet = 100.0 * ( 1.0 - fDisc * fFraction );
 377     RETURN_FINITE( fRet );
 378 }
 379
 380
 381 double SAL_CALL AnalysisAddIn::getTbillyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice )
 382     throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 383 {
 384     sal_Int32   nDiff = GetDiffDate360( xOpt, nSettle, nMat, true );
 385     nDiff++;
 386
 387     if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 )
 388         throw css::lang::IllegalArgumentException();
 389
 390     double      fRet = 100.0;
 391     fRet /= fPrice;
 392     fRet--;
 393     fRet /= double( nDiff );
 394     fRet *= 360.0;
 395
 396     RETURN_FINITE( fRet );
 397 }
 398
 399 // Encapsulation violation: We *know* that GetOddfprice() always
 400 // throws.
 401
 402 SAL_WNOUNREACHABLE_CODE_PUSH
 403
 404 double SAL_CALL AnalysisAddIn::getOddfprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 405     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
 406     double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 407 {
 408     if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
 409         throw css::lang::IllegalArgumentException();
 410
 411     double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 412     RETURN_FINITE( fRet );
 413 }
 414
 415 SAL_WNOUNREACHABLE_CODE_POP
 416
 417 // Encapsulation violation: We *know* that Getoddfyield() always
 418 // throws.
 419
 420 SAL_WNOUNREACHABLE_CODE_PUSH
 421
 422 double SAL_CALL AnalysisAddIn::getOddfyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 423     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
 424     double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 425 {
 426     if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
 427         throw css::lang::IllegalArgumentException();
 428
 429     double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq,
 430                         getDateMode( xOpt, rOB ) );
 431     RETURN_FINITE( fRet );
 432 }
 433
 434 SAL_WNOUNREACHABLE_CODE_POP
 435
 436 double SAL_CALL AnalysisAddIn::getOddlprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 437     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
 438     double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 439 {
 440     if( fRate < 0.0 || fYield < 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
 441         throw css::lang::IllegalArgumentException();
 442
 443     double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq,
 444                         getDateMode( xOpt, rOB ) );
 445     RETURN_FINITE( fRet );
 446 }
 447
 448
 449 double SAL_CALL AnalysisAddIn::getOddlyield( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 450     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
 451     double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 452 {
 453     if( fRate < 0.0 || fPrice <= 0.0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
 454         throw css::lang::IllegalArgumentException();
 455
 456     double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq,
 457                         getDateMode( xOpt, rOB ) );
 458     RETURN_FINITE( fRet );
 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 static 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 static 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 // XIRR calculation
 521
 522 double SAL_CALL AnalysisAddIn::getXirr(
 523     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 ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 524 {
 525     ScaDoubleList aValues, aDates;
 526     aValues.Append( rValues );
 527     aDates.Append( rDates );
 528
 529     if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) )
 530         throw css::lang::IllegalArgumentException();
 531
 532     // result interest rate, initialized with passed guessed rate, or 10%
 533     double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 );
 534     if( fResultRate <= -1 )
 535         throw css::lang::IllegalArgumentException();
 536
 537     // maximum epsilon for end of iteration
 538     static const double fMaxEps = 1e-10;
 539     // maximum number of iterations
 540     static const sal_Int32 nMaxIter = 50;
 541
 542     // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0.
 543     sal_Int32 nIter = 0;
 544     double fResultValue;
 545     sal_Int32 nIterScan = 0;
 546     bool bContLoop = false;
 547     bool bResultRateScanEnd = false;
 548
 549     // First the inner while-loop will be executed using the default Value fResultRate
 550     // or the user guessed fResultRate if those do not deliver a solution for the
 551     // Newton's method then the range from -0.99 to +0.99 will be scanned with a
 552     // step size of 0.01 to find fResultRate's value which can deliver a solution
 553     do
 554     {
 555         if (nIterScan >=1)
 556             fResultRate = -0.99 + (nIterScan -1)* 0.01;
 557         do
 558         {
 559             fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate );
 560             double fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate );
 561             double fRateEps = fabs( fNewRate - fResultRate );
 562             fResultRate = fNewRate;
 563             bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);
 564         }
 565         while( bContLoop && (++nIter < nMaxIter) );
 566         nIter = 0;
 567         if (  ::rtl::math::isNan(fResultRate)  || ::rtl::math::isInf(fResultRate)
 568             ||::rtl::math::isNan(fResultValue) || ::rtl::math::isInf(fResultValue))
 569             bContLoop = true;
 570
 571         ++nIterScan;
 572         bResultRateScanEnd = (nIterScan >= 200);
 573     }
 574     while(bContLoop && !bResultRateScanEnd);
 575
 576     if( bContLoop )
 577         throw css::lang::IllegalArgumentException();
 578     RETURN_FINITE( fResultRate );
 579 }
 580
 581
 582 double SAL_CALL AnalysisAddIn::getXnpv(
 583     double fRate, const css::uno::Sequence< css::uno::Sequence< double > >& rValues, const css::uno::Sequence< css::uno::Sequence< sal_Int32 > >& rDates ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 584 {
 585     ScaDoubleList aValList;
 586     ScaDoubleList aDateList;
 587
 588     aValList.Append( rValues );
 589     aDateList.Append( rDates );
 590
 591     sal_Int32           nNum = aValList.Count();
 592
 593     if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 )
 594         throw css::lang::IllegalArgumentException();
 595
 596     double              fRet = 0.0;
 597     double              fNull = aDateList.Get( 0 );
 598     fRate++;
 599
 600     for( sal_Int32 i = 0 ; i < nNum ; i++ )
 601         fRet += aValList.Get( i ) / ( pow( fRate, ( aDateList.Get( i ) - fNull ) / 365.0 ) );
 602
 603     RETURN_FINITE( fRet );
 604 }
 605
 606
 607 double SAL_CALL AnalysisAddIn::getIntrate( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 608     sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 609 {
 610     if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 611         throw css::lang::IllegalArgumentException();
 612
 613     double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) );
 614     RETURN_FINITE( fRet );
 615 }
 616
 617
 618 double SAL_CALL AnalysisAddIn::getCoupncd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 619     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 620 {
 621     double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 622     RETURN_FINITE( fRet );
 623 }
 624
 625
 626 double SAL_CALL AnalysisAddIn::getCoupdays( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 627     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 628 {
 629     double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 630     RETURN_FINITE( fRet );
 631 }
 632
 633
 634 double SAL_CALL AnalysisAddIn::getCoupdaysnc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 635     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 636 {
 637     double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 638     RETURN_FINITE( fRet );
 639 }
 640
 641
 642 double SAL_CALL AnalysisAddIn::getCoupdaybs( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 643     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 644 {
 645     double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 646     RETURN_FINITE( fRet );
 647 }
 648
 649
 650 double SAL_CALL AnalysisAddIn::getCouppcd( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 651     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 652 {
 653     double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 654     RETURN_FINITE( fRet );
 655 }
 656
 657
 658 double SAL_CALL AnalysisAddIn::getCoupnum( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 659     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const css::uno::Any& rOB ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 660 {
 661     double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
 662     RETURN_FINITE( fRet );
 663 }
 664
 665
 666 double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const css::uno::Sequence< css::uno::Sequence< double > >& rSchedule ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception )
 667 {
 668     ScaDoubleList aSchedList;
 669
 670     aSchedList.Append( rSchedule );
 671
 672     for( sal_uInt32 i = 0; i < aSchedList.Count(); ++i )
 673         fPrinc *= 1.0 + aSchedList.Get(i);
 674
 675     RETURN_FINITE( fPrinc );
 676 }
 677
 678
 679 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */