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 "analysisdefs.hxx"
  21 #include "analysis.hxx"
  22 #include "analysishelper.hxx"
  23 #include <o3tl/temporary.hxx>
  24
  25 using namespace sca::analysis;
  26
  27 double SAL_CALL AnalysisAddIn::getAmordegrc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  28     double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
  29     double fPer, double fRate, const css::uno::Any& rOB )
  30 {
  31     if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ||
  32         fCost <= 0.0 || fRestVal < 0 || fPer < 0 )
  33         throw css::lang::IllegalArgumentException();
  34
  35     double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  36     return finiteOrThrow( fRet );
  37 }
  38
  39
  40 double SAL_CALL AnalysisAddIn::getAmorlinc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  41     double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
  42     double fPer, double fRate, const css::uno::Any& rOB )
  43 {
  44     if ( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ||
  45          fCost <= 0.0 || fRestVal < 0 || fPer < 0 )
  46         throw css::lang::IllegalArgumentException();
  47
  48     double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
  49     return finiteOrThrow( fRet );
  50 }
  51
  52
  53 double SAL_CALL AnalysisAddIn::getAccrint( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  54     sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate,
  55     const css::uno::Any &rVal, sal_Int32 nFreq, const css::uno::Any& rOB )
  56 {
  57     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  58
  59     if( fRate <= 0.0 || fVal <= 0.0 || isFreqInvalid(nFreq) || nIssue >= nSettle)
  60         throw css::lang::IllegalArgumentException();
  61
  62     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  63     return finiteOrThrow( fRet );
  64 }
  65
  66
  67 double SAL_CALL AnalysisAddIn::getAccrintm( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  68     sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const css::uno::Any& rVal, const css::uno::Any& rOB )
  69 {
  70     double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );
  71
  72     if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle )
  73         throw css::lang::IllegalArgumentException();
  74
  75     double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
  76     return finiteOrThrow( fRet );
  77 }
  78
  79
  80 double SAL_CALL AnalysisAddIn::getReceived( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  81     sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const css::uno::Any& rOB )
  82 {
  83     if( fInvest <= 0.0 || fDisc <= 0.0 || nSettle >= nMat )
  84         throw css::lang::IllegalArgumentException();
  85
  86     double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) );
  87     return finiteOrThrow( fRet );
  88 }
  89
  90
  91 double SAL_CALL AnalysisAddIn::getDisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
  92     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB )
  93 {
  94     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
  95         throw css::lang::IllegalArgumentException();
  96     double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) );
  97     return finiteOrThrow( fRet );
  98 }
  99
 100
 101 double SAL_CALL AnalysisAddIn::getDuration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 102     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
 103 {
 104     if( fCoup < 0.0 || fYield < 0.0 || isFreqInvalid(nFreq) || nSettle >= nMat )
 105         throw css::lang::IllegalArgumentException();
 106
 107     double fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
 108     return finiteOrThrow( fRet );
 109 }
 110
 111
 112 double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods )
 113 {
 114     if( nPeriods < 1 || fNominal <= 0.0 )
 115         throw css::lang::IllegalArgumentException();
 116
 117     double  fPeriods = nPeriods;
 118
 119     double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0;
 120     return finiteOrThrow( fRet );
 121 }
 122
 123
 124 double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal,
 125     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType )
 126 {
 127     double fPmt, fPpmt;
 128
 129     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods ||
 130         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 131         throw css::lang::IllegalArgumentException();
 132
 133     fPmt = GetPmt( fRate, nNumPeriods, fVal, 0.0, nPayType );
 134
 135     fPpmt = 0.0;
 136
 137     sal_uInt32  nStart = sal_uInt32( nStartPer );
 138     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 139
 140     if( nStart == 1 )
 141     {
 142         if( nPayType <= 0 )
 143             fPpmt = fPmt + fVal * fRate;
 144         else
 145             fPpmt = fPmt;
 146
 147         nStart++;
 148     }
 149
 150     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 151     {
 152         if( nPayType > 0 )
 153             fPpmt += fPmt - ( GetFv( fRate, double( i - 2 ), fPmt, fVal, 1 ) - fPmt ) * fRate;
 154         else
 155             fPpmt += fPmt - GetFv( fRate, double( i - 1 ), fPmt, fVal, 0 ) * fRate;
 156     }
 157
 158     return finiteOrThrow( fPpmt );
 159 }
 160
 161
 162 double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal,
 163     sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType )
 164 {
 165     double fPmt, fIpmt;
 166
 167     if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods ||
 168         fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
 169         throw css::lang::IllegalArgumentException();
 170
 171     fPmt = GetPmt( fRate, nNumPeriods, fVal, 0.0, nPayType );
 172
 173     fIpmt = 0.0;
 174
 175     sal_uInt32  nStart = sal_uInt32( nStartPer );
 176     sal_uInt32  nEnd = sal_uInt32( nEndPer );
 177
 178     if( nStart == 1 )
 179     {
 180         if( nPayType <= 0 )
 181             fIpmt = -fVal;
 182
 183         nStart++;
 184     }
 185
 186     for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
 187     {
 188         if( nPayType > 0 )
 189             fIpmt += GetFv( fRate, double( i - 2 ), fPmt, fVal, 1 ) - fPmt;
 190         else
 191             fIpmt += GetFv( fRate, double( i - 1 ), fPmt, fVal, 0 );
 192     }
 193
 194     fIpmt *= fRate;
 195
 196     return finiteOrThrow( fIpmt );
 197 }
 198
 199
 200 double SAL_CALL AnalysisAddIn::getPrice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 201     sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq,
 202     const css::uno::Any& rOB )
 203 {
 204     if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0.0 || isFreqInvalid(nFreq) || nSettle >= nMat )
 205         throw css::lang::IllegalArgumentException();
 206
 207     double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 208     return finiteOrThrow( fRet );
 209 }
 210
 211
 212 double SAL_CALL AnalysisAddIn::getPricedisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 213     sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const css::uno::Any& rOB )
 214 {
 215     if( fDisc <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 216         throw css::lang::IllegalArgumentException();
 217
 218     double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) );
 219     return finiteOrThrow( fRet );
 220 }
 221
 222
 223 double SAL_CALL AnalysisAddIn::getPricemat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 224     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const css::uno::Any& rOB )
 225 {
 226     if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat )
 227         throw css::lang::IllegalArgumentException();
 228
 229     sal_Int32   nNullDate = GetNullDate( xOpt );
 230     sal_Int32   nBase = getDateMode( xOpt, rOB );
 231
 232     double      fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase );
 233     double      fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase );
 234     double      fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase );
 235
 236     double      fRet = 1.0 + fIssMat * fRate;
 237     fRet /= 1.0 + fSetMat * fYield;
 238     fRet -= fIssSet * fRate;
 239     fRet *= 100.0;
 240
 241     return finiteOrThrow( fRet );
 242 }
 243
 244
 245 double SAL_CALL AnalysisAddIn::getMduration( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 246     sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const css::uno::Any& rOB )
 247 {
 248     if( fCoup < 0.0 || fYield < 0.0 || isFreqInvalid(nFreq) )
 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 finiteOrThrow( fRet );
 254 }
 255
 256
 257 double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods )
 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 finiteOrThrow( fRet );
 265 }
 266
 267
 268 double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac )
 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 finiteOrThrow( fRet );
 285 }
 286
 287
 288 double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac )
 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 finiteOrThrow( 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 {
 311     if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || isFreqInvalid(nFreq) || nSettle >= nMat )
 312         throw css::lang::IllegalArgumentException();
 313
 314     double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
 315     return finiteOrThrow( fRet );
 316 }
 317
 318
 319 double SAL_CALL AnalysisAddIn::getYielddisc( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 320     sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const css::uno::Any& rOB )
 321 {
 322     if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
 323         throw css::lang::IllegalArgumentException();
 324
 325     sal_Int32   nNullDate = GetNullDate( xOpt );
 326
 327     double fRet = ( fRedemp / fPrice ) - 1.0;
 328     fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );
 329
 330     return finiteOrThrow( fRet );
 331 }
 332
 333
 334 double SAL_CALL AnalysisAddIn::getYieldmat( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 335     sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const css::uno::Any& rOB )
 336 {
 337     if( fPrice <= 0.0 || fRate < 0.0 || nSettle >= nMat || nSettle < nIssue)
 338         throw css::lang::IllegalArgumentException();
 339
 340     double fRet = GetYieldmat( GetNullDate( xOpt ),  nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) );
 341     return finiteOrThrow( fRet );
 342 }
 343
 344
 345 double SAL_CALL AnalysisAddIn::getTbilleq( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 346     sal_Int32 nSettle, sal_Int32 nMat, double fDisc )
 347 {
 348     nMat++;
 349
 350     sal_Int32   nDiff = GetDiffDate360( xOpt, nSettle, nMat, true );
 351
 352     if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 )
 353         throw css::lang::IllegalArgumentException();
 354
 355     double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) );
 356     return finiteOrThrow( fRet );
 357 }
 358
 359
 360 double SAL_CALL AnalysisAddIn::getTbillprice( const css::uno::Reference< css::beans::XPropertySet >& xOpt,
 361     sal_Int32 nSettle, sal_Int32 nMat, double fDisc )
 362 {
 363     if( fDisc <= 0.0 || nSettle > nMat )
 364         throw css::lang::IllegalArgumentException();
 365
 366     nMat++;
 367
 368     double  fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 );  // method: USA 30/360
 369
 370     if( modf( fFraction, &o3tl::temporary(double()) ) == 0.0 )
 371         throw css::lang::IllegalArgumentException();
 372
 373     double fRet = 100.0 * ( 1.0 - fDisc * fFraction );
 374     return finiteOrThrow( 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 finiteOrThrow( 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 || isFreqInvalid(nFreq) || 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 finiteOrThrow( 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 || isFreqInvalid(nFreq) || 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 finiteOrThrow( 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 || isFreqInvalid(nFreq) || 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 finiteOrThrow( 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 || isFreqInvalid(nFreq) || 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 finiteOrThrow( 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 (  std::isnan(fResultRate)  || std::isinf(fResultRate)
 564             ||std::isnan(fResultValue) || std::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 finiteOrThrow( 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_uInt32          nNum = aValList.Count();
 588
 589     if( nNum != 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_uInt32 i = 0 ; i < nNum ; i++ )
 597         fRet += aValList.Get( i ) / ( pow( fRate, ( aDateList.Get( i ) - fNull ) / 365.0 ) );
 598
 599     return finiteOrThrow( 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 finiteOrThrow( 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 finiteOrThrow( 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 finiteOrThrow( 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 finiteOrThrow( 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 finiteOrThrow( 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 finiteOrThrow( 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 finiteOrThrow( 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 finiteOrThrow( fPrinc );
 672 }
 673
 674
 675 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */