src/financial.c

   1 /*  Copyright (c) 1987-2008 Sun Microsystems, Inc. All Rights Reserved.
   2  *  Copyright (c) 2008-2009 Robert Ancell
   3  *
   4  *  This program is free software; you can redistribute it and/or modify
   5  *  it under the terms of the GNU General Public License as published by
   6  *  the Free Software Foundation; either version 2, or (at your option)
   7  *  any later version.
   8  *
   9  *  This program is distributed in the hope that it will be useful, but
  10  *  WITHOUT ANY WARRANTY; without even the implied warranty of
  11  *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  12  *  General Public License for more details.
  13  *
  14  *  You should have received a copy of the GNU General Public License
  15  *  along with this program; if not, write to the Free Software
  16  *  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
  17  *  02111-1307, USA.
  18  */
  19
  20 #include <glib/gi18n.h>
  21
  22 #include "financial.h"
  23 #include "mp.h"
  24
  25 static void
  26 calc_ctrm(MathEquation *equation, MPNumber *t, MPNumber *pint, MPNumber *fv, MPNumber *pv)
  27 {
  28
  29 /*  Cterm - pint (periodic interest rate).
  30  *          fv  (future value).
  31  *          pv  (present value).
  32  *
  33  *          RESULT = log(fv / pv) / log(1 + pint)
  34  */
  35     MPNumber MP1, MP2, MP3, MP4;
  36
  37     mp_divide(fv, pv, &MP1);
  38     mp_ln(&MP1, &MP2);
  39     mp_add_integer(pint, 1, &MP3);
  40     mp_ln(&MP3, &MP4);
  41     mp_divide(&MP2, &MP4, t);
  42 }
  43
  44
  45 static void
  46 calc_ddb(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *life, MPNumber *period)
  47 {
  48
  49 /*  Ddb   - cost    (amount paid for asset).
  50  *          life    (useful life of the asset).
  51  *          period  (time period for depreciation allowance).
  52  *
  53  *          bv = 0.0;
  54  *          for (i = 0; i < life; i++)
  55  *            {
  56  *              VAL = ((cost - bv) * 2) / life
  57  *              bv += VAL
  58  *            }
  59  *          RESULT = VAL
  60  *
  61  */
  62
  63     int i;
  64     int len;
  65     MPNumber MPbv, MP1, MP2;
  66
  67     mp_set_from_integer(0, &MPbv);
  68     len = mp_cast_to_int(period);
  69     for (i = 0; i < len; i++) {
  70         mp_subtract(cost, &MPbv, &MP1);
  71         mp_multiply_integer(&MP1, 2, &MP2);
  72         mp_divide(&MP2, life, t);
  73         mp_set_from_mp(&MPbv, &MP1);
  74         mp_add(&MP1, t, &MPbv); /* TODO: why result is MPbv, for next loop? */
  75     }
  76
  77     if (len >= 0) {
  78         math_equation_set_status (equation, ("Error: the number of periods must be positive"));
  79         mp_set_from_integer(0, t);
  80     }
  81 }
  82
  83
  84 static void
  85 calc_fv(MathEquation *equation, MPNumber *t, MPNumber *pmt, MPNumber *pint, MPNumber *n)
  86 {
  87
  88 /*  Fv    - pmt (periodic payment).
  89  *          pint (periodic interest rate).
  90  *          n   (number of periods).
  91  *
  92  *          RESULT = pmt * (pow(1 + pint, n) - 1) / pint
  93  */
  94
  95     MPNumber MP1, MP2, MP3, MP4;
  96
  97     mp_add_integer(pint, 1, &MP1);
  98     mp_xpowy(&MP1, n, &MP2);
  99     mp_add_integer(&MP2, -1, &MP3);
 100     mp_multiply(pmt, &MP3, &MP4);
 101     mp_divide(&MP4, pint, t);
 102 }
 103
 104
 105 static void
 106 calc_gpm(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *margin)
 107 {
 108
 109 /*  Gpm   - cost (cost of sale).
 110  *          margin (gross profit margin.
 111  *
 112  *          RESULT = cost / (1 - margin)
 113  */
 114
 115     MPNumber MP1, MP2;
 116
 117     mp_set_from_integer(1, &MP1);
 118     mp_subtract(&MP1, margin, &MP2);
 119     mp_divide(cost, &MP2, t);
 120 }
 121
 122
 123 static void
 124 calc_pmt(MathEquation *equation, MPNumber *t, MPNumber *prin, MPNumber *pint, MPNumber *n)
 125 {
 126
 127 /*  Pmt   - prin (principal).
 128  *          pint  (periodic interest rate).
 129  *          n    (term).
 130  *
 131  *          RESULT = prin * (pint / (1 - pow(pint + 1, -1 * n)))
 132  */
 133
 134     MPNumber MP1, MP2, MP3, MP4;
 135
 136     mp_add_integer(pint, 1, &MP1);
 137     mp_multiply_integer(n, -1, &MP2);
 138     mp_xpowy(&MP1, &MP2, &MP3);
 139     mp_multiply_integer(&MP3, -1, &MP4);
 140     mp_add_integer(&MP4, 1, &MP1);
 141     mp_divide(pint, &MP1, &MP2);
 142     mp_multiply(prin, &MP2, t);
 143 }
 144
 145
 146 static void
 147 calc_pv(MathEquation *equation, MPNumber *t, MPNumber *pmt, MPNumber *pint, MPNumber *n)
 148 {
 149
 150 /*  Pv    - pmt (periodic payment).
 151  *          pint (periodic interest rate).
 152  *          n   (term).
 153  *
 154  *          RESULT = pmt * (1 - pow(1 + pint, -1 * n)) / pint
 155  */
 156
 157     MPNumber MP1, MP2, MP3, MP4;
 158
 159     mp_add_integer(pint, 1, &MP1);
 160     mp_multiply_integer(n, -1, &MP2);
 161     mp_xpowy(&MP1, &MP2, &MP3);
 162     mp_multiply_integer(&MP3, -1, &MP4);
 163     mp_add_integer(&MP4, 1, &MP1);
 164     mp_divide(&MP1, pint, &MP2);
 165     mp_multiply(pmt, &MP2, t);
 166 }
 167
 168
 169 static void
 170 calc_rate(MathEquation *equation, MPNumber *t, MPNumber *fv, MPNumber *pv, MPNumber *n)
 171 {
 172
 173 /*  Rate  - fv (future value).
 174  *          pv (present value).
 175  *          n  (term).
 176  *
 177  *          RESULT = pow(fv / pv, 1 / n) - 1
 178  */
 179
 180     MPNumber MP1, MP2, MP3, MP4;
 181
 182     mp_divide(fv, pv, &MP1);
 183     mp_set_from_integer(1, &MP2);
 184     mp_divide(&MP2, n, &MP3);
 185     mp_xpowy(&MP1, &MP3, &MP4);
 186     mp_add_integer(&MP4, -1, t);
 187 }
 188
 189
 190 static void
 191 calc_sln(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *salvage, MPNumber *life)
 192 {
 193
 194 /*  Sln   - cost    (cost of the asset).
 195  *          salvage (salvage value of the asset).
 196  *          life    (useful life of the asset).
 197  *
 198  *          RESULT = (cost - salvage) / life
 199  */
 200
 201     MPNumber MP1;
 202     mp_subtract(cost, salvage, &MP1);
 203     mp_divide(&MP1, life, t);
 204 }
 205
 206
 207 static void
 208 calc_syd(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *salvage, MPNumber *life, MPNumber *period)
 209 {
 210
 211 /*  Syd   - cost    (cost of the asset).
 212  *          salvage (salvage value of the asset).
 213  *          life    (useful life of the asset).
 214  *          period  (period for which depreciation is computed).
 215  *
 216  *          RESULT = (cost - salvage) * (life - period + 1) /
 217  *                   (life * (life + 1)) / 2
 218  */
 219
 220     MPNumber MP1, MP2, MP3, MP4;
 221
 222     mp_subtract(life, period, &MP2);
 223     mp_add_integer(&MP2, 1, &MP3);
 224     mp_add_integer(life, 1, &MP2);
 225     mp_multiply(life, &MP2, &MP4);
 226     mp_set_from_integer(2, &MP2);
 227     mp_divide(&MP4, &MP2, &MP1);
 228     mp_divide(&MP3, &MP1, &MP2);
 229     mp_subtract(cost, salvage, &MP1);
 230     mp_multiply(&MP1, &MP2, t);
 231 }
 232
 233
 234 static void
 235 calc_term(MathEquation *equation, MPNumber *t, MPNumber *pmt, MPNumber *fv, MPNumber *pint)
 236 {
 237
 238 /*  Term  - pmt (periodic payment).
 239  *          fv  (future value).
 240  *          pint (periodic interest rate).
 241  *
 242  *          RESULT = log(1 + (fv * pint / pmt)) / log(1 + pint)
 243  */
 244
 245     MPNumber MP1, MP2, MP3, MP4;
 246
 247     mp_add_integer(pint, 1, &MP1);
 248     mp_ln(&MP1, &MP2);
 249     mp_multiply(fv, pint, &MP1);
 250     mp_divide(&MP1, pmt, &MP3);
 251     mp_add_integer(&MP3, 1, &MP4);
 252     mp_ln(&MP4, &MP1);
 253     mp_divide(&MP1, &MP2, t);
 254 }
 255
 256
 257 void
 258 do_finc_expression(MathEquation *equation, int function, MPNumber *arg1, MPNumber *arg2, MPNumber *arg3, MPNumber *arg4)
 259 {
 260     MPNumber result;
 261     switch (function) {
 262      case FINC_CTRM_DIALOG:
 263        calc_ctrm(equation, &result, arg1, arg2, arg3);
 264        break;
 265      case FINC_DDB_DIALOG:
 266        calc_ddb(equation, &result, arg1, arg2, arg3);
 267        break;
 268      case FINC_FV_DIALOG:
 269        calc_fv(equation, &result, arg1, arg2, arg3);
 270        break;
 271      case FINC_GPM_DIALOG:
 272        calc_gpm(equation, &result, arg1, arg2);
 273        break;
 274      case FINC_PMT_DIALOG:
 275        calc_pmt(equation, &result, arg1, arg2, arg3);
 276        break;
 277      case FINC_PV_DIALOG:
 278        calc_pv(equation, &result, arg1, arg2, arg3);
 279        break;
 280      case FINC_RATE_DIALOG:
 281        calc_rate(equation, &result, arg1, arg2, arg3);
 282        break;
 283      case FINC_SLN_DIALOG:
 284        calc_sln(equation, &result, arg1, arg2, arg3);
 285        break;
 286      case FINC_SYD_DIALOG:
 287        calc_syd(equation, &result, arg1, arg2, arg3, arg4);
 288        break;
 289      case FINC_TERM_DIALOG:
 290        calc_term(equation, &result, arg1, arg2, arg3);
 291        break;
 292     }
 293     math_equation_set_number(equation, &result);
 294 }