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 "financial.h"
  21 #include "calctool.h"
  22 #include "mp.h"
  23
  24 #include <libintl.h>
  25
  26 void
  27 calc_ctrm(MPNumber *t, MPNumber *pint, MPNumber *fv, MPNumber *pv)
  28 {
  29
  30 /*  Cterm - pint (periodic interest rate).
  31  *          fv  (future value).
  32  *          pv  (present value).
  33  *
  34  *          RESULT = log(fv / pv) / log(1 + pint)
  35  */
  36     MPNumber MP1, MP2, MP3, MP4;
  37
  38     mp_divide(fv, pv, &MP1);
  39     mp_ln(&MP1, &MP2);
  40     mp_add_integer(pint, 1, &MP3);
  41     mp_ln(&MP3, &MP4);
  42     mp_divide(&MP2, &MP4, t);
  43 }
  44
  45
  46 void
  47 calc_ddb(MPNumber *t, MPNumber *cost, MPNumber *life, MPNumber *period)
  48 {
  49
  50 /*  Ddb   - cost    (amount paid for asset).
  51  *          life    (useful life of the asset).
  52  *          period  (time period for depreciation allowance).
  53  *
  54  *          bv = 0.0;
  55  *          for (i = 0; i < life; i++)
  56  *            {
  57  *              VAL = ((cost - bv) * 2) / life
  58  *              bv += VAL
  59  *            }
  60  *          RESULT = VAL
  61  *
  62  */
  63
  64     int i;
  65     int len;
  66     MPNumber MPbv, MP1, MP2;
  67
  68     mp_set_from_integer(0, &MPbv);
  69     len = mp_cast_to_int(period);
  70     for (i = 0; i < len; i++) {
  71         mp_subtract(cost, &MPbv, &MP1);
  72         mp_multiply_integer(&MP1, 2, &MP2);
  73         mp_divide(&MP2, life, t);
  74         mp_set_from_mp(&MPbv, &MP1);
  75         mp_add(&MP1, t, &MPbv); /* TODO: why result is MPbv, for next loop? */
  76     }
  77
  78     if (len >= 0) {
  79         display_set_error (&v->display,
  80                            ("Error: the number of periods must be positive"));
  81         mp_set_from_integer(0, t);
  82     }
  83 }
  84
  85
  86 void
  87 calc_fv(MPNumber *t, MPNumber *pmt, MPNumber *pint, MPNumber *n)
  88 {
  89
  90 /*  Fv    - pmt (periodic payment).
  91  *          pint (periodic interest rate).
  92  *          n   (number of periods).
  93  *
  94  *          RESULT = pmt * (pow(1 + pint, n) - 1) / pint
  95  */
  96
  97     MPNumber MP1, MP2, MP3, MP4;
  98
  99     mp_add_integer(pint, 1, &MP1);
 100     mp_xpowy(&MP1, n, &MP2);
 101     mp_add_integer(&MP2, -1, &MP3);
 102     mp_multiply(pmt, &MP3, &MP4);
 103     mp_divide(&MP4, pint, t);
 104 }
 105
 106
 107 void
 108 calc_gpm(MPNumber *t, MPNumber *cost, MPNumber *margin)
 109 {
 110
 111 /*  Gpm   - cost (cost of sale).
 112  *          margin (gross profit margin.
 113  *
 114  *          RESULT = cost / (1 - margin)
 115  */
 116
 117     MPNumber MP1, MP2;
 118
 119     mp_set_from_integer(1, &MP1);
 120     mp_subtract(&MP1, margin, &MP2);
 121     mp_divide(cost, &MP2, t);
 122 }
 123
 124
 125 void
 126 calc_pmt(MPNumber *t, MPNumber *prin, MPNumber *pint, MPNumber *n)
 127 {
 128
 129 /*  Pmt   - prin (principal).
 130  *          pint  (periodic interest rate).
 131  *          n    (term).
 132  *
 133  *          RESULT = prin * (pint / (1 - pow(pint + 1, -1 * n)))
 134  */
 135
 136     MPNumber MP1, MP2, MP3, MP4;
 137
 138     mp_add_integer(pint, 1, &MP1);
 139     mp_multiply_integer(n, -1, &MP2);
 140     mp_xpowy(&MP1, &MP2, &MP3);
 141     mp_multiply_integer(&MP3, -1, &MP4);
 142     mp_add_integer(&MP4, 1, &MP1);
 143     mp_divide(pint, &MP1, &MP2);
 144     mp_multiply(prin, &MP2, t);
 145 }
 146
 147
 148 void
 149 calc_pv(MPNumber *t, MPNumber *pmt, MPNumber *pint, MPNumber *n)
 150 {
 151
 152 /*  Pv    - pmt (periodic payment).
 153  *          pint (periodic interest rate).
 154  *          n   (term).
 155  *
 156  *          RESULT = pmt * (1 - pow(1 + pint, -1 * n)) / pint
 157  */
 158
 159     MPNumber MP1, MP2, MP3, MP4;
 160
 161     mp_add_integer(pint, 1, &MP1);
 162     mp_multiply_integer(n, -1, &MP2);
 163     mp_xpowy(&MP1, &MP2, &MP3);
 164     mp_multiply_integer(&MP3, -1, &MP4);
 165     mp_add_integer(&MP4, 1, &MP1);
 166     mp_divide(&MP1, pint, &MP2);
 167     mp_multiply(pmt, &MP2, t);
 168 }
 169
 170
 171 void
 172 calc_rate(MPNumber *t, MPNumber *fv, MPNumber *pv, MPNumber *n)
 173 {
 174
 175 /*  Rate  - fv (future value).
 176  *          pv (present value).
 177  *          n  (term).
 178  *
 179  *          RESULT = pow(fv / pv, 1 / n) - 1
 180  */
 181
 182     MPNumber MP1, MP2, MP3, MP4;
 183
 184     mp_divide(fv, pv, &MP1);
 185     mp_set_from_integer(1, &MP2);
 186     mp_divide(&MP2, n, &MP3);
 187     mp_xpowy(&MP1, &MP3, &MP4);
 188     mp_add_integer(&MP4, -1, t);
 189 }
 190
 191
 192 void
 193 calc_sln(MPNumber *t, MPNumber *cost, MPNumber *salvage, MPNumber *life)
 194 {
 195
 196 /*  Sln   - cost    (cost of the asset).
 197  *          salvage (salvage value of the asset).
 198  *          life    (useful life of the asset).
 199  *
 200  *          RESULT = (cost - salvage) / life
 201  */
 202
 203     MPNumber MP1;
 204     mp_subtract(cost, salvage, &MP1);
 205     mp_divide(&MP1, life, t);
 206 }
 207
 208
 209 void
 210 calc_syd(MPNumber *t, MPNumber *cost, MPNumber *salvage, MPNumber *life, MPNumber *period)
 211 {
 212
 213 /*  Syd   - cost    (cost of the asset).
 214  *          salvage (salvage value of the asset).
 215  *          life    (useful life of the asset).
 216  *          period  (period for which depreciation is computed).
 217  *
 218  *          RESULT = (cost - salvage) * (life - period + 1) /
 219  *                   (life * (life + 1)) / 2
 220  */
 221
 222     MPNumber MP1, MP2, MP3, MP4;
 223
 224     mp_subtract(life, period, &MP2);
 225     mp_add_integer(&MP2, 1, &MP3);
 226     mp_add_integer(life, 1, &MP2);
 227     mp_multiply(life, &MP2, &MP4);
 228     mp_set_from_integer(2, &MP2);
 229     mp_divide(&MP4, &MP2, &MP1);
 230     mp_divide(&MP3, &MP1, &MP2);
 231     mp_subtract(cost, salvage, &MP1);
 232     mp_multiply(&MP1, &MP2, t);
 233 }
 234
 235
 236 void
 237 calc_term(MPNumber *t, MPNumber *pmt, MPNumber *fv, MPNumber *pint)
 238 {
 239
 240 /*  Term  - pmt (periodic payment).
 241  *          fv  (future value).
 242  *          pint (periodic interest rate).
 243  *
 244  *          RESULT = log(1 + (fv * pint / pmt)) / log(1 + pint)
 245  */
 246
 247     MPNumber MP1, MP2, MP3, MP4;
 248
 249     mp_add_integer(pint, 1, &MP1);
 250     mp_ln(&MP1, &MP2);
 251     mp_multiply(fv, pint, &MP1);
 252     mp_divide(&MP1, pmt, &MP3);
 253     mp_add_integer(&MP3, 1, &MP4);
 254     mp_ln(&MP4, &MP1);
 255     mp_divide(&MP1, &MP2, t);
 256 }
 257
 258 void
 259 do_finc_expression(int function, MPNumber *arg1, MPNumber *arg2, MPNumber *arg3, MPNumber *arg4)
 260 {
 261     MPNumber result;
 262     switch (function) {
 263      case FINC_CTRM_DIALOG:
 264        calc_ctrm(&result, arg1, arg2, arg3);
 265        break;
 266      case FINC_DDB_DIALOG:
 267        calc_ddb(&result, arg1, arg2, arg3);
 268        break;
 269      case FINC_FV_DIALOG:
 270        calc_fv(&result, arg1, arg2, arg3);
 271        break;
 272      case FINC_GPM_DIALOG:
 273        calc_gpm(&result, arg1, arg2);
 274        break;
 275      case FINC_PMT_DIALOG:
 276        calc_pmt(&result, arg1, arg2, arg3);
 277        break;
 278      case FINC_PV_DIALOG:
 279        calc_pv(&result, arg1, arg2, arg3);
 280        break;
 281      case FINC_RATE_DIALOG:
 282        calc_rate(&result, arg1, arg2, arg3);
 283        break;
 284      case FINC_SLN_DIALOG:
 285        calc_sln(&result, arg1, arg2, arg3);
 286        break;
 287      case FINC_SYD_DIALOG:
 288        calc_syd(&result, arg1, arg2, arg3, arg4);
 289        break;
 290      case FINC_TERM_DIALOG:
 291        calc_term(&result, arg1, arg2, arg3);
 292        break;
 293     }
 294     display_set_number(&v->display, &result);
 295 }