src/financial.c

   1 /*
   2  * Copyright (C) 1987-2008 Sun Microsystems, Inc. All Rights Reserved.
   3  * Copyright (C) 2008-2011 Robert Ancell
   4  *
   5  * This program is free software: you can redistribute it and/or modify it under
   6  * the terms of the GNU General Public License as published by the Free Software
   7  * Foundation, either version 2 of the License, or (at your option) any later
   8  * version. See http://www.gnu.org/copyleft/gpl.html the full text of the
   9  * license.
  10  */
  11
  12 #include <glib/gi18n.h>
  13
  14 #include "financial.h"
  15 #include "mp.h"
  16
  17 static void
  18 calc_ctrm(MathEquation *equation, MPNumber *t, MPNumber *pint, MPNumber *fv, MPNumber *pv)
  19 {
  20
  21 /*  Cterm - pint (periodic interest rate).
  22  *          fv  (future value).
  23  *          pv  (present value).
  24  *
  25  *          RESULT = log(fv / pv) / log(1 + pint)
  26  */
  27     MPNumber MP1, MP2, MP3, MP4;
  28
  29     mp_divide(fv, pv, &MP1);
  30     mp_ln(&MP1, &MP2);
  31     mp_add_integer(pint, 1, &MP3);
  32     mp_ln(&MP3, &MP4);
  33     mp_divide(&MP2, &MP4, t);
  34 }
  35
  36
  37 static void
  38 calc_ddb(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *life, MPNumber *period)
  39 {
  40
  41 /*  Ddb   - cost    (amount paid for asset).
  42  *          life    (useful life of the asset).
  43  *          period  (time period for depreciation allowance).
  44  *
  45  *          bv = 0.0;
  46  *          for (i = 0; i < life; i++)
  47  *            {
  48  *              VAL = ((cost - bv) * 2) / life
  49  *              bv += VAL
  50  *            }
  51  *          RESULT = VAL
  52  *
  53  */
  54
  55     int i;
  56     int len;
  57     MPNumber MPbv, MP1, MP2;
  58
  59     mp_set_from_integer(0, &MPbv);
  60     len = mp_cast_to_int(period);
  61     for (i = 0; i < len; i++) {
  62         mp_subtract(cost, &MPbv, &MP1);
  63         mp_multiply_integer(&MP1, 2, &MP2);
  64         mp_divide(&MP2, life, t);
  65         mp_set_from_mp(&MPbv, &MP1);
  66         mp_add(&MP1, t, &MPbv); /* TODO: why result is MPbv, for next loop? */
  67     }
  68
  69     if (len >= 0) {
  70         math_equation_set_status (equation, _("Error: the number of periods must be positive"));
  71         mp_set_from_integer(0, t);
  72     }
  73 }
  74
  75
  76 static void
  77 calc_fv(MathEquation *equation, MPNumber *t, MPNumber *pmt, MPNumber *pint, MPNumber *n)
  78 {
  79
  80 /*  Fv    - pmt (periodic payment).
  81  *          pint (periodic interest rate).
  82  *          n   (number of periods).
  83  *
  84  *          RESULT = pmt * (pow(1 + pint, n) - 1) / pint
  85  */
  86
  87     MPNumber MP1, MP2, MP3, MP4;
  88
  89     mp_add_integer(pint, 1, &MP1);
  90     mp_xpowy(&MP1, n, &MP2);
  91     mp_add_integer(&MP2, -1, &MP3);
  92     mp_multiply(pmt, &MP3, &MP4);
  93     mp_divide(&MP4, pint, t);
  94 }
  95
  96
  97 static void
  98 calc_gpm(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *margin)
  99 {
 100
 101 /*  Gpm   - cost (cost of sale).
 102  *          margin (gross profit margin.
 103  *
 104  *          RESULT = cost / (1 - margin)
 105  */
 106
 107     MPNumber MP1, MP2;
 108
 109     mp_set_from_integer(1, &MP1);
 110     mp_subtract(&MP1, margin, &MP2);
 111     mp_divide(cost, &MP2, t);
 112 }
 113
 114
 115 static void
 116 calc_pmt(MathEquation *equation, MPNumber *t, MPNumber *prin, MPNumber *pint, MPNumber *n)
 117 {
 118
 119 /*  Pmt   - prin (principal).
 120  *          pint  (periodic interest rate).
 121  *          n    (term).
 122  *
 123  *          RESULT = prin * (pint / (1 - pow(pint + 1, -1 * n)))
 124  */
 125
 126     MPNumber MP1, MP2, MP3, MP4;
 127
 128     mp_add_integer(pint, 1, &MP1);
 129     mp_multiply_integer(n, -1, &MP2);
 130     mp_xpowy(&MP1, &MP2, &MP3);
 131     mp_multiply_integer(&MP3, -1, &MP4);
 132     mp_add_integer(&MP4, 1, &MP1);
 133     mp_divide(pint, &MP1, &MP2);
 134     mp_multiply(prin, &MP2, t);
 135 }
 136
 137
 138 static void
 139 calc_pv(MathEquation *equation, MPNumber *t, MPNumber *pmt, MPNumber *pint, MPNumber *n)
 140 {
 141
 142 /*  Pv    - pmt (periodic payment).
 143  *          pint (periodic interest rate).
 144  *          n   (term).
 145  *
 146  *          RESULT = pmt * (1 - pow(1 + pint, -1 * n)) / pint
 147  */
 148
 149     MPNumber MP1, MP2, MP3, MP4;
 150
 151     mp_add_integer(pint, 1, &MP1);
 152     mp_multiply_integer(n, -1, &MP2);
 153     mp_xpowy(&MP1, &MP2, &MP3);
 154     mp_multiply_integer(&MP3, -1, &MP4);
 155     mp_add_integer(&MP4, 1, &MP1);
 156     mp_divide(&MP1, pint, &MP2);
 157     mp_multiply(pmt, &MP2, t);
 158 }
 159
 160
 161 static void
 162 calc_rate(MathEquation *equation, MPNumber *t, MPNumber *fv, MPNumber *pv, MPNumber *n)
 163 {
 164
 165 /*  Rate  - fv (future value).
 166  *          pv (present value).
 167  *          n  (term).
 168  *
 169  *          RESULT = pow(fv / pv, 1 / n) - 1
 170  */
 171
 172     MPNumber MP1, MP2, MP3, MP4;
 173
 174     mp_divide(fv, pv, &MP1);
 175     mp_set_from_integer(1, &MP2);
 176     mp_divide(&MP2, n, &MP3);
 177     mp_xpowy(&MP1, &MP3, &MP4);
 178     mp_add_integer(&MP4, -1, t);
 179 }
 180
 181
 182 static void
 183 calc_sln(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *salvage, MPNumber *life)
 184 {
 185
 186 /*  Sln   - cost    (cost of the asset).
 187  *          salvage (salvage value of the asset).
 188  *          life    (useful life of the asset).
 189  *
 190  *          RESULT = (cost - salvage) / life
 191  */
 192
 193     MPNumber MP1;
 194     mp_subtract(cost, salvage, &MP1);
 195     mp_divide(&MP1, life, t);
 196 }
 197
 198
 199 static void
 200 calc_syd(MathEquation *equation, MPNumber *t, MPNumber *cost, MPNumber *salvage, MPNumber *life, MPNumber *period)
 201 {
 202
 203 /*  Syd   - cost    (cost of the asset).
 204  *          salvage (salvage value of the asset).
 205  *          life    (useful life of the asset).
 206  *          period  (period for which depreciation is computed).
 207  *
 208  *          RESULT = (cost - salvage) * (life - period + 1) /
 209  *                   (life * (life + 1)) / 2
 210  */
 211
 212     MPNumber MP1, MP2, MP3, MP4;
 213
 214     mp_subtract(life, period, &MP2);
 215     mp_add_integer(&MP2, 1, &MP3);
 216     mp_add_integer(life, 1, &MP2);
 217     mp_multiply(life, &MP2, &MP4);
 218     mp_set_from_integer(2, &MP2);
 219     mp_divide(&MP4, &MP2, &MP1);
 220     mp_divide(&MP3, &MP1, &MP2);
 221     mp_subtract(cost, salvage, &MP1);
 222     mp_multiply(&MP1, &MP2, t);
 223 }
 224
 225
 226 static void
 227 calc_term(MathEquation *equation, MPNumber *t, MPNumber *pmt, MPNumber *fv, MPNumber *pint)
 228 {
 229
 230 /*  Term  - pmt (periodic payment).
 231  *          fv  (future value).
 232  *          pint (periodic interest rate).
 233  *
 234  *          RESULT = log(1 + (fv * pint / pmt)) / log(1 + pint)
 235  */
 236
 237     MPNumber MP1, MP2, MP3, MP4;
 238
 239     mp_add_integer(pint, 1, &MP1);
 240     mp_ln(&MP1, &MP2);
 241     mp_multiply(fv, pint, &MP1);
 242     mp_divide(&MP1, pmt, &MP3);
 243     mp_add_integer(&MP3, 1, &MP4);
 244     mp_ln(&MP4, &MP1);
 245     mp_divide(&MP1, &MP2, t);
 246 }
 247
 248
 249 void
 250 do_finc_expression(MathEquation *equation, int function, MPNumber *arg1, MPNumber *arg2, MPNumber *arg3, MPNumber *arg4)
 251 {
 252     MPNumber result;
 253     switch (function) {
 254      case FINC_CTRM_DIALOG:
 255        calc_ctrm(equation, &result, arg1, arg2, arg3);
 256        break;
 257      case FINC_DDB_DIALOG:
 258        calc_ddb(equation, &result, arg1, arg2, arg3);
 259        break;
 260      case FINC_FV_DIALOG:
 261        calc_fv(equation, &result, arg1, arg2, arg3);
 262        break;
 263      case FINC_GPM_DIALOG:
 264        calc_gpm(equation, &result, arg1, arg2);
 265        break;
 266      case FINC_PMT_DIALOG:
 267        calc_pmt(equation, &result, arg1, arg2, arg3);
 268        break;
 269      case FINC_PV_DIALOG:
 270        calc_pv(equation, &result, arg1, arg2, arg3);
 271        break;
 272      case FINC_RATE_DIALOG:
 273        calc_rate(equation, &result, arg1, arg2, arg3);
 274        break;
 275      case FINC_SLN_DIALOG:
 276        calc_sln(equation, &result, arg1, arg2, arg3);
 277        break;
 278      case FINC_SYD_DIALOG:
 279        calc_syd(equation, &result, arg1, arg2, arg3, arg4);
 280        break;
 281      case FINC_TERM_DIALOG:
 282        calc_term(equation, &result, arg1, arg2, arg3);
 283        break;
 284     }
 285     math_equation_set_number(equation, &result);
 286 }