/* vim: set sw=8: -*- Mode: C; tab-width: 8; indent-tabs-mode: t; c-basic-offset: 8 -*- *//* * This implementation has been taken from the OpenOffice 1.0, see * functions in scaddins/source/analysis/analysishelper.cxx. Since * then there has been made some Gnumeric type system, glib and the C * language specific changes. * * The Initial Developer of the Original Code is: Sun Microsystems, Inc. * * Sun has made the contents of this file available subject to the * terms of GNU Lesser General Public License Version 2.1 as * specified in scaddins/source/analysis/analysishelper.cxx revision * 1.35 available in the OpenOffice package. * * * Copyright: 2000 by Sun Microsystems, Inc. * * GNU Lesser General Public License Version 2.1 * ============================================= * Copyright 2000 by Sun Microsystems, Inc. * 901 San Antonio Road, Palo Alto, CA 94303, USA * * This library is free software; you can redistribute it and/or * modify it under the terms of the GNU Lesser General Public * License version 2.1, as published by the Free Software Foundation. * * This library is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with this library; if not, write to the Free Software * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA * 02110-1301 USA. */ #include #include #include #include #include #include "sc-fin.h" static gnm_float GetRmz ( gnm_float fZins, gnm_float fZzr, gnm_float fBw, gnm_float fZw, gint nF ) { gnm_float fRmz; if ( fZins == 0.0 ) fRmz = ( fBw + fZw ) / fZzr; else { gnm_float fTerm = gnm_pow ( 1.0 + fZins, fZzr ); if ( nF > 0 ) fRmz = ( fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1.0 / fTerm ) ) / ( 1.0 + fZins ); else fRmz = fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1.0 / fTerm ); } return -fRmz; } static gnm_float GetZw ( gnm_float fZins, gnm_float fZzr, gnm_float fRmz, gnm_float fBw, gint nF ) { gnm_float fZw; if ( fZins == 0.0 ) fZw = fBw + fRmz * fZzr; else { gnm_float fTerm = gnm_pow ( 1.0 + fZins, fZzr ); if ( nF > 0 ) fZw = fBw * fTerm + fRmz * ( 1.0 + fZins ) * ( fTerm - 1.0 ) / fZins; else fZw = fBw * fTerm + fRmz * ( fTerm - 1.0 ) / fZins; } return -fZw; } static gnm_float Duration (GDate *nSettle, GDate *nMat, gnm_float fCoup, gnm_float fYield, gint nFreq, gint nBase, gnm_float fNumOfCoups) { /* gnm_float fYearfrac = yearfrac ( nSettle, nMat, nBase ); */ gnm_float fDur = 0.0; gnm_float t, p = 0.0; const gnm_float f100 = 100.0; fCoup *= f100 / (gnm_float) nFreq; /* fCoup is used as cash flow */ fYield /= nFreq; fYield += 1.0; for ( t = 1.0 ; t < fNumOfCoups ; t++ ) fDur += t * ( fCoup ) / gnm_pow ( fYield, t ); fDur += fNumOfCoups * ( fCoup + f100 ) / gnm_pow ( fYield, fNumOfCoups ); for ( t = 1.0 ; t < fNumOfCoups ; t++ ) p += fCoup / gnm_pow ( fYield, t ); p += ( fCoup + f100 ) / gnm_pow ( fYield, fNumOfCoups ); fDur /= p; fDur /= (gnm_float) nFreq; return ( fDur ); } /***************************************************************************/ GnmValue * get_amordegrc (gnm_float fCost, GDate *nDate, GDate *nFirstPer, gnm_float fRestVal, gint nPer, gnm_float fRate, gint nBase) { gint n; gnm_float fAmorCoeff, fNRate, fRest, fUsePer; #define Round(x,y) (go_rint (x)) fUsePer = 1.0 / fRate; if (fUsePer < 3.0) fAmorCoeff = 1.0; else if (fUsePer < 5.0) fAmorCoeff = 1.5; else if (fUsePer <= 6.0) fAmorCoeff = 2.0; else fAmorCoeff = 2.5; fRate *= fAmorCoeff; fNRate = Round ( yearfrac( nDate, nFirstPer, nBase ) * fRate * fCost, 0 ); fCost -= fNRate; fRest = fCost - fRestVal; for ( n = 0 ; n < nPer ; n++ ) { fNRate = Round ( fRate * fCost, 0 ); fRest -= fNRate; if ( fRest < 0.0 ) { switch ( nPer - n ) { case 0: case 1: return value_new_float (Round ( fCost * 0.5, 0 ) ); default: return value_new_float (0.0); } } fCost -= fNRate; } return value_new_float (fNRate); #undef Round } /***************************************************************************/ GnmValue * get_amorlinc (gnm_float fCost, GDate *nDate, GDate *nFirstPer, gnm_float fRestVal, gint nPer, gnm_float fRate, gint nBase) { gnm_float fOneRate = fCost * fRate; gnm_float fCostDelta = fCost - fRestVal; gnm_float f0Rate = yearfrac ( nDate, nFirstPer, nBase ) * fRate * fCost; gint nNumOfFullPeriods = (fCost - fRestVal - f0Rate) / fOneRate; gnm_float result; if ( nPer == 0 ) result = f0Rate; else if( nPer <= nNumOfFullPeriods ) result = fOneRate; else if( nPer == nNumOfFullPeriods + 1 ) result = fCostDelta - fOneRate * nNumOfFullPeriods - f0Rate; else result = 0.0; return value_new_float ( result ); } /***************************************************************************/ GnmValue * get_yieldmat (GDate *nSettle, GDate *nMat, GDate *nIssue, gnm_float fRate, gnm_float fPrice, gint nBase) { gnm_float fIssMat = yearfrac ( nIssue, nMat, nBase ); gnm_float fIssSet = yearfrac ( nIssue, nSettle, nBase ); gnm_float fSetMat = yearfrac ( nSettle, nMat, nBase ); gnm_float y = 1.0 + fIssMat * fRate; y /= fPrice / 100.0 + fIssSet * fRate; y--; y /= fSetMat; return value_new_float ( y ); } /***************************************************************************/ GnmValue * get_duration (GDate *nSettle, GDate *nMat, gnm_float fCoup, gnm_float fYield, gint nFreq, gint nBase, gnm_float fNumOfCoups) { return value_new_float ( Duration (nSettle, nMat, fCoup, fYield, nFreq, nBase, fNumOfCoups) ); } /***************************************************************************/ GnmValue * get_mduration (GDate *nSettle, GDate *nMat, gnm_float fCoup, gnm_float fYield, gint nFreq, gint nBase, gnm_float fNumOfCoups) { gnm_float fRet = Duration (nSettle, nMat, fCoup, fYield, nFreq, nBase, fNumOfCoups); fRet /= 1.0 + ( fYield / (gnm_float) nFreq ); return value_new_float ( fRet ); } /***************************************************************************/ GnmValue * get_cumprinc (gnm_float fRate, gint nNumPeriods, gnm_float fVal, gint nStart, gint nEnd, gint nPayType) { gnm_float fRmz, fKapZ; gint i; fRmz = GetRmz ( fRate, nNumPeriods, fVal, 0.0, nPayType ); fKapZ = 0.0; if ( nStart == 1 ) { if ( nPayType <= 0 ) fKapZ = fRmz + fVal * fRate; else fKapZ = fRmz; nStart++; } for ( i = nStart ; i <= nEnd ; i++ ) { if ( nPayType > 0 ) fKapZ += fRmz - ( GetZw ( fRate, ( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate; else fKapZ += fRmz - GetZw( fRate, ( i - 1 ), fRmz, fVal, 0 ) * fRate; } return value_new_float ( fKapZ ); } /***************************************************************************/ GnmValue * get_cumipmt (gnm_float fRate, gint nNumPeriods, gnm_float fVal, gint nStart, gint nEnd, gint nPayType) { gnm_float fRmz, fZinsZ; gint i; fRmz = GetRmz ( fRate, nNumPeriods, fVal, 0.0, nPayType ); fZinsZ = 0.0; if ( nStart == 1 ) { if ( nPayType <= 0 ) fZinsZ = -fVal; nStart++; } for ( i = nStart ; i <= nEnd ; i++ ) { if ( nPayType > 0 ) fZinsZ += GetZw ( fRate, ( i - 2 ), fRmz, fVal, 1 ) - fRmz; else fZinsZ += GetZw ( fRate, ( i - 1 ), fRmz, fVal, 0 ); } fZinsZ *= fRate; return value_new_float ( fZinsZ ); } /***************************************************************************/ /* * * Original source of the following functions (ScGetGDA, ScInterVDB, and * get_vdb) is the OpenOffice version 1.0, `sc/source/core/tool/interpr2.cxx'. * * RCSfile: interpr2.cxx,v * * Revision: 1.11 * * last change: Author: er Date: 2001/03/15 21:31:13 * */ static gnm_float ScGetGDA (gnm_float fWert, gnm_float fRest, gnm_float fDauer, gnm_float fPeriode, gnm_float fFaktor) { gnm_float fGda, fZins, fAlterWert, fNeuerWert; /* FIXME: translate? */ fZins = fFaktor / fDauer; if (fZins >= 1.0) { fZins = 1.0; if (fPeriode == 1.0) fAlterWert = fWert; else fAlterWert = 0.0; } else fAlterWert = fWert * gnm_pow (1.0 - fZins, fPeriode - 1.0); fNeuerWert = fWert * gnm_pow (1.0 - fZins, fPeriode); if (fNeuerWert < fRest) fGda = fAlterWert - fRest; else fGda = fAlterWert - fNeuerWert; if (fGda < 0.0) fGda = 0.0; return fGda; } static gnm_float ScInterVDB (gnm_float cost, gnm_float salvage, gnm_float life, gnm_float life1, gnm_float period, gnm_float factor) { gnm_float fVdb = 0; gnm_float fIntEnd = gnm_ceil (period); int nLoopEnd = fIntEnd; gnm_float fTerm, fLia; gnm_float fRestwert = cost - salvage; gboolean bNowLia = FALSE; gnm_float fGda; int i; fLia = 0; for ( i = 1; i <= nLoopEnd; i++ ) { if (!bNowLia) { fGda = ScGetGDA (cost, salvage, life, i, factor); fLia = fRestwert / (life1 - (gnm_float) (i - 1)); if (fLia > fGda) { fTerm = fLia; bNowLia = TRUE; } else { fTerm = fGda; fRestwert -= fGda; } } else fTerm = fLia; if ( i == nLoopEnd) fTerm *= ( period + 1.0 - fIntEnd ); fVdb += fTerm; } return fVdb; } GnmValue * get_vdb (gnm_float cost, gnm_float salvage, gnm_float life, gnm_float start_period, gnm_float end_period, gnm_float factor, gboolean flag) { gnm_float fVdb; gnm_float fIntStart = gnm_floor (start_period); gnm_float fIntEnd = gnm_ceil (end_period); int i; int nLoopStart = (int) fIntStart; int nLoopEnd = (int) fIntEnd; fVdb = 0.0; if ( flag ) { for (i = nLoopStart + 1; i <= nLoopEnd; i++) { gnm_float fTerm; fTerm = ScGetGDA (cost, salvage, life, i, factor); if ( i == nLoopStart+1 ) fTerm *= ( MIN( end_period, fIntStart + 1.0 ) - start_period ); else if ( i == nLoopEnd ) fTerm *= ( end_period + 1.0 - fIntEnd ); fVdb += fTerm; } } else { gnm_float life1 = life; gnm_float fPart; if ( start_period != gnm_floor (start_period) ) if (factor > 1) { if (start_period >= life / 2) { fPart = start_period - life / 2; start_period = life / 2; end_period -= fPart; life1 += 1; } } cost -= ScInterVDB (cost, salvage, life, life1, start_period, factor); fVdb = ScInterVDB (cost, salvage, life, life - start_period, end_period - start_period, factor); } return value_new_float (fVdb); }