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Diffstat (limited to 'scaddins/source/analysis/financial.cxx')
| -rw-r--r-- | scaddins/source/analysis/financial.cxx | 663 |
1 files changed, 0 insertions, 663 deletions
diff --git a/scaddins/source/analysis/financial.cxx b/scaddins/source/analysis/financial.cxx deleted file mode 100644 index 4c65e809d..000000000 --- a/scaddins/source/analysis/financial.cxx +++ /dev/null @@ -1,663 +0,0 @@ -/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ -/************************************************************************* - * - * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER. - * - * Copyright 2000, 2010 Oracle and/or its affiliates. - * - * OpenOffice.org - a multi-platform office productivity suite - * - * This file is part of OpenOffice.org. - * - * OpenOffice.org is free software: you can redistribute it and/or modify - * it under the terms of the GNU Lesser General Public License version 3 - * only, as published by the Free Software Foundation. - * - * OpenOffice.org 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 version 3 for more details - * (a copy is included in the LICENSE file that accompanied this code). - * - * You should have received a copy of the GNU Lesser General Public License - * version 3 along with OpenOffice.org. If not, see - * <http://www.openoffice.org/license.html> - * for a copy of the LGPLv3 License. - * - ************************************************************************/ - -#include "analysis.hxx" -#include "analysishelper.hxx" -#include <rtl/math.hxx> - - - -double SAL_CALL AnalysisAddIn::getAmordegrc( constREFXPS& xOpt, - double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, - double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ) - THROW_IAE; - - double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getAmorlinc( constREFXPS& xOpt, - double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, - double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ) - THROW_IAE; - - double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getAccrint( constREFXPS& xOpt, - sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate, - const ANY &rVal, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); - - if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle ) - THROW_IAE; - - double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getAccrintm( constREFXPS& xOpt, - sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const ANY& rVal, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); - - if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle ) - THROW_IAE; - - double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getReceived( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fInvest <= 0.0 || fDisc <= 0.0 ) - THROW_IAE; - - double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getDisc( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) - THROW_IAE; - double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getDuration( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) - THROWDEF_RTE_IAE -{ - if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat ) - THROW_IAE; - - double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) THROWDEF_RTE_IAE -{ - if( nPeriods < 1 || fNominal <= 0.0 ) - THROW_IAE; - - double fPeriods = nPeriods; - - double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0; - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal, - sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE -{ - double fRmz, fKapZ; - - if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || - fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) - THROW_IAE; - - fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType ); - - fKapZ = 0.0; - - sal_uInt32 nStart = sal_uInt32( nStartPer ); - sal_uInt32 nEnd = sal_uInt32( nEndPer ); - - if( nStart == 1 ) - { - if( nPayType <= 0 ) - fKapZ = fRmz + fVal * fRate; - else - fKapZ = fRmz; - - nStart++; - } - - for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) - { - if( nPayType > 0 ) - fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate; - else - fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate; - } - - RETURN_FINITE( fKapZ ); -} - - -double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal, - sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE -{ - double fRmz, fZinsZ; - - if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || - fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) - THROW_IAE; - - fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType ); - - fZinsZ = 0.0; - - sal_uInt32 nStart = sal_uInt32( nStartPer ); - sal_uInt32 nEnd = sal_uInt32( nEndPer ); - - if( nStart == 1 ) - { - if( nPayType <= 0 ) - fZinsZ = -fVal; - - nStart++; - } - - for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) - { - if( nPayType > 0 ) - fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz; - else - fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ); - } - - fZinsZ *= fRate; - - RETURN_FINITE( fZinsZ ); -} - - -double SAL_CALL AnalysisAddIn::getPrice( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq, - const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0 || CHK_Freq || nSettle >= nMat ) - THROW_IAE; - - double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getPricedisc( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fDisc <= 0.0 || fRedemp <= 0 || nSettle >= nMat ) - THROW_IAE; - - double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getPricemat( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const ANY& rOB ) - THROWDEF_RTE_IAE -{ - if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat ) - THROW_IAE; - - sal_Int32 nNullDate = GetNullDate( xOpt ); - sal_Int32 nBase = getDateMode( xOpt, rOB ); - - double fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase ); - double fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase ); - double fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase ); - - double fRet = 1.0 + fIssMat * fRate; - fRet /= 1.0 + fSetMat * fYield; - fRet -= fIssSet * fRate; - fRet *= 100.0; - - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getMduration( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) - THROWDEF_RTE_IAE -{ - if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq ) - THROW_IAE; - - double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) ); - fRet /= 1.0 + ( fYield / double( nFreq ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) THROWDEF_RTE_IAE -{ - if( fRate <= 0.0 || nPeriods < 0 ) - THROW_IAE; - - double fPeriods = nPeriods; - double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods; - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) THROWDEF_RTE_IAE -{ - if( nFrac <= 0 ) - THROW_IAE; - - double fInt; - double fFrac = nFrac; - - double fRet = modf( fDollarDec, &fInt ); - - fRet *= fFrac; - - fRet *= pow( 10.0, -ceil( log10( fFrac ) ) ); - - fRet += fInt; - - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) THROWDEF_RTE_IAE -{ - if( nFrac <= 0 ) - THROW_IAE; - - double fInt; - double fFrac = nFrac; - - double fRet = modf( fDollarFrac, &fInt ); - - fRet /= fFrac; - - fRet *= pow( 10.0, ceil( log10( fFrac ) ) ); - - fRet += fInt; - - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getYield( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) - THROWDEF_RTE_IAE -{ - if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat ) - THROW_IAE; - - double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getYielddisc( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) - THROW_IAE; - - sal_Int32 nNullDate = GetNullDate( xOpt ); - - double fRet = ( fRedemp / fPrice ) - 1.0; - fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) ); - - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getYieldmat( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const ANY& rOB ) - THROWDEF_RTE_IAE -{ - if( fRate < 0.0 || fRate <= 0.0 || nSettle >= nMat ) - THROW_IAE; - - double fRet = GetYieldmat( GetNullDate( xOpt ), nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getTbilleq( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE -{ - nMat++; - - sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True ); - - if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 ) - THROW_IAE; - - double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getTbillprice( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE -{ - if( fDisc <= 0.0 || nSettle > nMat ) - THROW_IAE; - - nMat++; - - double fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 ); // method: USA 30/360 - - double fDummy; - if( modf( fFraction, &fDummy ) == 0.0 ) - THROW_IAE; - - double fRet = 100.0 * ( 1.0 - fDisc * fFraction ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getTbillyield( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice ) - THROWDEF_RTE_IAE -{ - sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True ); - nDiff++; - - if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 ) - THROW_IAE; - - double fRet = 100.0; - fRet /= fPrice; - fRet--; - fRet /= double( nDiff ); - fRet *= 360.0; - - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getOddfprice( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, - double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) - THROW_IAE; - - double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getOddfyield( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, - double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) - THROW_IAE; - - double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq, - getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getOddlprice( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, - double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) - THROW_IAE; - - double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq, - getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getOddlyield( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, - double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) - THROW_IAE; - - double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq, - getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -// ============================================================================ -// XIRR helper functions - -#define V_(i) (*rValues.Get(i)) -#define D_(i) (*rDates.Get(i)) - -/** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */ -double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) -{ - /* V_0 ... V_n = input values. - D_0 ... D_n = input dates. - R = input interest rate. - - r := R+1 - E_i := (D_i-D_0) / 365 - - n V_i n V_i - f(R) = SUM ------- = V_0 + SUM ------- . - i=0 r^E_i i=1 r^E_i - */ - double D_0 = D_(0); - double r = fRate + 1.0; - double fResult = V_(0); - for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) - fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 ); - return fResult; -} - -/** Calculates the first derivation of lcl_sca_XirrResult(). */ -double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) -{ - /* V_0 ... V_n = input values. - D_0 ... D_n = input dates. - R = input interest rate. - - r := R+1 - E_i := (D_i-D_0) / 365 - - n V_i - f'(R) = [ V_0 + SUM ------- ]' - i=1 r^E_i - - n V_i n E_i V_i - = 0 + SUM -E_i ----------- r' = - SUM ----------- . - i=1 r^(E_i+1) i=1 r^(E_i+1) - */ - double D_0 = D_(0); - double r = fRate + 1.0; - double fResult = 0.0; - for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) - { - double E_i = (D_(i) - D_0) / 365.0; - fResult -= E_i * V_(i) / pow( r, E_i + 1.0 ); - } - return fResult; -} - -#undef V_ -#undef D_ - - -// ---------------------------------------------------------------------------- -// XIRR calculation - -double SAL_CALL AnalysisAddIn::getXirr( - constREFXPS& xOpt, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates, const ANY& rGuessRate ) THROWDEF_RTE_IAE -{ - ScaDoubleList aValues, aDates; - aValues.Append( rValues ); - aDates.Append( rDates ); - - if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) ) - THROW_IAE; - - // result interest rate, initialized with passed guessed rate, or 10% - double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 ); - if( fResultRate <= -1 ) - THROW_IAE; - - // maximum epsilon for end of iteration - static const double fMaxEps = 1e-10; - // maximum number of iterations - static const sal_Int32 nMaxIter = 50; - - // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0. - double fNewRate, fRateEps, fResultValue; - sal_Int32 nIter = 0; - bool bContLoop; - do - { - fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate ); - fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate ); - fRateEps = fabs( fNewRate - fResultRate ); - fResultRate = fNewRate; - bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps); - } - while( bContLoop && (++nIter < nMaxIter) ); - - if( bContLoop ) - THROW_IAE; - RETURN_FINITE( fResultRate ); -} - - -// ============================================================================ - -double SAL_CALL AnalysisAddIn::getXnpv( - double fRate, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates ) THROWDEF_RTE_IAE -{ - ScaDoubleList aValList; - ScaDoubleList aDateList; - - aValList.Append( rValues ); - aDateList.Append( rDates ); - - sal_Int32 nNum = aValList.Count(); - - if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 ) - THROW_IAE; - - double fRet = 0.0; - double fNull = *aDateList.Get( 0 ); - fRate++; - - for( sal_Int32 i = 0 ; i < nNum ; i++ ) - fRet += *aValList.Get( i ) / ( pow( fRate, ( *aDateList.Get( i ) - fNull ) / 365.0 ) ); - - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getIntrate( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE -{ - if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) - THROW_IAE; - - double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getCoupncd( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getCoupdays( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getCoupdaysnc( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getCoupdaybs( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getCouppcd( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getCoupnum( constREFXPS& xOpt, - sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE -{ - double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); - RETURN_FINITE( fRet ); -} - - -double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const SEQSEQ( double )& rSchedule ) THROWDEF_RTE_IAE -{ - ScaDoubleList aSchedList; - - aSchedList.Append( rSchedule ); - - for( const double* p = aSchedList.First() ; p ; p = aSchedList.Next() ) - fPrinc *= 1.0 + *p; - - RETURN_FINITE( fPrinc ); -} - - -/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ |