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Diffstat (limited to 'scaddins/source/analysis/financial.cxx')
| -rw-r--r-- | scaddins/source/analysis/financial.cxx | 667 |
1 files changed, 667 insertions, 0 deletions
diff --git a/scaddins/source/analysis/financial.cxx b/scaddins/source/analysis/financial.cxx new file mode 100644 index 000000000000..fd5731d008a0 --- /dev/null +++ b/scaddins/source/analysis/financial.cxx @@ -0,0 +1,667 @@ +/************************************************************************* + * + * 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 ); + +#if 0 + double fRet = 1.0 - fPrice / fRedemp; + fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) ); + fRet /= 0.99795; // don't know what this constant means in original +#endif + + 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 ); +} + + |