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MarkBaker
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,46 @@ | ||
| <?php | ||
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| namespace PhpOffice\PhpSpreadsheet\Calculation\Financial; | ||
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| use PhpOffice\PhpSpreadsheet\Calculation\DateTime; | ||
| use PhpOffice\PhpSpreadsheet\Calculation\Functions; | ||
|
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| class Helpers | ||
| { | ||
| public const DAYS_PER_YEAR_NASD = 0; | ||
| public const DAYS_PER_YEAR_ACTUAL = 1; | ||
| public const DAYS_PER_YEAR_360 = 2; | ||
| public const DAYS_PER_YEAR_365 = 3; | ||
| public const DAYS_PER_YEAR_360_EUROPEAN = 4; | ||
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| /** | ||
| * daysPerYear. | ||
| * | ||
| * Returns the number of days in a specified year, as defined by the "basis" value | ||
| * | ||
| * @param int|string $year The year against which we're testing | ||
| * @param int|string $basis The type of day count: | ||
| * 0 or omitted US (NASD) 360 | ||
| * 1 Actual (365 or 366 in a leap year) | ||
| * 2 360 | ||
| * 3 365 | ||
| * 4 European 360 | ||
| * | ||
| * @return int|string Result, or a string containing an error | ||
| */ | ||
| public static function daysPerYear($year, $basis = 0) | ||
| { | ||
| switch ($basis) { | ||
| case self::DAYS_PER_YEAR_NASD: | ||
| case self::DAYS_PER_YEAR_360: | ||
| case self::DAYS_PER_YEAR_360_EUROPEAN: | ||
| return 360; | ||
| case self::DAYS_PER_YEAR_365: | ||
| return 365; | ||
| case self::DAYS_PER_YEAR_ACTUAL: | ||
| return (DateTime::isLeapYear($year)) ? 366 : 365; | ||
| } | ||
|
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| return Functions::NAN(); | ||
| } | ||
| } |
152 changes: 152 additions & 0 deletions
152
src/PhpSpreadsheet/Calculation/Financial/TreasuryBill.php
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,152 @@ | ||
| <?php | ||
|
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| namespace PhpOffice\PhpSpreadsheet\Calculation\Financial; | ||
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| use PhpOffice\PhpSpreadsheet\Calculation\DateTime; | ||
| use PhpOffice\PhpSpreadsheet\Calculation\Functions; | ||
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| class TreasuryBill | ||
| { | ||
| /** | ||
| * TBILLEQ. | ||
| * | ||
| * Returns the bond-equivalent yield for a Treasury bill. | ||
| * | ||
| * @param mixed $settlement The Treasury bill's settlement date. | ||
| * The Treasury bill's settlement date is the date after the issue date | ||
| * when the Treasury bill is traded to the buyer. | ||
| * @param mixed $maturity The Treasury bill's maturity date. | ||
| * The maturity date is the date when the Treasury bill expires. | ||
| * @param int $discount The Treasury bill's discount rate | ||
| * | ||
| * @return float|string Result, or a string containing an error | ||
| */ | ||
| public static function bondEquivalentYield($settlement, $maturity, $discount) | ||
| { | ||
| $settlement = Functions::flattenSingleValue($settlement); | ||
| $maturity = Functions::flattenSingleValue($maturity); | ||
| $discount = Functions::flattenSingleValue($discount); | ||
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| // Use TBILLPRICE for validation | ||
| $testValue = self::price($settlement, $maturity, $discount); | ||
| if (is_string($testValue)) { | ||
| return $testValue; | ||
| } | ||
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| if (is_string($maturity = DateTime::getDateValue($maturity))) { | ||
| return Functions::VALUE(); | ||
| } | ||
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| if (Functions::getCompatibilityMode() === Functions::COMPATIBILITY_OPENOFFICE) { | ||
| ++$maturity; | ||
| $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360; | ||
| } else { | ||
| $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement)); | ||
| } | ||
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| return (365 * $discount) / (360 - $discount * $daysBetweenSettlementAndMaturity); | ||
| } | ||
|
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| /** | ||
| * TBILLPRICE. | ||
| * | ||
| * Returns the price per $100 face value for a Treasury bill. | ||
| * | ||
| * @param mixed $settlement The Treasury bill's settlement date. | ||
| * The Treasury bill's settlement date is the date after the issue date | ||
| * when the Treasury bill is traded to the buyer. | ||
| * @param mixed $maturity The Treasury bill's maturity date. | ||
| * The maturity date is the date when the Treasury bill expires. | ||
| * @param int $discount The Treasury bill's discount rate | ||
| * | ||
| * @return float|string Result, or a string containing an error | ||
| */ | ||
| public static function price($settlement, $maturity, $discount) | ||
| { | ||
| $settlement = Functions::flattenSingleValue($settlement); | ||
| $maturity = Functions::flattenSingleValue($maturity); | ||
| $discount = Functions::flattenSingleValue($discount); | ||
|
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| if (is_string($maturity = DateTime::getDateValue($maturity))) { | ||
| return Functions::VALUE(); | ||
| } | ||
|
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| // Validate | ||
| if (is_numeric($discount)) { | ||
| if ($discount <= 0) { | ||
| return Functions::NAN(); | ||
| } | ||
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| if (Functions::getCompatibilityMode() === Functions::COMPATIBILITY_OPENOFFICE) { | ||
| ++$maturity; | ||
| $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360; | ||
| if (!is_numeric($daysBetweenSettlementAndMaturity)) { | ||
| // return date error | ||
| return $daysBetweenSettlementAndMaturity; | ||
| } | ||
| } else { | ||
| $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement)); | ||
| } | ||
|
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| if ($daysBetweenSettlementAndMaturity > Helpers::daysPerYear(DateTime::YEAR($maturity), 1)) { | ||
| return Functions::NAN(); | ||
| } | ||
|
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| $price = 100 * (1 - (($discount * $daysBetweenSettlementAndMaturity) / 360)); | ||
| if ($price <= 0) { | ||
| return Functions::NAN(); | ||
| } | ||
|
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| return $price; | ||
| } | ||
|
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| return Functions::VALUE(); | ||
| } | ||
|
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| /** | ||
| * TBILLYIELD. | ||
| * | ||
| * Returns the yield for a Treasury bill. | ||
| * | ||
| * @param mixed $settlement The Treasury bill's settlement date. | ||
| * The Treasury bill's settlement date is the date after the issue date when | ||
| * the Treasury bill is traded to the buyer. | ||
| * @param mixed $maturity The Treasury bill's maturity date. | ||
| * The maturity date is the date when the Treasury bill expires. | ||
| * @param int $price The Treasury bill's price per $100 face value | ||
| * | ||
| * @return float|mixed|string | ||
| */ | ||
| public static function yield($settlement, $maturity, $price) | ||
| { | ||
| $settlement = Functions::flattenSingleValue($settlement); | ||
| $maturity = Functions::flattenSingleValue($maturity); | ||
| $price = Functions::flattenSingleValue($price); | ||
|
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| // Validate | ||
| if (is_numeric($price)) { | ||
| if ($price <= 0) { | ||
| return Functions::NAN(); | ||
| } | ||
|
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| if (Functions::getCompatibilityMode() == Functions::COMPATIBILITY_OPENOFFICE) { | ||
| ++$maturity; | ||
| $daysBetweenSettlementAndMaturity = DateTime::YEARFRAC($settlement, $maturity) * 360; | ||
| if (!is_numeric($daysBetweenSettlementAndMaturity)) { | ||
| // return date error | ||
| return $daysBetweenSettlementAndMaturity; | ||
| } | ||
| } else { | ||
| $daysBetweenSettlementAndMaturity = (DateTime::getDateValue($maturity) - DateTime::getDateValue($settlement)); | ||
| } | ||
|
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| if ($daysBetweenSettlementAndMaturity > 360) { | ||
| return Functions::NAN(); | ||
| } | ||
|
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| return ((100 - $price) / $price) * (360 / $daysBetweenSettlementAndMaturity); | ||
| } | ||
|
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| return Functions::VALUE(); | ||
| } | ||
| } |