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ref #65, new formula functions: COUPDAYBS, COUPDAYS and COUPDAYSNC

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xuri 3 years ago
parent 57275db22e
commit 72410361b0
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2 changed files with 169 additions and 7 deletions
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143
calc.go
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@ -350,6 +350,9 @@ type formulaFuncs struct {
// COUNT // COUNT
// COUNTA // COUNTA
// COUNTBLANK // COUNTBLANK
// COUPDAYBS
// COUPDAYS
// COUPDAYSNC
// COUPNCD // COUPNCD
// COUPNUM // COUPNUM
// COUPPCD // COUPPCD
@ -9642,16 +9645,22 @@ func (fn *formulaFuncs) prepareCouponArgs(name string, argsList *list.List) form
return newErrorFormulaArg(formulaErrorVALUE, fmt.Sprintf("%s requires 3 or 4 arguments", name)) return newErrorFormulaArg(formulaErrorVALUE, fmt.Sprintf("%s requires 3 or 4 arguments", name))
} }
args := list.New().Init() args := list.New().Init()
args.PushBack(argsList.Front().Value.(formulaArg)) settlement := argsList.Front().Value.(formulaArg).ToNumber()
settlement := fn.DATEVALUE(args)
if settlement.Type != ArgNumber { if settlement.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) args.PushBack(argsList.Front().Value.(formulaArg))
settlement = fn.DATEVALUE(args)
if settlement.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
} }
args.Init() maturity := argsList.Front().Next().Value.(formulaArg).ToNumber()
args.PushBack(argsList.Front().Next().Value.(formulaArg))
maturity := fn.DATEVALUE(args)
if maturity.Type != ArgNumber { if maturity.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE) args.Init()
args.PushBack(argsList.Front().Next().Value.(formulaArg))
maturity = fn.DATEVALUE(args)
if maturity.Type != ArgNumber {
return newErrorFormulaArg(formulaErrorVALUE, formulaErrorVALUE)
}
} }
if settlement.Number >= maturity.Number { if settlement.Number >= maturity.Number {
return newErrorFormulaArg(formulaErrorNUM, fmt.Sprintf("%s requires maturity > settlement", name)) return newErrorFormulaArg(formulaErrorNUM, fmt.Sprintf("%s requires maturity > settlement", name))
@ -9672,6 +9681,126 @@ func (fn *formulaFuncs) prepareCouponArgs(name string, argsList *list.List) form
return newListFormulaArg([]formulaArg{settlement, maturity, frequency, basis}) return newListFormulaArg([]formulaArg{settlement, maturity, frequency, basis})
} }
// is30BasisMethod determine if the financial day count basis rules is 30/360
// methods.
func is30BasisMethod(basis int) bool {
return basis == 0 || basis == 4
}
// getDaysInMonthRange return the day by given year, month range and day count
// basis.
func getDaysInMonthRange(year, fromMonth, toMonth, basis int) int {
if fromMonth > toMonth {
return 0
}
return (toMonth - fromMonth + 1) * 30
}
// getDayOnBasis returns the day by given date and day count basis.
func getDayOnBasis(y, m, d, basis int) int {
if !is30BasisMethod(basis) {
return d
}
day := d
dim := getDaysInMonth(y, m)
if day > 30 || d >= dim || day >= dim {
day = 30
}
return day
}
// coupdays returns the number of days that base on date range and the day
// count basis to be used.
func coupdays(from, to time.Time, basis int) float64 {
days := 0
fromY, fromM, fromD := from.Date()
toY, toM, toD := to.Date()
fromDay, toDay := getDayOnBasis(fromY, int(fromM), fromD, basis), getDayOnBasis(toY, int(toM), toD, basis)
if !is30BasisMethod(basis) {
return (daysBetween(excelMinTime1900.Unix(), makeDate(toY, toM, toDay)) + 1) - (daysBetween(excelMinTime1900.Unix(), makeDate(fromY, fromM, fromDay)) + 1)
}
if basis == 0 {
if (int(fromM) == 2 || fromDay < 30) && toD == 31 {
toDay = 31
}
} else {
if int(fromM) == 2 && fromDay == 30 {
fromDay = getDaysInMonth(fromY, 2)
}
if int(toM) == 2 && toDay == 30 {
toDay = getDaysInMonth(toY, 2)
}
}
if fromY < toY || (fromY == toY && int(fromM) < int(toM)) {
days = 30 - fromDay + 1
fromD = 1
fromDay = 1
date := time.Date(fromY, fromM, fromD, 0, 0, 0, 0, time.UTC).AddDate(0, 1, 0)
if date.Year() < toY {
days += getDaysInMonthRange(date.Year(), int(date.Month()), 12, basis)
date = date.AddDate(0, 13-int(date.Month()), 0)
}
days += getDaysInMonthRange(toY, int(date.Month()), int(toM)-1, basis)
date = date.AddDate(0, int(toM)-int(date.Month()), 0)
}
days += toDay - fromDay
if days > 0 {
return float64(days)
}
return 0
}
// COUPDAYBS function calculates the number of days from the beginning of a
// coupon's period to the settlement date. The syntax of the function is:
//
// COUPDAYBS(settlement,maturity,frequency,[basis])
//
func (fn *formulaFuncs) COUPDAYBS(argsList *list.List) formulaArg {
args := fn.prepareCouponArgs("COUPDAYBS", argsList)
if args.Type != ArgList {
return args
}
settlement := timeFromExcelTime(args.List[0].Number, false)
pcd := timeFromExcelTime(fn.COUPPCD(argsList).Number, false)
return newNumberFormulaArg(coupdays(pcd, settlement, int(args.List[3].Number)))
}
// COUPDAYS function calculates the number of days in a coupon period that
// contains the settlement date. The syntax of the function is:
//
// COUPDAYS(settlement,maturity,frequency,[basis])
//
func (fn *formulaFuncs) COUPDAYS(argsList *list.List) formulaArg {
args := fn.prepareCouponArgs("COUPDAYS", argsList)
if args.Type != ArgList {
return args
}
freq := args.List[2].Number
basis := int(args.List[3].Number)
if basis == 1 {
pcd := timeFromExcelTime(fn.COUPPCD(argsList).Number, false)
next := pcd.AddDate(0, 12/int(freq), 0)
return newNumberFormulaArg(coupdays(pcd, next, basis))
}
return newNumberFormulaArg(float64(getYearDays(0, basis)) / freq)
}
// COUPDAYSNC function calculates the number of days from the settlement date
// to the next coupon date. The syntax of the function is:
//
// COUPDAYSNC(settlement,maturity,frequency,[basis])
//
func (fn *formulaFuncs) COUPDAYSNC(argsList *list.List) formulaArg {
args := fn.prepareCouponArgs("COUPDAYSNC", argsList)
if args.Type != ArgList {
return args
}
settlement := timeFromExcelTime(args.List[0].Number, false)
basis := int(args.List[3].Number)
ncd := timeFromExcelTime(fn.COUPNCD(argsList).Number, false)
return newNumberFormulaArg(coupdays(settlement, ncd, basis))
}
// COUPNCD function calculates the number of coupons payable, between a // COUPNCD function calculates the number of coupons payable, between a
// security's settlement date and maturity date, rounded up to the nearest // security's settlement date and maturity date, rounded up to the nearest
// whole coupon. The syntax of the function is: // whole coupon. The syntax of the function is:

33
calc_test.go
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@ -1417,6 +1417,18 @@ func TestCalcCellValue(t *testing.T) {
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,20,15%,4)": "0", "=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,20,15%,4)": "0",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,6,15%,4)": "0.6875", "=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,6,15%,4)": "0.6875",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,0,15%,4)": "16.8125", "=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,0,15%,4)": "16.8125",
// COUPDAYBS
"=COUPDAYBS(\"02/24/2000\",\"11/24/2000\",4,4)": "0",
"=COUPDAYBS(\"03/27/2000\",\"11/29/2000\",4,4)": "28",
"=COUPDAYBS(\"02/29/2000\",\"04/01/2000\",4,4)": "58",
"=COUPDAYBS(\"01/01/2011\",\"10/25/2012\",4)": "66",
"=COUPDAYBS(\"01/01/2011\",\"10/25/2012\",4,1)": "68",
"=COUPDAYBS(\"10/31/2011\",\"02/26/2012\",4,0)": "65",
// COUPDAYS
"=COUPDAYS(\"01/01/2011\",\"10/25/2012\",4)": "90",
"=COUPDAYS(\"01/01/2011\",\"10/25/2012\",4,1)": "92",
// COUPDAYSNC
"=COUPDAYSNC(\"01/01/2011\",\"10/25/2012\",4)": "24",
// COUPNCD // COUPNCD
"=COUPNCD(\"01/01/2011\",\"10/25/2012\",4)": "40568", "=COUPNCD(\"01/01/2011\",\"10/25/2012\",4)": "40568",
"=COUPNCD(\"01/01/2011\",\"10/25/2012\",4,0)": "40568", "=COUPNCD(\"01/01/2011\",\"10/25/2012\",4,0)": "40568",
@ -2746,6 +2758,27 @@ func TestCalcCellValue(t *testing.T) {
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,-1)": "#NUM!", "=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,-1)": "#NUM!",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,20%,\"\")": "#NUM!", "=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,20%,\"\")": "#NUM!",
"=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,20%,5)": "invalid basis", "=AMORLINC(150,\"01/01/2015\",\"09/30/2015\",20,1,20%,5)": "invalid basis",
// COUPDAYBS
"=COUPDAYBS()": "COUPDAYBS requires 3 or 4 arguments",
"=COUPDAYBS(\"\",\"10/25/2012\",4)": "#VALUE!",
"=COUPDAYBS(\"01/01/2011\",\"\",4)": "#VALUE!",
"=COUPDAYBS(\"01/01/2011\",\"10/25/2012\",\"\")": "#VALUE!",
"=COUPDAYBS(\"01/01/2011\",\"10/25/2012\",4,\"\")": "#NUM!",
"=COUPDAYBS(\"10/25/2012\",\"01/01/2011\",4)": "COUPDAYBS requires maturity > settlement",
// COUPDAYS
"=COUPDAYS()": "COUPDAYS requires 3 or 4 arguments",
"=COUPDAYS(\"\",\"10/25/2012\",4)": "#VALUE!",
"=COUPDAYS(\"01/01/2011\",\"\",4)": "#VALUE!",
"=COUPDAYS(\"01/01/2011\",\"10/25/2012\",\"\")": "#VALUE!",
"=COUPDAYS(\"01/01/2011\",\"10/25/2012\",4,\"\")": "#NUM!",
"=COUPDAYS(\"10/25/2012\",\"01/01/2011\",4)": "COUPDAYS requires maturity > settlement",
// COUPDAYSNC
"=COUPDAYSNC()": "COUPDAYSNC requires 3 or 4 arguments",
"=COUPDAYSNC(\"\",\"10/25/2012\",4)": "#VALUE!",
"=COUPDAYSNC(\"01/01/2011\",\"\",4)": "#VALUE!",
"=COUPDAYSNC(\"01/01/2011\",\"10/25/2012\",\"\")": "#VALUE!",
"=COUPDAYSNC(\"01/01/2011\",\"10/25/2012\",4,\"\")": "#NUM!",
"=COUPDAYSNC(\"10/25/2012\",\"01/01/2011\",4)": "COUPDAYSNC requires maturity > settlement",
// COUPNCD // COUPNCD
"=COUPNCD()": "COUPNCD requires 3 or 4 arguments", "=COUPNCD()": "COUPNCD requires 3 or 4 arguments",
"=COUPNCD(\"01/01/2011\",\"10/25/2012\",4,0,0)": "COUPNCD requires 3 or 4 arguments", "=COUPNCD(\"01/01/2011\",\"10/25/2012\",4,0,0)": "COUPNCD requires 3 or 4 arguments",

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