merge accrint, accrintm #58
This commit is contained in:
Brian Hung
committed by
Nicolás Hatcher
Nicolás Hatcher
parent
050677f905
commit
15b67323ed
@@ -92,6 +92,38 @@ fn days360_eu(start: chrono::NaiveDate, end: chrono::NaiveDate) -> i32 {
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d2 + m2 * 30 + y2 * 360 - d1 - m1 * 30 - y1 * 360
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}
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fn days_30us_360(start: chrono::NaiveDate, end: chrono::NaiveDate) -> i32 {
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let mut d1 = start.day() as i32;
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let mut d2 = end.day() as i32;
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let m1 = start.month() as i32;
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let m2 = end.month() as i32;
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let y1 = start.year();
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let y2 = end.year();
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if d1 == 31 {
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d1 = 30;
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}
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if d2 == 31 && (d1 == 30 || d1 == 31) {
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d2 = 30;
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}
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(y2 - y1) * 360 + (m2 - m1) * 30 + (d2 - d1)
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}
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fn days_30e_360(start: chrono::NaiveDate, end: chrono::NaiveDate) -> i32 {
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let mut d1 = start.day() as i32;
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let mut d2 = end.day() as i32;
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let m1 = start.month() as i32;
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let m2 = end.month() as i32;
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let y1 = start.year();
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let y2 = end.year();
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if d1 == 31 {
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d1 = 30;
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}
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if d2 == 31 {
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d2 = 30;
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}
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(y2 - y1) * 360 + (m2 - m1) * 30 + (d2 - d1)
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}
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fn days_between(start: i64, end: i64, basis: i32) -> Result<i32, String> {
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let start_date = from_excel_date(start)?;
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let end_date = from_excel_date(end)?;
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@@ -129,6 +161,22 @@ fn year_diff(start: i64, end: i64, basis: i32) -> Result<f64, String> {
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year_frac(start, end, basis)
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}
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fn year_fraction(
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start: chrono::NaiveDate,
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end: chrono::NaiveDate,
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basis: i32,
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) -> Result<f64, String> {
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let days = match basis {
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0 => days_30us_360(start, end) as f64 / 360.0,
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1 => (end - start).num_days() as f64 / 365.0,
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2 => (end - start).num_days() as f64 / 360.0,
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3 => (end - start).num_days() as f64 / 365.0,
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4 => days_30e_360(start, end) as f64 / 360.0,
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_ => return Err("Invalid basis".to_string()),
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};
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Ok(days)
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}
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fn compute_payment(
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rate: f64,
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nper: f64,
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@@ -542,6 +590,197 @@ impl Model {
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CalcResult::Number(result)
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}
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// ACCRINT(issue, first_interest, settlement, rate, par, freq, [basis], [calc])
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pub(crate) fn fn_accrint(&mut self, args: &[Node], cell: CellReferenceIndex) -> CalcResult {
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let arg_count = args.len();
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if !(6..=8).contains(&arg_count) {
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return CalcResult::new_args_number_error(cell);
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}
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let issue = match self.get_number_no_bools(&args[0], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let first = match self.get_number_no_bools(&args[1], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let settlement = match self.get_number_no_bools(&args[2], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let rate = match self.get_number_no_bools(&args[3], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let par = match self.get_number_no_bools(&args[4], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let freq = match self.get_number_no_bools(&args[5], cell) {
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Ok(f) => f as i32,
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Err(s) => return s,
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};
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let basis = if arg_count > 6 {
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match self.get_number_no_bools(&args[6], cell) {
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Ok(f) => f as i32,
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Err(s) => return s,
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}
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} else {
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0
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};
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let calc = if arg_count > 7 {
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match self.get_number(&args[7], cell) {
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Ok(f) => f != 0.0,
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Err(s) => return s,
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}
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} else {
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true
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};
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if !(freq == 1 || freq == 2 || freq == 4) {
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return CalcResult::new_error(Error::NUM, cell, "invalid frequency".to_string());
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}
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if !(0..=4).contains(&basis) {
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return CalcResult::new_error(Error::NUM, cell, "invalid basis".to_string());
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}
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if par < 0.0 {
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return CalcResult::new_error(Error::NUM, cell, "par cannot be negative".to_string());
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}
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if rate < 0.0 {
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return CalcResult::new_error(Error::NUM, cell, "rate cannot be negative".to_string());
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}
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let issue_d = match from_excel_date(issue as i64) {
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Ok(d) => d,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "Invalid date".to_string()),
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};
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let first_d = match from_excel_date(first as i64) {
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Ok(d) => d,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "Invalid date".to_string()),
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};
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let settle_d = match from_excel_date(settlement as i64) {
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Ok(d) => d,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "Invalid date".to_string()),
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};
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if settle_d < issue_d {
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return CalcResult::new_error(Error::NUM, cell, "settlement < issue".to_string());
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}
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if first_d < issue_d {
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return CalcResult::new_error(Error::NUM, cell, "first_interest < issue".to_string());
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}
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if settle_d < first_d {
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return CalcResult::new_error(
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Error::NUM,
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cell,
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"settlement < first_interest".to_string(),
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);
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}
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let months = 12 / freq;
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let mut prev = first_d;
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if settle_d <= first_d {
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prev = issue_d;
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} else {
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while prev <= settle_d {
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let next = prev + chrono::Months::new(months as u32);
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if next > settle_d {
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break;
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}
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prev = next;
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}
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}
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let next_coupon = prev + chrono::Months::new(months as u32);
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let mut result = 0.0;
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if calc {
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let mut next = first_d;
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while next < prev {
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result += rate * par / freq as f64;
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next = next + chrono::Months::new(months as u32);
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}
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}
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let days_in_period = match year_fraction(prev, next_coupon, basis) {
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Ok(f) => f,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "invalid basis".to_string()),
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};
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let days_elapsed = match year_fraction(prev, settle_d, basis) {
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Ok(f) => f,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "invalid basis".to_string()),
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};
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result += rate * par / freq as f64
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* if days_in_period == 0.0 {
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0.0
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} else {
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days_elapsed / days_in_period
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};
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CalcResult::Number(result)
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}
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// ACCRINTM(issue, settlement, rate, par, [basis])
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pub(crate) fn fn_accrintm(&mut self, args: &[Node], cell: CellReferenceIndex) -> CalcResult {
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let arg_count = args.len();
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if !(4..=5).contains(&arg_count) {
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return CalcResult::new_args_number_error(cell);
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}
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let issue = match self.get_number_no_bools(&args[0], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let settlement = match self.get_number_no_bools(&args[1], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let rate = match self.get_number_no_bools(&args[2], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let par = match self.get_number_no_bools(&args[3], cell) {
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Ok(f) => f,
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Err(s) => return s,
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};
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let basis = if arg_count > 4 {
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match self.get_number_no_bools(&args[4], cell) {
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Ok(f) => f as i32,
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Err(s) => return s,
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}
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} else {
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0
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};
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if !(0..=4).contains(&basis) {
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return CalcResult::new_error(Error::NUM, cell, "invalid basis".to_string());
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}
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if par < 0.0 {
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return CalcResult::new_error(Error::NUM, cell, "par cannot be negative".to_string());
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}
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if rate < 0.0 {
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return CalcResult::new_error(Error::NUM, cell, "rate cannot be negative".to_string());
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}
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let issue_d = match from_excel_date(issue as i64) {
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Ok(d) => d,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "Invalid date".to_string()),
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};
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let settle_d = match from_excel_date(settlement as i64) {
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Ok(d) => d,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "Invalid date".to_string()),
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};
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if settle_d < issue_d {
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return CalcResult::new_error(Error::NUM, cell, "settlement < issue".to_string());
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}
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let frac = match year_fraction(issue_d, settle_d, basis) {
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Ok(f) => f,
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Err(_) => return CalcResult::new_error(Error::NUM, cell, "invalid basis".to_string()),
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};
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CalcResult::Number(par * rate * frac)
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}
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// RATE(nper, pmt, pv, [fv], [type], [guess])
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pub(crate) fn fn_rate(&mut self, args: &[Node], cell: CellReferenceIndex) -> CalcResult {
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let arg_count = args.len();
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