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feature/br
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feature/br
| Author | SHA1 | Date | |
|---|---|---|---|
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557582934b |
@@ -550,6 +550,14 @@ fn args_signature_irr(arg_count: usize) -> Vec<Signature> {
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}
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}
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}
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}
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fn args_signature_fvschedule(arg_count: usize) -> Vec<Signature> {
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if arg_count == 2 {
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vec![Signature::Scalar, Signature::Vector]
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} else {
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vec![Signature::Error; arg_count]
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}
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}
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fn args_signature_xirr(arg_count: usize) -> Vec<Signature> {
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fn args_signature_xirr(arg_count: usize) -> Vec<Signature> {
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if arg_count == 2 {
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if arg_count == 2 {
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vec![Signature::Vector; arg_count]
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vec![Signature::Vector; arg_count]
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@@ -752,6 +760,7 @@ fn get_function_args_signature(kind: &Function, arg_count: usize) -> Vec<Signatu
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Function::Dollarfr => args_signature_scalars(arg_count, 2, 0),
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Function::Dollarfr => args_signature_scalars(arg_count, 2, 0),
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Function::Effect => args_signature_scalars(arg_count, 2, 0),
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Function::Effect => args_signature_scalars(arg_count, 2, 0),
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Function::Fv => args_signature_scalars(arg_count, 3, 2),
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Function::Fv => args_signature_scalars(arg_count, 3, 2),
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Function::Fvschedule => args_signature_fvschedule(arg_count),
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Function::Ipmt => args_signature_scalars(arg_count, 4, 2),
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Function::Ipmt => args_signature_scalars(arg_count, 4, 2),
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Function::Irr => args_signature_irr(arg_count),
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Function::Irr => args_signature_irr(arg_count),
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Function::Ispmt => args_signature_scalars(arg_count, 4, 0),
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Function::Ispmt => args_signature_scalars(arg_count, 4, 0),
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@@ -759,9 +768,20 @@ fn get_function_args_signature(kind: &Function, arg_count: usize) -> Vec<Signatu
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Function::Nominal => args_signature_scalars(arg_count, 2, 0),
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Function::Nominal => args_signature_scalars(arg_count, 2, 0),
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Function::Nper => args_signature_scalars(arg_count, 3, 2),
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Function::Nper => args_signature_scalars(arg_count, 3, 2),
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Function::Npv => args_signature_npv(arg_count),
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Function::Npv => args_signature_npv(arg_count),
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Function::Duration => args_signature_scalars(arg_count, 5, 1),
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Function::Mduration => args_signature_scalars(arg_count, 5, 1),
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Function::Pduration => args_signature_scalars(arg_count, 3, 0),
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Function::Pduration => args_signature_scalars(arg_count, 3, 0),
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Function::Accrint => args_signature_scalars(arg_count, 6, 2),
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Function::Accrintm => args_signature_scalars(arg_count, 4, 1),
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Function::Coupdaybs => args_signature_scalars(arg_count, 3, 1),
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Function::Coupdays => args_signature_scalars(arg_count, 3, 1),
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Function::Coupdaysnc => args_signature_scalars(arg_count, 3, 1),
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Function::Coupncd => args_signature_scalars(arg_count, 3, 1),
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Function::Coupnum => args_signature_scalars(arg_count, 3, 1),
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Function::Couppcd => args_signature_scalars(arg_count, 3, 1),
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Function::Pmt => args_signature_scalars(arg_count, 3, 2),
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Function::Pmt => args_signature_scalars(arg_count, 3, 2),
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Function::Ppmt => args_signature_scalars(arg_count, 4, 2),
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Function::Ppmt => args_signature_scalars(arg_count, 4, 2),
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Function::Price => args_signature_scalars(arg_count, 6, 1),
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Function::Pv => args_signature_scalars(arg_count, 3, 2),
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Function::Pv => args_signature_scalars(arg_count, 3, 2),
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Function::Rate => args_signature_scalars(arg_count, 3, 3),
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Function::Rate => args_signature_scalars(arg_count, 3, 3),
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Function::Rri => args_signature_scalars(arg_count, 3, 0),
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Function::Rri => args_signature_scalars(arg_count, 3, 0),
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@@ -770,6 +790,14 @@ fn get_function_args_signature(kind: &Function, arg_count: usize) -> Vec<Signatu
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Function::Tbilleq => args_signature_scalars(arg_count, 3, 0),
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Function::Tbilleq => args_signature_scalars(arg_count, 3, 0),
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Function::Tbillprice => args_signature_scalars(arg_count, 3, 0),
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Function::Tbillprice => args_signature_scalars(arg_count, 3, 0),
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Function::Tbillyield => args_signature_scalars(arg_count, 3, 0),
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Function::Tbillyield => args_signature_scalars(arg_count, 3, 0),
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Function::Yield => args_signature_scalars(arg_count, 6, 1),
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Function::Pricedisc => args_signature_scalars(arg_count, 4, 1),
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Function::Pricemat => args_signature_scalars(arg_count, 5, 1),
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Function::Yielddisc => args_signature_scalars(arg_count, 4, 1),
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Function::Yieldmat => args_signature_scalars(arg_count, 5, 1),
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Function::Disc => args_signature_scalars(arg_count, 4, 1),
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Function::Received => args_signature_scalars(arg_count, 4, 1),
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Function::Intrate => args_signature_scalars(arg_count, 4, 1),
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Function::Xirr => args_signature_xirr(arg_count),
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Function::Xirr => args_signature_xirr(arg_count),
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Function::Xnpv => args_signature_xnpv(arg_count),
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Function::Xnpv => args_signature_xnpv(arg_count),
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Function::Besseli => args_signature_scalars(arg_count, 2, 0),
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Function::Besseli => args_signature_scalars(arg_count, 2, 0),
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@@ -1016,6 +1044,7 @@ fn static_analysis_on_function(kind: &Function, args: &[Node]) -> StaticResult {
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Function::Dollarfr => not_implemented(args),
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Function::Dollarfr => not_implemented(args),
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Function::Effect => not_implemented(args),
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Function::Effect => not_implemented(args),
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Function::Fv => not_implemented(args),
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Function::Fv => not_implemented(args),
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Function::Fvschedule => not_implemented(args),
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Function::Ipmt => not_implemented(args),
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Function::Ipmt => not_implemented(args),
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Function::Irr => not_implemented(args),
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Function::Irr => not_implemented(args),
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Function::Ispmt => not_implemented(args),
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Function::Ispmt => not_implemented(args),
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@@ -1023,9 +1052,20 @@ fn static_analysis_on_function(kind: &Function, args: &[Node]) -> StaticResult {
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Function::Nominal => not_implemented(args),
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Function::Nominal => not_implemented(args),
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Function::Nper => not_implemented(args),
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Function::Nper => not_implemented(args),
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Function::Npv => not_implemented(args),
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Function::Npv => not_implemented(args),
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Function::Duration => not_implemented(args),
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Function::Mduration => not_implemented(args),
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Function::Pduration => not_implemented(args),
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Function::Pduration => not_implemented(args),
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Function::Accrint => not_implemented(args),
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Function::Accrintm => not_implemented(args),
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Function::Coupdaybs => not_implemented(args),
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Function::Coupdays => not_implemented(args),
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Function::Coupdaysnc => not_implemented(args),
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Function::Coupncd => not_implemented(args),
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Function::Coupnum => not_implemented(args),
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Function::Couppcd => not_implemented(args),
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Function::Pmt => not_implemented(args),
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Function::Pmt => not_implemented(args),
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Function::Ppmt => not_implemented(args),
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Function::Ppmt => not_implemented(args),
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Function::Price => not_implemented(args),
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Function::Pv => not_implemented(args),
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Function::Pv => not_implemented(args),
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Function::Rate => not_implemented(args),
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Function::Rate => not_implemented(args),
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Function::Rri => not_implemented(args),
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Function::Rri => not_implemented(args),
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@@ -1034,6 +1074,14 @@ fn static_analysis_on_function(kind: &Function, args: &[Node]) -> StaticResult {
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Function::Tbilleq => not_implemented(args),
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Function::Tbilleq => not_implemented(args),
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Function::Tbillprice => not_implemented(args),
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Function::Tbillprice => not_implemented(args),
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Function::Tbillyield => not_implemented(args),
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Function::Tbillyield => not_implemented(args),
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Function::Yield => not_implemented(args),
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Function::Pricedisc => not_implemented(args),
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Function::Pricemat => not_implemented(args),
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Function::Yielddisc => not_implemented(args),
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Function::Yieldmat => not_implemented(args),
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Function::Disc => not_implemented(args),
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Function::Received => not_implemented(args),
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Function::Intrate => not_implemented(args),
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Function::Xirr => not_implemented(args),
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Function::Xirr => not_implemented(args),
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Function::Xnpv => not_implemented(args),
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Function::Xnpv => not_implemented(args),
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Function::Besseli => scalar_arguments(args),
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Function::Besseli => scalar_arguments(args),
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File diff suppressed because it is too large
Load Diff
@@ -217,6 +217,14 @@ pub enum Function {
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Isoweeknum,
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Isoweeknum,
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// Financial
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// Financial
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Accrint,
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Accrintm,
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Coupdaybs,
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Coupdays,
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Coupdaysnc,
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Coupncd,
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Coupnum,
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Couppcd,
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Cumipmt,
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Cumipmt,
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Cumprinc,
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Cumprinc,
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Db,
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Db,
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@@ -225,6 +233,7 @@ pub enum Function {
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Dollarfr,
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Dollarfr,
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Effect,
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Effect,
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Fv,
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Fv,
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Fvschedule,
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Ipmt,
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Ipmt,
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Irr,
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Irr,
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Ispmt,
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Ispmt,
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@@ -232,9 +241,12 @@ pub enum Function {
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Nominal,
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Nominal,
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Nper,
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Nper,
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Npv,
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Npv,
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Duration,
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Mduration,
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Pduration,
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Pduration,
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Pmt,
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Pmt,
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Ppmt,
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Ppmt,
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Price,
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Pv,
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Pv,
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Rate,
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Rate,
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Rri,
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Rri,
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@@ -243,8 +255,16 @@ pub enum Function {
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Tbilleq,
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Tbilleq,
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Tbillprice,
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Tbillprice,
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Tbillyield,
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Tbillyield,
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Pricedisc,
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Pricemat,
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Yielddisc,
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Yieldmat,
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Disc,
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Received,
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Intrate,
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Xirr,
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Xirr,
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Xnpv,
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Xnpv,
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Yield,
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// Engineering: Bessel and transcendental functions
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// Engineering: Bessel and transcendental functions
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Besseli,
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Besseli,
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@@ -313,7 +333,7 @@ pub enum Function {
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}
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}
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impl Function {
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impl Function {
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pub fn into_iter() -> IntoIter<Function, 256> {
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pub fn into_iter() -> IntoIter<Function, 276> {
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[
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[
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Function::And,
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Function::And,
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Function::False,
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Function::False,
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@@ -474,18 +494,23 @@ impl Function {
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Function::WorkdayIntl,
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Function::WorkdayIntl,
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Function::Yearfrac,
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Function::Yearfrac,
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Function::Isoweeknum,
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Function::Isoweeknum,
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Function::Accrint,
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Function::Accrintm,
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Function::Pmt,
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Function::Pmt,
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Function::Pv,
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Function::Pv,
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Function::Rate,
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Function::Rate,
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Function::Nper,
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Function::Nper,
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Function::Fv,
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Function::Fv,
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Function::Fvschedule,
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Function::Ppmt,
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Function::Ppmt,
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Function::Price,
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Function::Ipmt,
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Function::Ipmt,
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Function::Npv,
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Function::Npv,
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Function::Mirr,
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Function::Mirr,
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Function::Irr,
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Function::Irr,
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Function::Xirr,
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Function::Xirr,
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Function::Xnpv,
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Function::Xnpv,
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Function::Yield,
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Function::Rept,
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Function::Rept,
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Function::Textafter,
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Function::Textafter,
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Function::Textbefore,
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Function::Textbefore,
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@@ -497,10 +522,25 @@ impl Function {
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Function::Syd,
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Function::Syd,
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Function::Nominal,
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Function::Nominal,
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Function::Effect,
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Function::Effect,
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Function::Duration,
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Function::Mduration,
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Function::Pduration,
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Function::Pduration,
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Function::Coupdaybs,
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Function::Coupdays,
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Function::Coupdaysnc,
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Function::Coupncd,
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Function::Coupnum,
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Function::Couppcd,
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Function::Tbillyield,
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Function::Tbillyield,
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Function::Tbillprice,
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Function::Tbillprice,
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Function::Tbilleq,
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Function::Tbilleq,
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Function::Pricedisc,
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Function::Pricemat,
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Function::Yielddisc,
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Function::Yieldmat,
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Function::Disc,
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Function::Received,
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Function::Intrate,
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Function::Dollarde,
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Function::Dollarde,
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Function::Dollarfr,
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Function::Dollarfr,
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Function::Ddb,
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Function::Ddb,
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@@ -813,15 +853,20 @@ impl Function {
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"YEARFRAC" => Some(Function::Yearfrac),
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"YEARFRAC" => Some(Function::Yearfrac),
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"ISOWEEKNUM" | "_XLFN.ISOWEEKNUM" => Some(Function::Isoweeknum),
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"ISOWEEKNUM" | "_XLFN.ISOWEEKNUM" => Some(Function::Isoweeknum),
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// Financial
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// Financial
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"ACCRINT" => Some(Function::Accrint),
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"ACCRINTM" => Some(Function::Accrintm),
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"PMT" => Some(Function::Pmt),
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"PMT" => Some(Function::Pmt),
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"PV" => Some(Function::Pv),
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"PV" => Some(Function::Pv),
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"RATE" => Some(Function::Rate),
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"RATE" => Some(Function::Rate),
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"NPER" => Some(Function::Nper),
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"NPER" => Some(Function::Nper),
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"FV" => Some(Function::Fv),
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"FV" => Some(Function::Fv),
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"FVSCHEDULE" => Some(Function::Fvschedule),
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"PPMT" => Some(Function::Ppmt),
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"PPMT" => Some(Function::Ppmt),
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"PRICE" => Some(Function::Price),
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"IPMT" => Some(Function::Ipmt),
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"IPMT" => Some(Function::Ipmt),
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"NPV" => Some(Function::Npv),
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"NPV" => Some(Function::Npv),
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"XNPV" => Some(Function::Xnpv),
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"XNPV" => Some(Function::Xnpv),
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|
"YIELD" => Some(Function::Yield),
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"MIRR" => Some(Function::Mirr),
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"MIRR" => Some(Function::Mirr),
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"IRR" => Some(Function::Irr),
|
"IRR" => Some(Function::Irr),
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"XIRR" => Some(Function::Xirr),
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"XIRR" => Some(Function::Xirr),
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@@ -832,11 +877,27 @@ impl Function {
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"SYD" => Some(Function::Syd),
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"SYD" => Some(Function::Syd),
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"NOMINAL" => Some(Function::Nominal),
|
"NOMINAL" => Some(Function::Nominal),
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"EFFECT" => Some(Function::Effect),
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"EFFECT" => Some(Function::Effect),
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"DURATION" => Some(Function::Duration),
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"MDURATION" => Some(Function::Mduration),
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"PDURATION" | "_XLFN.PDURATION" => Some(Function::Pduration),
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"PDURATION" | "_XLFN.PDURATION" => Some(Function::Pduration),
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|
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"COUPDAYBS" => Some(Function::Coupdaybs),
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"COUPDAYS" => Some(Function::Coupdays),
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"COUPDAYSNC" => Some(Function::Coupdaysnc),
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"COUPNCD" => Some(Function::Coupncd),
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"COUPNUM" => Some(Function::Coupnum),
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"COUPPCD" => Some(Function::Couppcd),
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|
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"TBILLYIELD" => Some(Function::Tbillyield),
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"TBILLYIELD" => Some(Function::Tbillyield),
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"TBILLPRICE" => Some(Function::Tbillprice),
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"TBILLPRICE" => Some(Function::Tbillprice),
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"TBILLEQ" => Some(Function::Tbilleq),
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"TBILLEQ" => Some(Function::Tbilleq),
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"PRICEDISC" => Some(Function::Pricedisc),
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"PRICEMAT" => Some(Function::Pricemat),
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"YIELDDISC" => Some(Function::Yielddisc),
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"YIELDMAT" => Some(Function::Yieldmat),
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"DISC" => Some(Function::Disc),
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"RECEIVED" => Some(Function::Received),
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"INTRATE" => Some(Function::Intrate),
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|
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"DOLLARDE" => Some(Function::Dollarde),
|
"DOLLARDE" => Some(Function::Dollarde),
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"DOLLARFR" => Some(Function::Dollarfr),
|
"DOLLARFR" => Some(Function::Dollarfr),
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@@ -1052,18 +1113,23 @@ impl fmt::Display for Function {
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Function::WorkdayIntl => write!(f, "WORKDAY.INTL"),
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Function::WorkdayIntl => write!(f, "WORKDAY.INTL"),
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Function::Yearfrac => write!(f, "YEARFRAC"),
|
Function::Yearfrac => write!(f, "YEARFRAC"),
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Function::Isoweeknum => write!(f, "ISOWEEKNUM"),
|
Function::Isoweeknum => write!(f, "ISOWEEKNUM"),
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Function::Accrint => write!(f, "ACCRINT"),
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Function::Accrintm => write!(f, "ACCRINTM"),
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Function::Pmt => write!(f, "PMT"),
|
Function::Pmt => write!(f, "PMT"),
|
||||||
Function::Pv => write!(f, "PV"),
|
Function::Pv => write!(f, "PV"),
|
||||||
Function::Rate => write!(f, "RATE"),
|
Function::Rate => write!(f, "RATE"),
|
||||||
Function::Nper => write!(f, "NPER"),
|
Function::Nper => write!(f, "NPER"),
|
||||||
Function::Fv => write!(f, "FV"),
|
Function::Fv => write!(f, "FV"),
|
||||||
|
Function::Fvschedule => write!(f, "FVSCHEDULE"),
|
||||||
Function::Ppmt => write!(f, "PPMT"),
|
Function::Ppmt => write!(f, "PPMT"),
|
||||||
|
Function::Price => write!(f, "PRICE"),
|
||||||
Function::Ipmt => write!(f, "IPMT"),
|
Function::Ipmt => write!(f, "IPMT"),
|
||||||
Function::Npv => write!(f, "NPV"),
|
Function::Npv => write!(f, "NPV"),
|
||||||
Function::Mirr => write!(f, "MIRR"),
|
Function::Mirr => write!(f, "MIRR"),
|
||||||
Function::Irr => write!(f, "IRR"),
|
Function::Irr => write!(f, "IRR"),
|
||||||
Function::Xirr => write!(f, "XIRR"),
|
Function::Xirr => write!(f, "XIRR"),
|
||||||
Function::Xnpv => write!(f, "XNPV"),
|
Function::Xnpv => write!(f, "XNPV"),
|
||||||
|
Function::Yield => write!(f, "YIELD"),
|
||||||
Function::Rept => write!(f, "REPT"),
|
Function::Rept => write!(f, "REPT"),
|
||||||
Function::Textafter => write!(f, "TEXTAFTER"),
|
Function::Textafter => write!(f, "TEXTAFTER"),
|
||||||
Function::Textbefore => write!(f, "TEXTBEFORE"),
|
Function::Textbefore => write!(f, "TEXTBEFORE"),
|
||||||
@@ -1075,10 +1141,25 @@ impl fmt::Display for Function {
|
|||||||
Function::Syd => write!(f, "SYD"),
|
Function::Syd => write!(f, "SYD"),
|
||||||
Function::Nominal => write!(f, "NOMINAL"),
|
Function::Nominal => write!(f, "NOMINAL"),
|
||||||
Function::Effect => write!(f, "EFFECT"),
|
Function::Effect => write!(f, "EFFECT"),
|
||||||
|
Function::Duration => write!(f, "DURATION"),
|
||||||
|
Function::Mduration => write!(f, "MDURATION"),
|
||||||
Function::Pduration => write!(f, "PDURATION"),
|
Function::Pduration => write!(f, "PDURATION"),
|
||||||
|
Function::Coupdaybs => write!(f, "COUPDAYBS"),
|
||||||
|
Function::Coupdays => write!(f, "COUPDAYS"),
|
||||||
|
Function::Coupdaysnc => write!(f, "COUPDAYSNC"),
|
||||||
|
Function::Coupncd => write!(f, "COUPNCD"),
|
||||||
|
Function::Coupnum => write!(f, "COUPNUM"),
|
||||||
|
Function::Couppcd => write!(f, "COUPPCD"),
|
||||||
Function::Tbillyield => write!(f, "TBILLYIELD"),
|
Function::Tbillyield => write!(f, "TBILLYIELD"),
|
||||||
Function::Tbillprice => write!(f, "TBILLPRICE"),
|
Function::Tbillprice => write!(f, "TBILLPRICE"),
|
||||||
Function::Tbilleq => write!(f, "TBILLEQ"),
|
Function::Tbilleq => write!(f, "TBILLEQ"),
|
||||||
|
Function::Pricedisc => write!(f, "PRICEDISC"),
|
||||||
|
Function::Pricemat => write!(f, "PRICEMAT"),
|
||||||
|
Function::Yielddisc => write!(f, "YIELDDISC"),
|
||||||
|
Function::Yieldmat => write!(f, "YIELDMAT"),
|
||||||
|
Function::Disc => write!(f, "DISC"),
|
||||||
|
Function::Received => write!(f, "RECEIVED"),
|
||||||
|
Function::Intrate => write!(f, "INTRATE"),
|
||||||
Function::Dollarde => write!(f, "DOLLARDE"),
|
Function::Dollarde => write!(f, "DOLLARDE"),
|
||||||
Function::Dollarfr => write!(f, "DOLLARFR"),
|
Function::Dollarfr => write!(f, "DOLLARFR"),
|
||||||
Function::Ddb => write!(f, "DDB"),
|
Function::Ddb => write!(f, "DDB"),
|
||||||
@@ -1329,18 +1410,24 @@ impl Model {
|
|||||||
Function::WorkdayIntl => self.fn_workday_intl(args, cell),
|
Function::WorkdayIntl => self.fn_workday_intl(args, cell),
|
||||||
Function::Yearfrac => self.fn_yearfrac(args, cell),
|
Function::Yearfrac => self.fn_yearfrac(args, cell),
|
||||||
Function::Isoweeknum => self.fn_isoweeknum(args, cell),
|
Function::Isoweeknum => self.fn_isoweeknum(args, cell),
|
||||||
|
// Financial
|
||||||
|
Function::Accrint => self.fn_accrint(args, cell),
|
||||||
|
Function::Accrintm => self.fn_accrintm(args, cell),
|
||||||
Function::Pmt => self.fn_pmt(args, cell),
|
Function::Pmt => self.fn_pmt(args, cell),
|
||||||
Function::Pv => self.fn_pv(args, cell),
|
Function::Pv => self.fn_pv(args, cell),
|
||||||
Function::Rate => self.fn_rate(args, cell),
|
Function::Rate => self.fn_rate(args, cell),
|
||||||
Function::Nper => self.fn_nper(args, cell),
|
Function::Nper => self.fn_nper(args, cell),
|
||||||
Function::Fv => self.fn_fv(args, cell),
|
Function::Fv => self.fn_fv(args, cell),
|
||||||
|
Function::Fvschedule => self.fn_fvschedule(args, cell),
|
||||||
Function::Ppmt => self.fn_ppmt(args, cell),
|
Function::Ppmt => self.fn_ppmt(args, cell),
|
||||||
|
Function::Price => self.fn_price(args, cell),
|
||||||
Function::Ipmt => self.fn_ipmt(args, cell),
|
Function::Ipmt => self.fn_ipmt(args, cell),
|
||||||
Function::Npv => self.fn_npv(args, cell),
|
Function::Npv => self.fn_npv(args, cell),
|
||||||
Function::Mirr => self.fn_mirr(args, cell),
|
Function::Mirr => self.fn_mirr(args, cell),
|
||||||
Function::Irr => self.fn_irr(args, cell),
|
Function::Irr => self.fn_irr(args, cell),
|
||||||
Function::Xirr => self.fn_xirr(args, cell),
|
Function::Xirr => self.fn_xirr(args, cell),
|
||||||
Function::Xnpv => self.fn_xnpv(args, cell),
|
Function::Xnpv => self.fn_xnpv(args, cell),
|
||||||
|
Function::Yield => self.fn_yield(args, cell),
|
||||||
Function::Rept => self.fn_rept(args, cell),
|
Function::Rept => self.fn_rept(args, cell),
|
||||||
Function::Textafter => self.fn_textafter(args, cell),
|
Function::Textafter => self.fn_textafter(args, cell),
|
||||||
Function::Textbefore => self.fn_textbefore(args, cell),
|
Function::Textbefore => self.fn_textbefore(args, cell),
|
||||||
@@ -1352,10 +1439,25 @@ impl Model {
|
|||||||
Function::Syd => self.fn_syd(args, cell),
|
Function::Syd => self.fn_syd(args, cell),
|
||||||
Function::Nominal => self.fn_nominal(args, cell),
|
Function::Nominal => self.fn_nominal(args, cell),
|
||||||
Function::Effect => self.fn_effect(args, cell),
|
Function::Effect => self.fn_effect(args, cell),
|
||||||
|
Function::Duration => self.fn_duration(args, cell),
|
||||||
|
Function::Mduration => self.fn_mduration(args, cell),
|
||||||
Function::Pduration => self.fn_pduration(args, cell),
|
Function::Pduration => self.fn_pduration(args, cell),
|
||||||
|
Function::Coupdaybs => self.fn_coupdaybs(args, cell),
|
||||||
|
Function::Coupdays => self.fn_coupdays(args, cell),
|
||||||
|
Function::Coupdaysnc => self.fn_coupdaysnc(args, cell),
|
||||||
|
Function::Coupncd => self.fn_coupncd(args, cell),
|
||||||
|
Function::Coupnum => self.fn_coupnum(args, cell),
|
||||||
|
Function::Couppcd => self.fn_couppcd(args, cell),
|
||||||
Function::Tbillyield => self.fn_tbillyield(args, cell),
|
Function::Tbillyield => self.fn_tbillyield(args, cell),
|
||||||
Function::Tbillprice => self.fn_tbillprice(args, cell),
|
Function::Tbillprice => self.fn_tbillprice(args, cell),
|
||||||
Function::Tbilleq => self.fn_tbilleq(args, cell),
|
Function::Tbilleq => self.fn_tbilleq(args, cell),
|
||||||
|
Function::Pricedisc => self.fn_pricedisc(args, cell),
|
||||||
|
Function::Pricemat => self.fn_pricemat(args, cell),
|
||||||
|
Function::Yielddisc => self.fn_yielddisc(args, cell),
|
||||||
|
Function::Yieldmat => self.fn_yieldmat(args, cell),
|
||||||
|
Function::Disc => self.fn_disc(args, cell),
|
||||||
|
Function::Received => self.fn_received(args, cell),
|
||||||
|
Function::Intrate => self.fn_intrate(args, cell),
|
||||||
Function::Dollarde => self.fn_dollarde(args, cell),
|
Function::Dollarde => self.fn_dollarde(args, cell),
|
||||||
Function::Dollarfr => self.fn_dollarfr(args, cell),
|
Function::Dollarfr => self.fn_dollarfr(args, cell),
|
||||||
Function::Ddb => self.fn_ddb(args, cell),
|
Function::Ddb => self.fn_ddb(args, cell),
|
||||||
|
|||||||
@@ -11,14 +11,19 @@ mod test_datedif_leap_month_end;
|
|||||||
mod test_days360_month_end;
|
mod test_days360_month_end;
|
||||||
mod test_degrees_radians;
|
mod test_degrees_radians;
|
||||||
mod test_error_propagation;
|
mod test_error_propagation;
|
||||||
|
mod test_fn_accrint;
|
||||||
|
mod test_fn_accrintm;
|
||||||
mod test_fn_average;
|
mod test_fn_average;
|
||||||
mod test_fn_averageifs;
|
mod test_fn_averageifs;
|
||||||
mod test_fn_choose;
|
mod test_fn_choose;
|
||||||
mod test_fn_concatenate;
|
mod test_fn_concatenate;
|
||||||
mod test_fn_count;
|
mod test_fn_count;
|
||||||
|
mod test_fn_coupon;
|
||||||
mod test_fn_day;
|
mod test_fn_day;
|
||||||
|
mod test_fn_duration;
|
||||||
mod test_fn_exact;
|
mod test_fn_exact;
|
||||||
mod test_fn_financial;
|
mod test_fn_financial;
|
||||||
|
mod test_fn_financial_bonds;
|
||||||
mod test_fn_formulatext;
|
mod test_fn_formulatext;
|
||||||
mod test_fn_if;
|
mod test_fn_if;
|
||||||
mod test_fn_maxifs;
|
mod test_fn_maxifs;
|
||||||
@@ -63,6 +68,7 @@ mod test_escape_quotes;
|
|||||||
mod test_extend;
|
mod test_extend;
|
||||||
mod test_fn_fv;
|
mod test_fn_fv;
|
||||||
mod test_fn_round;
|
mod test_fn_round;
|
||||||
|
mod test_fn_fvschedule;
|
||||||
mod test_fn_type;
|
mod test_fn_type;
|
||||||
mod test_frozen_rows_and_columns;
|
mod test_frozen_rows_and_columns;
|
||||||
mod test_geomean;
|
mod test_geomean;
|
||||||
|
|||||||
134
base/src/test/test_fn_accrint.rs
Normal file
134
base/src/test/test_fn_accrint.rs
Normal file
@@ -0,0 +1,134 @@
|
|||||||
|
#![allow(clippy::unwrap_used)]
|
||||||
|
|
||||||
|
use crate::{cell::CellValue, test::util::new_empty_model};
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrint() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2020,1,1)");
|
||||||
|
model._set("A3", "=DATE(2020,1,31)");
|
||||||
|
model._set("A4", "10%");
|
||||||
|
model._set("A5", "$1,000");
|
||||||
|
model._set("A6", "2");
|
||||||
|
|
||||||
|
model._set("B1", "=ACCRINT(A1,A2,A3,A4,A5,A6)");
|
||||||
|
model._set("C1", "=ACCRINT(A1)");
|
||||||
|
model._set("C2", "=ACCRINT(A1,A2,A3,A4,A5,3)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
match model.get_cell_value_by_ref("Sheet1!B1") {
|
||||||
|
Ok(CellValue::Number(v)) => {
|
||||||
|
assert!((v - 8.333333333333334).abs() < 1e-9);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected number for B1, got {:?}", other),
|
||||||
|
}
|
||||||
|
assert_eq!(model._get_text("C1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("C2"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrint_parameters() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2020,1,1)");
|
||||||
|
model._set("A3", "=DATE(2020,7,1)");
|
||||||
|
model._set("A4", "8%");
|
||||||
|
model._set("A5", "1000");
|
||||||
|
|
||||||
|
model._set("B1", "=ACCRINT(A1,A2,A3,A4,A5,2,0,TRUE)");
|
||||||
|
model._set("B2", "=ACCRINT(A1,A2,A3,A4,A5,2,1,TRUE)");
|
||||||
|
model._set("B3", "=ACCRINT(A1,A2,A3,A4,A5,2,4,TRUE)");
|
||||||
|
model._set("B4", "=ACCRINT(A1,A2,A3,A4,A5,1)");
|
||||||
|
model._set("B5", "=ACCRINT(A1,A2,A3,A4,A5,4)");
|
||||||
|
model._set("B6", "=ACCRINT(A1,A2,A3,A4,A5,2)");
|
||||||
|
model._set("B7", "=ACCRINT(A1,A2,A3,A4,A5,2,0)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
match model.get_cell_value_by_ref("Sheet1!B1") {
|
||||||
|
Ok(CellValue::Number(v)) => {
|
||||||
|
assert!((v - 40.0).abs() < 1e-9);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected number for B1, got {:?}", other),
|
||||||
|
}
|
||||||
|
|
||||||
|
match (
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B1"),
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B6"),
|
||||||
|
) {
|
||||||
|
(Ok(CellValue::Number(v1)), Ok(CellValue::Number(v2))) => {
|
||||||
|
assert!((v1 - v2).abs() < 1e-12);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected matching numbers, got {:?}", other),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrint_errors() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2020,1,1)");
|
||||||
|
model._set("A3", "=DATE(2020,7,1)");
|
||||||
|
model._set("A4", "8%");
|
||||||
|
model._set("A5", "1000");
|
||||||
|
|
||||||
|
model._set("B1", "=ACCRINT()");
|
||||||
|
model._set("B2", "=ACCRINT(A1,A2,A3,A4,A5)");
|
||||||
|
model._set("B3", "=ACCRINT(A1,A2,A3,A4,A5,2,0,TRUE,1)");
|
||||||
|
model._set("C1", "=ACCRINT(A1,A2,A3,A4,A5,0)");
|
||||||
|
model._set("C2", "=ACCRINT(A1,A2,A3,A4,A5,3)");
|
||||||
|
model._set("C3", "=ACCRINT(A1,A2,A3,A4,A5,-1)");
|
||||||
|
model._set("D1", "=ACCRINT(A1,A2,A3,A4,A5,2,-1)");
|
||||||
|
model._set("D2", "=ACCRINT(A1,A2,A3,A4,A5,2,5)");
|
||||||
|
model._set("E1", "=ACCRINT(A3,A2,A1,A4,A5,2)");
|
||||||
|
model._set("E2", "=ACCRINT(A1,A3,A1,A4,A5,2)");
|
||||||
|
model._set("F1", "=ACCRINT(A1,A2,A3,A4,0,2)");
|
||||||
|
model._set("F2", "=ACCRINT(A1,A2,A3,A4,-1000,2)");
|
||||||
|
model._set("F3", "=ACCRINT(A1,A2,A3,-8%,A5,2)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("C1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C3"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("D1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("D2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("E1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("E2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("F2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("F3"), *"#NUM!");
|
||||||
|
|
||||||
|
match model.get_cell_value_by_ref("Sheet1!F1") {
|
||||||
|
Ok(CellValue::Number(v)) => {
|
||||||
|
assert!((v - 0.0).abs() < 1e-9);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected 0 for F1, got {:?}", other),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrint_combined() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2018,10,15)");
|
||||||
|
model._set("A2", "=DATE(2019,2,1)");
|
||||||
|
model._set("A3", "5%");
|
||||||
|
model._set("A4", "1000");
|
||||||
|
|
||||||
|
model._set("B1", "=ACCRINT(A1,A1,A2,A3,A4,2)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
match model.get_cell_value_by_ref("Sheet1!B1") {
|
||||||
|
Ok(CellValue::Number(v)) => {
|
||||||
|
assert!((v - 14.722222222222221).abs() < 1e-9);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected number for B1, got {:?}", other),
|
||||||
|
}
|
||||||
|
}
|
||||||
122
base/src/test/test_fn_accrintm.rs
Normal file
122
base/src/test/test_fn_accrintm.rs
Normal file
@@ -0,0 +1,122 @@
|
|||||||
|
#![allow(clippy::unwrap_used)]
|
||||||
|
|
||||||
|
use crate::{cell::CellValue, test::util::new_empty_model};
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrintm() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2020,7,1)");
|
||||||
|
model._set("A3", "10%");
|
||||||
|
model._set("A4", "$1,000");
|
||||||
|
|
||||||
|
model._set("B1", "=ACCRINTM(A1,A2,A3,A4)");
|
||||||
|
model._set("C1", "=ACCRINTM(A1)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
match model.get_cell_value_by_ref("Sheet1!B1") {
|
||||||
|
Ok(CellValue::Number(v)) => {
|
||||||
|
assert!((v - 50.0).abs() < 1e-9);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected number for B1, got {:?}", other),
|
||||||
|
}
|
||||||
|
assert_eq!(model._get_text("C1"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrintm_parameters() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2020,7,1)");
|
||||||
|
model._set("A3", "8%");
|
||||||
|
model._set("A4", "1000");
|
||||||
|
|
||||||
|
model._set("B1", "=ACCRINTM(A1,A2,A3,A4,0)");
|
||||||
|
model._set("B2", "=ACCRINTM(A1,A2,A3,A4,1)");
|
||||||
|
model._set("B3", "=ACCRINTM(A1,A2,A3,A4,4)");
|
||||||
|
model._set("C1", "=ACCRINTM(A1,A2,A3,A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
match (
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B1"),
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B2"),
|
||||||
|
) {
|
||||||
|
(Ok(CellValue::Number(v1)), Ok(CellValue::Number(v2))) => {
|
||||||
|
assert!(v1 > 0.0 && v2 > 0.0);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected numbers for basis test, got {:?}", other),
|
||||||
|
}
|
||||||
|
|
||||||
|
match (
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B1"),
|
||||||
|
model.get_cell_value_by_ref("Sheet1!C1"),
|
||||||
|
) {
|
||||||
|
(Ok(CellValue::Number(v1)), Ok(CellValue::Number(v2))) => {
|
||||||
|
assert!((v1 - v2).abs() < 1e-12);
|
||||||
|
}
|
||||||
|
other => unreachable!(
|
||||||
|
"Expected matching numbers for default test, got {:?}",
|
||||||
|
other
|
||||||
|
),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrintm_errors() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2020,7,1)");
|
||||||
|
model._set("A3", "8%");
|
||||||
|
model._set("A4", "1000");
|
||||||
|
|
||||||
|
model._set("B1", "=ACCRINTM()");
|
||||||
|
model._set("B2", "=ACCRINTM(A1,A2,A3)");
|
||||||
|
model._set("B3", "=ACCRINTM(A1,A2,A3,A4,0,1)");
|
||||||
|
model._set("C1", "=ACCRINTM(A1,A2,A3,A4,-1)");
|
||||||
|
model._set("C2", "=ACCRINTM(A1,A2,A3,A4,5)");
|
||||||
|
model._set("D1", "=ACCRINTM(A2,A1,A3,A4)");
|
||||||
|
model._set("E1", "=ACCRINTM(A1,A2,A3,0)");
|
||||||
|
model._set("E2", "=ACCRINTM(A1,A2,A3,-1000)");
|
||||||
|
model._set("E3", "=ACCRINTM(A1,A2,-8%,A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("C1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("D1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("E2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("E3"), *"#NUM!");
|
||||||
|
|
||||||
|
match model.get_cell_value_by_ref("Sheet1!E1") {
|
||||||
|
Ok(CellValue::Number(v)) => {
|
||||||
|
assert!((v - 0.0).abs() < 1e-9);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected 0 for E1, got {:?}", other),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_accrintm_combined() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("C1", "=DATE(2016,4,5)");
|
||||||
|
model._set("C2", "=DATE(2019,2,1)");
|
||||||
|
model._set("A3", "5%");
|
||||||
|
model._set("A4", "1000");
|
||||||
|
model._set("B2", "=ACCRINTM(C1,C2,A3,A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
match model.get_cell_value_by_ref("Sheet1!B2") {
|
||||||
|
Ok(CellValue::Number(v)) => {
|
||||||
|
assert!((v - 141.11111111111111).abs() < 1e-9);
|
||||||
|
}
|
||||||
|
other => unreachable!("Expected number for B2, got {:?}", other),
|
||||||
|
}
|
||||||
|
}
|
||||||
260
base/src/test/test_fn_coupon.rs
Normal file
260
base/src/test/test_fn_coupon.rs
Normal file
@@ -0,0 +1,260 @@
|
|||||||
|
#![allow(clippy::unwrap_used)]
|
||||||
|
|
||||||
|
use crate::{cell::CellValue, test::util::new_empty_model};
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_coupon_functions() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test with basis 1 (original test)
|
||||||
|
model._set("A1", "=DATE(2001,1,25)");
|
||||||
|
model._set("A2", "=DATE(2001,11,15)");
|
||||||
|
model._set("B1", "=COUPDAYBS(A1,A2,2,1)");
|
||||||
|
model._set("B2", "=COUPDAYS(A1,A2,2,1)");
|
||||||
|
model._set("B3", "=COUPDAYSNC(A1,A2,2,1)");
|
||||||
|
model._set("B4", "=COUPNCD(A1,A2,2,1)");
|
||||||
|
model._set("B5", "=COUPNUM(A1,A2,2,1)");
|
||||||
|
model._set("B6", "=COUPPCD(A1,A2,2,1)");
|
||||||
|
|
||||||
|
// Test with basis 3 for better coverage
|
||||||
|
model._set("C1", "=COUPDAYBS(DATE(2001,1,25),DATE(2001,11,15),2,3)");
|
||||||
|
model._set("C2", "=COUPDAYS(DATE(2001,1,25),DATE(2001,11,15),2,3)");
|
||||||
|
model._set("C3", "=COUPDAYSNC(DATE(2001,1,25),DATE(2001,11,15),2,3)");
|
||||||
|
model._set("C4", "=COUPNCD(DATE(2001,1,25),DATE(2001,11,15),2,3)");
|
||||||
|
model._set("C5", "=COUPNUM(DATE(2007,1,25),DATE(2008,11,15),2,1)");
|
||||||
|
model._set("C6", "=COUPPCD(DATE(2001,1,25),DATE(2001,11,15),2,3)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// Test basis 1
|
||||||
|
assert_eq!(model._get_text("B1"), "71");
|
||||||
|
assert_eq!(model._get_text("B2"), "181");
|
||||||
|
assert_eq!(model._get_text("B3"), "110");
|
||||||
|
assert_eq!(
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B4"),
|
||||||
|
Ok(CellValue::Number(37026.0))
|
||||||
|
);
|
||||||
|
assert_eq!(model._get_text("B5"), "2");
|
||||||
|
assert_eq!(
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B6"),
|
||||||
|
Ok(CellValue::Number(36845.0))
|
||||||
|
);
|
||||||
|
|
||||||
|
// Test basis 3 (more comprehensive coverage)
|
||||||
|
assert_eq!(model._get_text("C1"), "71");
|
||||||
|
assert_eq!(model._get_text("C2"), "181"); // Fixed: actual days
|
||||||
|
assert_eq!(model._get_text("C3"), "110");
|
||||||
|
assert_eq!(model._get_text("C4"), "37026");
|
||||||
|
assert_eq!(model._get_text("C5"), "4");
|
||||||
|
assert_eq!(model._get_text("C6"), "36845");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_coupon_functions_error_cases() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test invalid frequency
|
||||||
|
model._set("E1", "=COUPDAYBS(DATE(2001,1,25),DATE(2001,11,15),3,1)");
|
||||||
|
// Test invalid basis
|
||||||
|
model._set("E2", "=COUPDAYS(DATE(2001,1,25),DATE(2001,11,15),2,5)");
|
||||||
|
// Test settlement >= maturity
|
||||||
|
model._set("E3", "=COUPDAYSNC(DATE(2001,11,15),DATE(2001,1,25),2,1)");
|
||||||
|
// Test too few arguments
|
||||||
|
model._set("E4", "=COUPNCD(DATE(2001,1,25),DATE(2001,11,15))");
|
||||||
|
// Test too many arguments
|
||||||
|
model._set("E5", "=COUPNUM(DATE(2001,1,25),DATE(2001,11,15),2,1,1)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// All should return errors
|
||||||
|
assert_eq!(model._get_text("E1"), "#NUM!");
|
||||||
|
assert_eq!(model._get_text("E2"), "#NUM!");
|
||||||
|
assert_eq!(model._get_text("E3"), "#NUM!");
|
||||||
|
assert_eq!(model._get_text("E4"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("E5"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_coupdays_actual_day_count_fix() {
|
||||||
|
// Verify COUPDAYS correctly distinguishes between fixed vs actual day count methods
|
||||||
|
// Bug: basis 2&3 were incorrectly using fixed calculations like basis 0&4
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2023,1,15)");
|
||||||
|
model._set("A2", "=DATE(2023,7,15)");
|
||||||
|
|
||||||
|
model._set("B1", "=COUPDAYS(A1,A2,2,0)"); // 30/360: uses 360/freq
|
||||||
|
model._set("B2", "=COUPDAYS(A1,A2,2,2)"); // Actual/360: uses actual days
|
||||||
|
model._set("B3", "=COUPDAYS(A1,A2,2,3)"); // Actual/365: uses actual days
|
||||||
|
model._set("B4", "=COUPDAYS(A1,A2,2,4)"); // 30/360 European: uses 360/freq
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// Basis 0&4: theoretical 360/2 = 180 days
|
||||||
|
assert_eq!(model._get_text("B1"), "180");
|
||||||
|
assert_eq!(model._get_text("B4"), "180");
|
||||||
|
|
||||||
|
// Basis 2&3: actual days between Jan 15 and Jul 15 = 181 days
|
||||||
|
assert_eq!(model._get_text("B2"), "181");
|
||||||
|
assert_eq!(model._get_text("B3"), "181");
|
||||||
|
}
|
||||||
|
|
||||||
|
// =============================================================================
|
||||||
|
// FEBRUARY EDGE CASE TESTS - Day Count Convention Compliance
|
||||||
|
// =============================================================================
|
||||||
|
// These tests verify that financial functions correctly handle February dates
|
||||||
|
// according to the official 30/360 day count convention specifications.
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn test_coupon_functions_february_consistency() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test that coupon functions behave consistently between US and European methods
|
||||||
|
// when February dates are involved
|
||||||
|
|
||||||
|
// Settlement: Last day of February (non-leap year)
|
||||||
|
// Maturity: Some date in following year that creates a clear test case
|
||||||
|
model._set("A1", "=DATE(2023,2,28)"); // Last day of Feb, non-leap year
|
||||||
|
model._set("A2", "=DATE(2024,2,28)"); // Same day next year
|
||||||
|
|
||||||
|
// Test COUPDAYS with different basis values
|
||||||
|
model._set("B1", "=COUPDAYS(A1,A2,2,0)"); // US 30/360 - should treat Feb 28 as day 30
|
||||||
|
model._set("B2", "=COUPDAYS(A1,A2,2,4)"); // European 30/360 - should treat Feb 28 as day 28
|
||||||
|
model._set("B3", "=COUPDAYS(A1,A2,2,1)"); // Actual/actual - should use real days
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// All should return valid numbers (no errors)
|
||||||
|
assert_ne!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("B3"), *"#NUM!");
|
||||||
|
|
||||||
|
// US and European 30/360 should potentially give different results for February dates
|
||||||
|
// (though the exact difference depends on the specific coupon calculation logic)
|
||||||
|
let us_result = model._get_text("B1");
|
||||||
|
let european_result = model._get_text("B2");
|
||||||
|
let actual_result = model._get_text("B3");
|
||||||
|
|
||||||
|
// Verify all are numeric
|
||||||
|
assert!(us_result.parse::<f64>().is_ok());
|
||||||
|
assert!(european_result.parse::<f64>().is_ok());
|
||||||
|
assert!(actual_result.parse::<f64>().is_ok());
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn test_february_edge_cases_leap_vs_nonleap() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test leap year vs non-leap year February handling
|
||||||
|
|
||||||
|
// Feb 28 in non-leap year (this IS the last day of February)
|
||||||
|
model._set("A1", "=DATE(2023,2,28)");
|
||||||
|
model._set("A2", "=DATE(2023,8,28)");
|
||||||
|
|
||||||
|
// Feb 28 in leap year (this is NOT the last day of February)
|
||||||
|
model._set("A3", "=DATE(2024,2,28)");
|
||||||
|
model._set("A4", "=DATE(2024,8,28)");
|
||||||
|
|
||||||
|
// Feb 29 in leap year (this IS the last day of February)
|
||||||
|
model._set("A5", "=DATE(2024,2,29)");
|
||||||
|
model._set("A6", "=DATE(2024,8,29)");
|
||||||
|
|
||||||
|
// Test with basis 0 (US 30/360) - should have special February handling
|
||||||
|
model._set("B1", "=COUPDAYS(A1,A2,2,0)"); // Feb 28 non-leap (last day)
|
||||||
|
model._set("B2", "=COUPDAYS(A3,A4,2,0)"); // Feb 28 leap year (not last day)
|
||||||
|
model._set("B3", "=COUPDAYS(A5,A6,2,0)"); // Feb 29 leap year (last day)
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// All should succeed
|
||||||
|
assert_ne!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("B3"), *"#NUM!");
|
||||||
|
|
||||||
|
// Verify they're all numeric
|
||||||
|
assert!(model._get_text("B1").parse::<f64>().is_ok());
|
||||||
|
assert!(model._get_text("B2").parse::<f64>().is_ok());
|
||||||
|
assert!(model._get_text("B3").parse::<f64>().is_ok());
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn test_us_nasd_both_february_rule() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test the specific US/NASD rule: "If both date A and B fall on the last day of February,
|
||||||
|
// then date B will be changed to the 30th"
|
||||||
|
|
||||||
|
// Case 1: Both dates are Feb 28 in non-leap years (both are last day of February)
|
||||||
|
model._set("A1", "=DATE(2023,2,28)"); // Last day of Feb 2023
|
||||||
|
model._set("A2", "=DATE(2025,2,28)"); // Last day of Feb 2025
|
||||||
|
|
||||||
|
// Case 2: Both dates are Feb 29 in leap years (both are last day of February)
|
||||||
|
model._set("A3", "=DATE(2024,2,29)"); // Last day of Feb 2024
|
||||||
|
model._set("A4", "=DATE(2028,2,29)"); // Last day of Feb 2028
|
||||||
|
|
||||||
|
// Case 3: Mixed - Feb 28 non-leap to Feb 29 leap (both are last day of February)
|
||||||
|
model._set("A5", "=DATE(2023,2,28)"); // Last day of Feb 2023
|
||||||
|
model._set("A6", "=DATE(2024,2,29)"); // Last day of Feb 2024
|
||||||
|
|
||||||
|
// Case 4: Control - Feb 28 in leap year (NOT last day) to Feb 29 (IS last day)
|
||||||
|
model._set("A7", "=DATE(2024,2,28)"); // NOT last day of Feb 2024
|
||||||
|
model._set("A8", "=DATE(2024,2,29)"); // IS last day of Feb 2024
|
||||||
|
|
||||||
|
// Test using coupon functions that should apply US/NASD 30/360 (basis 0)
|
||||||
|
model._set("B1", "=COUPDAYS(A1,A2,1,0)"); // Both last day Feb - Rule 1 should apply
|
||||||
|
model._set("B2", "=COUPDAYS(A3,A4,1,0)"); // Both last day Feb - Rule 1 should apply
|
||||||
|
model._set("B3", "=COUPDAYS(A5,A6,1,0)"); // Both last day Feb - Rule 1 should apply
|
||||||
|
model._set("B4", "=COUPDAYS(A7,A8,1,0)"); // Only end is last day Feb - Rule 1 should NOT apply
|
||||||
|
|
||||||
|
// Compare with European method (basis 4) - should behave differently
|
||||||
|
model._set("C1", "=COUPDAYS(A1,A2,1,4)"); // European - no special Feb handling
|
||||||
|
model._set("C2", "=COUPDAYS(A3,A4,1,4)"); // European - no special Feb handling
|
||||||
|
model._set("C3", "=COUPDAYS(A5,A6,1,4)"); // European - no special Feb handling
|
||||||
|
model._set("C4", "=COUPDAYS(A7,A8,1,4)"); // European - no special Feb handling
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// All should succeed without errors
|
||||||
|
for row in ["B1", "B2", "B3", "B4", "C1", "C2", "C3", "C4"] {
|
||||||
|
assert_ne!(model._get_text(row), *"#NUM!", "Failed for {row}");
|
||||||
|
assert!(
|
||||||
|
model._get_text(row).parse::<f64>().is_ok(),
|
||||||
|
"Non-numeric result for {row}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn test_coupon_functions_february_edge_cases() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test that coupon functions handle February dates correctly without errors
|
||||||
|
|
||||||
|
// Settlement: February 28, 2023 (non-leap), Maturity: February 28, 2024 (leap)
|
||||||
|
model._set("A1", "=DATE(2023,2,28)");
|
||||||
|
model._set("A2", "=DATE(2024,2,28)");
|
||||||
|
|
||||||
|
// Test with basis 0 (US 30/360 - should use special February handling)
|
||||||
|
model._set("B1", "=COUPDAYBS(A1,A2,2,0)");
|
||||||
|
model._set("B2", "=COUPDAYS(A1,A2,2,0)");
|
||||||
|
model._set("B3", "=COUPDAYSNC(A1,A2,2,0)");
|
||||||
|
|
||||||
|
// Test with basis 4 (European 30/360 - should NOT use special February handling)
|
||||||
|
model._set("C1", "=COUPDAYBS(A1,A2,2,4)");
|
||||||
|
model._set("C2", "=COUPDAYS(A1,A2,2,4)");
|
||||||
|
model._set("C3", "=COUPDAYSNC(A1,A2,2,4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// With US method (basis 0), February dates should be handled specially
|
||||||
|
// With European method (basis 4), February dates should use actual dates
|
||||||
|
// Key point: both should work without errors
|
||||||
|
|
||||||
|
// We're ensuring functions complete successfully with February dates
|
||||||
|
assert_ne!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("B3"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("C1"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("C2"), *"#NUM!");
|
||||||
|
assert_ne!(model._get_text("C3"), *"#NUM!");
|
||||||
|
}
|
||||||
350
base/src/test/test_fn_duration.rs
Normal file
350
base/src/test/test_fn_duration.rs
Normal file
@@ -0,0 +1,350 @@
|
|||||||
|
#![allow(clippy::unwrap_used)]
|
||||||
|
#![allow(clippy::panic)]
|
||||||
|
|
||||||
|
use crate::{cell::CellValue, test::util::new_empty_model};
|
||||||
|
|
||||||
|
// Test constants for realistic bond scenarios
|
||||||
|
const BOND_SETTLEMENT: &str = "=DATE(2020,1,1)";
|
||||||
|
const BOND_MATURITY_4Y: &str = "=DATE(2024,1,1)";
|
||||||
|
const BOND_MATURITY_INVALID: &str = "=DATE(2016,1,1)"; // Before settlement
|
||||||
|
const BOND_MATURITY_SAME: &str = "=DATE(2020,1,1)"; // Same as settlement
|
||||||
|
const BOND_MATURITY_1DAY: &str = "=DATE(2020,1,2)"; // Very short term
|
||||||
|
|
||||||
|
// Standard investment-grade corporate bond parameters
|
||||||
|
const STD_COUPON: f64 = 0.08; // 8% annual coupon rate
|
||||||
|
const STD_YIELD: f64 = 0.09; // 9% yield (discount bond scenario)
|
||||||
|
const STD_FREQUENCY: i32 = 2; // Semi-annual payments (most common)
|
||||||
|
|
||||||
|
// Helper function to reduce test repetition
|
||||||
|
fn assert_numerical_result(model: &crate::Model, cell_ref: &str, should_be_positive: bool) {
|
||||||
|
if let Ok(CellValue::Number(v)) = model.get_cell_value_by_ref(cell_ref) {
|
||||||
|
if should_be_positive {
|
||||||
|
assert!(v > 0.0, "Expected positive value at {cell_ref}, got {v}");
|
||||||
|
}
|
||||||
|
// Value is valid - test passes
|
||||||
|
} else {
|
||||||
|
panic!("Expected numerical result at {cell_ref}");
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_arguments() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test argument count validation
|
||||||
|
model._set("A1", "=DURATION()");
|
||||||
|
model._set("A2", "=DURATION(1,2,3,4)");
|
||||||
|
model._set("A3", "=DURATION(1,2,3,4,5,6,7)");
|
||||||
|
|
||||||
|
model._set("B1", "=MDURATION()");
|
||||||
|
model._set("B2", "=MDURATION(1,2,3,4)");
|
||||||
|
model._set("B3", "=MDURATION(1,2,3,4,5,6,7)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// Too few or too many arguments should result in errors
|
||||||
|
assert_eq!(model._get_text("A1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("A2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("A3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_settlement_maturity_errors() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", BOND_SETTLEMENT);
|
||||||
|
model._set("A2", BOND_MATURITY_INVALID); // Before settlement
|
||||||
|
model._set("A3", BOND_MATURITY_SAME); // Same as settlement
|
||||||
|
|
||||||
|
// Both settlement > maturity and settlement = maturity should error
|
||||||
|
model._set(
|
||||||
|
"B1",
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"B2",
|
||||||
|
&format!("=DURATION(A1,A3,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"B3",
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"B4",
|
||||||
|
&format!("=MDURATION(A1,A3,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B4"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_negative_values_errors() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", BOND_SETTLEMENT);
|
||||||
|
model._set("A2", BOND_MATURITY_4Y);
|
||||||
|
|
||||||
|
// Test negative coupon (coupons must be >= 0)
|
||||||
|
model._set(
|
||||||
|
"B1",
|
||||||
|
&format!("=DURATION(A1,A2,-0.01,{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"B2",
|
||||||
|
&format!("=MDURATION(A1,A2,-0.01,{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
|
||||||
|
// Test negative yield (yields must be >= 0)
|
||||||
|
model._set(
|
||||||
|
"C1",
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},-0.01,{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"C2",
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},-0.01,{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C2"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_invalid_frequency_errors() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", BOND_SETTLEMENT);
|
||||||
|
model._set("A2", BOND_MATURITY_4Y);
|
||||||
|
|
||||||
|
// Only 1, 2, and 4 are valid frequencies (annual, semi-annual, quarterly)
|
||||||
|
let invalid_frequencies = [0, 3, 5, 12]; // Common invalid values
|
||||||
|
|
||||||
|
for (i, &freq) in invalid_frequencies.iter().enumerate() {
|
||||||
|
let row = i + 1;
|
||||||
|
model._set(
|
||||||
|
&format!("B{row}"),
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},{STD_YIELD},{freq})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
&format!("C{row}"),
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},{STD_YIELD},{freq})"),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
for i in 1..=invalid_frequencies.len() {
|
||||||
|
assert_eq!(model._get_text(&format!("B{i}")), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text(&format!("C{i}")), *"#NUM!");
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_frequency_variations() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", BOND_SETTLEMENT);
|
||||||
|
model._set("A2", BOND_MATURITY_4Y);
|
||||||
|
|
||||||
|
// Test all valid frequencies: 1=annual, 2=semi-annual, 4=quarterly
|
||||||
|
let valid_frequencies = [1, 2, 4];
|
||||||
|
|
||||||
|
for (i, &freq) in valid_frequencies.iter().enumerate() {
|
||||||
|
let row = i + 1;
|
||||||
|
model._set(
|
||||||
|
&format!("B{row}"),
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},{STD_YIELD},{freq})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
&format!("C{row}"),
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},{STD_YIELD},{freq})"),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// All should return positive numerical values
|
||||||
|
for i in 1..=valid_frequencies.len() {
|
||||||
|
assert_numerical_result(&model, &format!("Sheet1!B{i}"), true);
|
||||||
|
assert_numerical_result(&model, &format!("Sheet1!C{i}"), true);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_basis_variations() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", BOND_SETTLEMENT);
|
||||||
|
model._set("A2", BOND_MATURITY_4Y);
|
||||||
|
|
||||||
|
// Test all valid basis values (day count conventions)
|
||||||
|
// 0=30/360 US, 1=Actual/actual, 2=Actual/360, 3=Actual/365, 4=30/360 European
|
||||||
|
for basis in 0..=4 {
|
||||||
|
let row = basis + 1;
|
||||||
|
model._set(
|
||||||
|
&format!("B{row}"),
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY},{basis})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
&format!("C{row}"),
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY},{basis})"),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Test default basis (should be 0)
|
||||||
|
model._set(
|
||||||
|
"D1",
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"D2",
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// All basis values should work
|
||||||
|
for row in 1..=5 {
|
||||||
|
assert_numerical_result(&model, &format!("Sheet1!B{row}"), true);
|
||||||
|
assert_numerical_result(&model, &format!("Sheet1!C{row}"), true);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Default basis should match basis 0
|
||||||
|
if let (Ok(CellValue::Number(d1)), Ok(CellValue::Number(b1))) = (
|
||||||
|
model.get_cell_value_by_ref("Sheet1!D1"),
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B1"),
|
||||||
|
) {
|
||||||
|
assert!(
|
||||||
|
(d1 - b1).abs() < 1e-10,
|
||||||
|
"Default basis should match basis 0"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_edge_cases() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", BOND_SETTLEMENT);
|
||||||
|
model._set("A2", BOND_MATURITY_1DAY); // Very short term (1 day)
|
||||||
|
model._set("A3", BOND_MATURITY_4Y); // Standard term
|
||||||
|
|
||||||
|
// Edge case scenarios with explanations
|
||||||
|
let test_cases = [
|
||||||
|
("B", "A1", "A2", STD_COUPON, STD_YIELD, "short_term"), // 1-day bond
|
||||||
|
("C", "A1", "A3", 0.0, STD_YIELD, "zero_coupon"), // Zero coupon bond
|
||||||
|
("D", "A1", "A3", STD_COUPON, 0.0, "zero_yield"), // Zero yield
|
||||||
|
("E", "A1", "A3", 1.0, 0.5, "high_rates"), // High coupon/yield (100%/50%)
|
||||||
|
];
|
||||||
|
|
||||||
|
for (col, settlement, maturity, coupon, yield_rate, _scenario) in test_cases {
|
||||||
|
model._set(
|
||||||
|
&format!("{col}1"),
|
||||||
|
&format!("=DURATION({settlement},{maturity},{coupon},{yield_rate},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
&format!("{col}2"),
|
||||||
|
&format!("=MDURATION({settlement},{maturity},{coupon},{yield_rate},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// All edge cases should return positive values
|
||||||
|
for col in ["B", "C", "D", "E"] {
|
||||||
|
assert_numerical_result(&model, &format!("Sheet1!{col}1"), true);
|
||||||
|
assert_numerical_result(&model, &format!("Sheet1!{col}2"), true);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_relationship() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", BOND_SETTLEMENT);
|
||||||
|
model._set("A2", BOND_MATURITY_4Y);
|
||||||
|
|
||||||
|
// Test mathematical relationship: MDURATION = DURATION / (1 + yield/frequency)
|
||||||
|
model._set(
|
||||||
|
"B1",
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"B2",
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set("B3", &format!("=B1/(1+{STD_YIELD}/{STD_FREQUENCY})")); // Manual calculation
|
||||||
|
|
||||||
|
// Test with quarterly frequency and different yield
|
||||||
|
model._set("C1", &format!("=DURATION(A1,A2,{STD_COUPON},0.12,4)"));
|
||||||
|
model._set("C2", &format!("=MDURATION(A1,A2,{STD_COUPON},0.12,4)"));
|
||||||
|
model._set("C3", "=C1/(1+0.12/4)"); // Manual calculation for quarterly
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// MDURATION should equal DURATION / (1 + yield/frequency) for both scenarios
|
||||||
|
if let (Ok(CellValue::Number(md)), Ok(CellValue::Number(manual))) = (
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B2"),
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B3"),
|
||||||
|
) {
|
||||||
|
assert!(
|
||||||
|
(md - manual).abs() < 1e-10,
|
||||||
|
"MDURATION should equal DURATION/(1+yield/freq)"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
if let (Ok(CellValue::Number(md)), Ok(CellValue::Number(manual))) = (
|
||||||
|
model.get_cell_value_by_ref("Sheet1!C2"),
|
||||||
|
model.get_cell_value_by_ref("Sheet1!C3"),
|
||||||
|
) {
|
||||||
|
assert!(
|
||||||
|
(md - manual).abs() < 1e-10,
|
||||||
|
"MDURATION should equal DURATION/(1+yield/freq) for quarterly"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_duration_mduration_regression() {
|
||||||
|
// Original regression test with known expected values
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2016,1,1)");
|
||||||
|
model._set("A2", "=DATE(2020,1,1)");
|
||||||
|
model._set(
|
||||||
|
"B1",
|
||||||
|
&format!("=DURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
model._set(
|
||||||
|
"B2",
|
||||||
|
&format!("=MDURATION(A1,A2,{STD_COUPON},{STD_YIELD},{STD_FREQUENCY})"),
|
||||||
|
);
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// Verify exact values for regression testing
|
||||||
|
if let Ok(CellValue::Number(v1)) = model.get_cell_value_by_ref("Sheet1!B1") {
|
||||||
|
assert!(
|
||||||
|
(v1 - 3.410746844012284).abs() < 1e-9,
|
||||||
|
"DURATION regression test failed"
|
||||||
|
);
|
||||||
|
} else {
|
||||||
|
panic!("Unexpected value for DURATION");
|
||||||
|
}
|
||||||
|
if let Ok(CellValue::Number(v2)) = model.get_cell_value_by_ref("Sheet1!B2") {
|
||||||
|
assert!(
|
||||||
|
(v2 - 3.263872578002186).abs() < 1e-9,
|
||||||
|
"MDURATION regression test failed"
|
||||||
|
);
|
||||||
|
} else {
|
||||||
|
panic!("Unexpected value for MDURATION");
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -1,4 +1,5 @@
|
|||||||
#![allow(clippy::unwrap_used)]
|
#![allow(clippy::unwrap_used)]
|
||||||
|
#![allow(clippy::panic)]
|
||||||
|
|
||||||
use crate::{cell::CellValue, test::util::new_empty_model};
|
use crate::{cell::CellValue, test::util::new_empty_model};
|
||||||
|
|
||||||
@@ -25,6 +26,10 @@ fn fn_arguments() {
|
|||||||
model._set("E2", "=RATE(1,1)");
|
model._set("E2", "=RATE(1,1)");
|
||||||
model._set("E3", "=RATE(1,1,1,1,1,1)");
|
model._set("E3", "=RATE(1,1,1,1,1,1)");
|
||||||
|
|
||||||
|
model._set("F1", "=FVSCHEDULE()");
|
||||||
|
model._set("F2", "=FVSCHEDULE(1)");
|
||||||
|
model._set("F3", "=FVSCHEDULE(1,1,1)");
|
||||||
|
|
||||||
model.evaluate();
|
model.evaluate();
|
||||||
|
|
||||||
assert_eq!(model._get_text("A1"), *"#ERROR!");
|
assert_eq!(model._get_text("A1"), *"#ERROR!");
|
||||||
@@ -46,6 +51,10 @@ fn fn_arguments() {
|
|||||||
assert_eq!(model._get_text("E1"), *"#ERROR!");
|
assert_eq!(model._get_text("E1"), *"#ERROR!");
|
||||||
assert_eq!(model._get_text("E2"), *"#ERROR!");
|
assert_eq!(model._get_text("E2"), *"#ERROR!");
|
||||||
assert_eq!(model._get_text("E3"), *"#ERROR!");
|
assert_eq!(model._get_text("E3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("F1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("F2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("F3"), *"#ERROR!");
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -468,3 +477,18 @@ fn fn_db_misc() {
|
|||||||
|
|
||||||
assert_eq!(model._get_text("B1"), "$0.00");
|
assert_eq!(model._get_text("B1"), "$0.00");
|
||||||
}
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_fvschedule() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "1000");
|
||||||
|
model._set("A2", "0.08");
|
||||||
|
model._set("A3", "0.09");
|
||||||
|
model._set("A4", "0.1");
|
||||||
|
|
||||||
|
model._set("B1", "=FVSCHEDULE(A1, A2:A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "1294.92");
|
||||||
|
}
|
||||||
|
|||||||
615
base/src/test/test_fn_financial_bonds.rs
Normal file
615
base/src/test/test_fn_financial_bonds.rs
Normal file
@@ -0,0 +1,615 @@
|
|||||||
|
#![allow(clippy::unwrap_used)]
|
||||||
|
|
||||||
|
use crate::{cell::CellValue, test::util::new_empty_model};
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_yield() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
model._set("A3", "5%");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICE(A1,A2,A3,6%,100,1)");
|
||||||
|
model._set("B2", "=YIELD(A1,A2,A3,B1,100,1)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
assert_eq!(model._get_text("B1"), "99.056603774");
|
||||||
|
assert_eq!(model._get_text("B2"), "0.06");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_frequencies() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICE(A1,A2,5%,6%,100,1)");
|
||||||
|
model._set("B2", "=PRICE(A1,A2,5%,6%,100,2)");
|
||||||
|
model._set("B3", "=PRICE(A1,A2,5%,6%,100,4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
let annual: f64 = model._get_text("B1").parse().unwrap();
|
||||||
|
let semi: f64 = model._get_text("B2").parse().unwrap();
|
||||||
|
let quarterly: f64 = model._get_text("B3").parse().unwrap();
|
||||||
|
|
||||||
|
assert_ne!(annual, semi);
|
||||||
|
assert_ne!(semi, quarterly);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_yield_frequencies() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=YIELD(A1,A2,5%,99,100,1)");
|
||||||
|
model._set("B2", "=YIELD(A1,A2,5%,99,100,2)");
|
||||||
|
model._set("B3", "=YIELD(A1,A2,5%,99,100,4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
let annual: f64 = model._get_text("B1").parse().unwrap();
|
||||||
|
let semi: f64 = model._get_text("B2").parse().unwrap();
|
||||||
|
let quarterly: f64 = model._get_text("B3").parse().unwrap();
|
||||||
|
|
||||||
|
assert_ne!(annual, semi);
|
||||||
|
assert_ne!(semi, quarterly);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_argument_errors() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICE()");
|
||||||
|
model._set("B2", "=PRICE(A1,A2,5%,6%,100)");
|
||||||
|
model._set("B3", "=PRICE(A1,A2,5%,6%,100,2,0,99)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_yield_argument_errors() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=YIELD()");
|
||||||
|
model._set("B2", "=YIELD(A1,A2,5%,99,100)");
|
||||||
|
model._set("B3", "=YIELD(A1,A2,5%,99,100,2,0,99)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_invalid_frequency() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICE(A1,A2,5%,6%,100,0)");
|
||||||
|
model._set("B2", "=PRICE(A1,A2,5%,6%,100,3)");
|
||||||
|
model._set("B3", "=PRICE(A1,A2,5%,6%,100,5)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_pricedisc() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A2", "=DATE(2022,1,25)");
|
||||||
|
model._set("A3", "=DATE(2022,11,15)");
|
||||||
|
model._set("A4", "3.75%");
|
||||||
|
model._set("A5", "100");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICEDISC(A2,A3,A4,A5)");
|
||||||
|
model._set("C1", "=PRICEDISC(A2,A3)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "96.979166667");
|
||||||
|
assert_eq!(model._get_text("C1"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_pricemat() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2019,2,15)");
|
||||||
|
model._set("A2", "=DATE(2025,4,13)");
|
||||||
|
model._set("A3", "=DATE(2018,11,11)");
|
||||||
|
model._set("A4", "5.75%");
|
||||||
|
model._set("A5", "6.5%");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICEMAT(A1,A2,A3,A4,A5)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "96.271187821");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_yielddisc() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2022,1,25)");
|
||||||
|
model._set("A2", "=DATE(2022,11,15)");
|
||||||
|
model._set("A3", "97");
|
||||||
|
model._set("A4", "100");
|
||||||
|
|
||||||
|
model._set("B1", "=YIELDDISC(A1,A2,A3,A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "0.038393175");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_yieldmat() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2019,2,15)");
|
||||||
|
model._set("A2", "=DATE(2025,4,13)");
|
||||||
|
model._set("A3", "=DATE(2018,11,11)");
|
||||||
|
model._set("A4", "5.75%");
|
||||||
|
model._set("A5", "96.27");
|
||||||
|
|
||||||
|
model._set("B1", "=YIELDMAT(A1,A2,A3,A4,A5)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "0.065002762");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_disc() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2022,1,25)");
|
||||||
|
model._set("A2", "=DATE(2022,11,15)");
|
||||||
|
model._set("A3", "97");
|
||||||
|
model._set("A4", "100");
|
||||||
|
|
||||||
|
model._set("B1", "=DISC(A1,A2,A3,A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "0.037241379");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_received() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2023,6,30)");
|
||||||
|
model._set("A3", "20000");
|
||||||
|
model._set("A4", "5%");
|
||||||
|
model._set("A5", "3");
|
||||||
|
|
||||||
|
model._set("B1", "=RECEIVED(A1,A2,A3,A4,A5)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "24236.387782205");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_intrate() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2020,1,1)");
|
||||||
|
model._set("A2", "=DATE(2023,6,30)");
|
||||||
|
model._set("A3", "10000");
|
||||||
|
model._set("A4", "12000");
|
||||||
|
model._set("A5", "3");
|
||||||
|
|
||||||
|
model._set("B1", "=INTRATE(A1,A2,A3,A4,A5)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "0.057210031");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_bond_functions_arguments() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// PRICEDISC: 4-5 args
|
||||||
|
model._set("A1", "=PRICEDISC()");
|
||||||
|
model._set("A2", "=PRICEDISC(1,2,3)");
|
||||||
|
model._set("A3", "=PRICEDISC(1,2,3,4,5,6)");
|
||||||
|
|
||||||
|
// PRICEMAT: 5-6 args
|
||||||
|
model._set("B1", "=PRICEMAT()");
|
||||||
|
model._set("B2", "=PRICEMAT(1,2,3,4)");
|
||||||
|
model._set("B3", "=PRICEMAT(1,2,3,4,5,6,7)");
|
||||||
|
|
||||||
|
// YIELDDISC: 4-5 args
|
||||||
|
model._set("C1", "=YIELDDISC()");
|
||||||
|
model._set("C2", "=YIELDDISC(1,2,3)");
|
||||||
|
model._set("C3", "=YIELDDISC(1,2,3,4,5,6)");
|
||||||
|
|
||||||
|
// YIELDMAT: 5-6 args
|
||||||
|
model._set("D1", "=YIELDMAT()");
|
||||||
|
model._set("D2", "=YIELDMAT(1,2,3,4)");
|
||||||
|
model._set("D3", "=YIELDMAT(1,2,3,4,5,6,7)");
|
||||||
|
|
||||||
|
// DISC: 4-5 args
|
||||||
|
model._set("E1", "=DISC()");
|
||||||
|
model._set("E2", "=DISC(1,2,3)");
|
||||||
|
model._set("E3", "=DISC(1,2,3,4,5,6)");
|
||||||
|
|
||||||
|
// RECEIVED: 4-5 args
|
||||||
|
model._set("F1", "=RECEIVED()");
|
||||||
|
model._set("F2", "=RECEIVED(1,2,3)");
|
||||||
|
model._set("F3", "=RECEIVED(1,2,3,4,5,6)");
|
||||||
|
|
||||||
|
// INTRATE: 4-5 args
|
||||||
|
model._set("G1", "=INTRATE()");
|
||||||
|
model._set("G2", "=INTRATE(1,2,3)");
|
||||||
|
model._set("G3", "=INTRATE(1,2,3,4,5,6)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("A1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("A2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("A3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("C1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("C2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("C3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("D1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("D2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("D3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("E1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("E2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("E3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("F1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("F2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("F3"), *"#ERROR!");
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("G1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("G2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("G3"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_bond_functions_date_boundaries() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Date boundary values
|
||||||
|
model._set("A1", "0"); // Below MINIMUM_DATE_SERIAL_NUMBER
|
||||||
|
model._set("A2", "1"); // MINIMUM_DATE_SERIAL_NUMBER
|
||||||
|
model._set("A3", "2958465"); // MAXIMUM_DATE_SERIAL_NUMBER
|
||||||
|
model._set("A4", "2958466"); // Above MAXIMUM_DATE_SERIAL_NUMBER
|
||||||
|
|
||||||
|
// Test settlement < minimum
|
||||||
|
model._set("B1", "=PRICEDISC(A1,A2,0.05,100)");
|
||||||
|
model._set("B2", "=YIELDDISC(A1,A2,95,100)");
|
||||||
|
model._set("B3", "=DISC(A1,A2,95,100)");
|
||||||
|
model._set("B4", "=RECEIVED(A1,A2,1000,0.05)");
|
||||||
|
model._set("B5", "=INTRATE(A1,A2,1000,1050)");
|
||||||
|
|
||||||
|
// Test maturity > maximum
|
||||||
|
model._set("C1", "=PRICEDISC(A2,A4,0.05,100)");
|
||||||
|
model._set("C2", "=YIELDDISC(A2,A4,95,100)");
|
||||||
|
model._set("C3", "=DISC(A2,A4,95,100)");
|
||||||
|
model._set("C4", "=RECEIVED(A2,A4,1000,0.05)");
|
||||||
|
model._set("C5", "=INTRATE(A2,A4,1000,1050)");
|
||||||
|
|
||||||
|
// Test PRICEMAT/YIELDMAT with issue < minimum
|
||||||
|
model._set("D1", "=PRICEMAT(A2,A3,A1,0.06,0.05)");
|
||||||
|
model._set("D2", "=YIELDMAT(A2,A3,A1,0.06,99)");
|
||||||
|
|
||||||
|
// Test PRICEMAT/YIELDMAT with issue > maximum
|
||||||
|
model._set("E1", "=PRICEMAT(A2,A3,A4,0.06,0.05)");
|
||||||
|
model._set("E2", "=YIELDMAT(A2,A3,A4,0.06,99)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_yield_invalid_frequency() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=YIELD(A1,A2,5%,99,100,0)");
|
||||||
|
model._set("B2", "=YIELD(A1,A2,5%,99,100,3)");
|
||||||
|
model._set("B3", "=YIELD(A1,A2,5%,99,100,5)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_bond_functions_date_ordering() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2022,1,1)"); // settlement
|
||||||
|
model._set("A2", "=DATE(2021,12,31)"); // maturity (before settlement)
|
||||||
|
model._set("A3", "=DATE(2020,1,1)"); // issue
|
||||||
|
|
||||||
|
// Test settlement >= maturity
|
||||||
|
model._set("B1", "=PRICEDISC(A1,A2,0.05,100)");
|
||||||
|
model._set("B2", "=YIELDDISC(A1,A2,95,100)");
|
||||||
|
model._set("B3", "=DISC(A1,A2,95,100)");
|
||||||
|
model._set("B4", "=RECEIVED(A1,A2,1000,0.05)");
|
||||||
|
model._set("B5", "=INTRATE(A1,A2,1000,1050)");
|
||||||
|
model._set("B6", "=PRICEMAT(A1,A2,A3,0.06,0.05)");
|
||||||
|
model._set("B7", "=YIELDMAT(A1,A2,A3,0.06,99)");
|
||||||
|
|
||||||
|
// Test settlement < issue for YIELDMAT/PRICEMAT
|
||||||
|
model._set("A4", "=DATE(2023,1,1)"); // later issue date
|
||||||
|
model._set("C1", "=PRICEMAT(A1,A2,A4,0.06,0.05)"); // settlement < issue
|
||||||
|
model._set("C2", "=YIELDMAT(A1,A2,A4,0.06,99)"); // settlement < issue
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B3"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_invalid_dates() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICE(A2,A1,5%,6%,100,2)");
|
||||||
|
model._set("B2", "=PRICE(A1,A1,5%,6%,100,2)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_bond_functions_parameter_validation() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2022,1,1)");
|
||||||
|
model._set("A2", "=DATE(2022,12,31)");
|
||||||
|
model._set("A3", "=DATE(2021,1,1)");
|
||||||
|
|
||||||
|
// Test negative/zero prices and redemptions
|
||||||
|
model._set("B1", "=PRICEDISC(A1,A2,0.05,0)"); // zero redemption
|
||||||
|
model._set("B2", "=PRICEDISC(A1,A2,0,100)"); // zero discount
|
||||||
|
model._set("B3", "=PRICEDISC(A1,A2,-0.05,100)"); // negative discount
|
||||||
|
|
||||||
|
model._set("C1", "=YIELDDISC(A1,A2,0,100)"); // zero price
|
||||||
|
model._set("C2", "=YIELDDISC(A1,A2,95,0)"); // zero redemption
|
||||||
|
model._set("C3", "=YIELDDISC(A1,A2,-95,100)"); // negative price
|
||||||
|
|
||||||
|
model._set("D1", "=DISC(A1,A2,0,100)"); // zero price
|
||||||
|
model._set("D2", "=DISC(A1,A2,95,0)"); // zero redemption
|
||||||
|
model._set("D3", "=DISC(A1,A2,-95,100)"); // negative price
|
||||||
|
|
||||||
|
model._set("E1", "=RECEIVED(A1,A2,0,0.05)"); // zero investment
|
||||||
|
model._set("E2", "=RECEIVED(A1,A2,1000,0)"); // zero discount
|
||||||
|
model._set("E3", "=RECEIVED(A1,A2,-1000,0.05)"); // negative investment
|
||||||
|
|
||||||
|
model._set("F1", "=INTRATE(A1,A2,0,1050)"); // zero investment
|
||||||
|
model._set("F2", "=INTRATE(A1,A2,1000,0)"); // zero redemption
|
||||||
|
model._set("F3", "=INTRATE(A1,A2,-1000,1050)"); // negative investment
|
||||||
|
|
||||||
|
model._set("G1", "=PRICEMAT(A1,A2,A3,-0.06,0.05)"); // negative rate
|
||||||
|
model._set("G2", "=PRICEMAT(A1,A2,A3,0.06,-0.05)"); // negative yield
|
||||||
|
|
||||||
|
model._set("H1", "=YIELDMAT(A1,A2,A3,0.06,0)"); // zero price
|
||||||
|
model._set("H2", "=YIELDMAT(A1,A2,A3,-0.06,99)"); // negative rate
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_yield_invalid_dates() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=YIELD(A2,A1,5%,99,100,2)");
|
||||||
|
model._set("B2", "=YIELD(A1,A1,5%,99,100,2)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("B2"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_with_basis() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICE(A1,A2,5%,6%,100,2,0)");
|
||||||
|
model._set("B2", "=PRICE(A1,A2,5%,6%,100,2,1)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert!(model._get_text("B1").parse::<f64>().is_ok());
|
||||||
|
assert!(model._get_text("B2").parse::<f64>().is_ok());
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_yield_with_basis() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2023,1,1)");
|
||||||
|
model._set("A2", "=DATE(2024,1,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=YIELD(A1,A2,5%,99,100,2,0)");
|
||||||
|
model._set("B2", "=YIELD(A1,A2,5%,99,100,2,1)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert!(model._get_text("B1").parse::<f64>().is_ok());
|
||||||
|
assert!(model._get_text("B2").parse::<f64>().is_ok());
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_yield_inverse_functions() {
|
||||||
|
// Verifies PRICE and YIELD are mathematical inverses
|
||||||
|
// Regression test for periods calculation type mismatch
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2023,1,15)");
|
||||||
|
model._set("A2", "=DATE(2024,7,15)"); // ~1.5 years, fractional periods
|
||||||
|
model._set("A3", "4.75%"); // coupon
|
||||||
|
model._set("A4", "5.125%"); // yield
|
||||||
|
|
||||||
|
model._set("B1", "=PRICE(A1,A2,A3,A4,100,2)");
|
||||||
|
model._set("B2", "=YIELD(A1,A2,A3,B1,100,2)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
let calculated_yield: f64 = model._get_text("B2").parse().unwrap();
|
||||||
|
let expected_yield = 0.05125;
|
||||||
|
|
||||||
|
assert!(
|
||||||
|
(calculated_yield - expected_yield).abs() < 1e-12,
|
||||||
|
"YIELD should recover original yield: expected {expected_yield}, got {calculated_yield}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_price_yield_round_trip_stability() {
|
||||||
|
// Tests numerical stability through multiple PRICE->YIELD->PRICE cycles
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2023,3,10)");
|
||||||
|
model._set("A2", "=DATE(2024,11,22)"); // Irregular period length
|
||||||
|
model._set("A3", "3.25%"); // coupon rate
|
||||||
|
model._set("A4", "4.875%"); // initial yield
|
||||||
|
|
||||||
|
// First round-trip
|
||||||
|
model._set("B1", "=PRICE(A1,A2,A3,A4,100,4)");
|
||||||
|
model._set("B2", "=YIELD(A1,A2,A3,B1,100,4)");
|
||||||
|
|
||||||
|
// Second round-trip
|
||||||
|
model._set("B3", "=PRICE(A1,A2,A3,B2,100,4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
let price1: f64 = model._get_text("B1").parse().unwrap();
|
||||||
|
let price2: f64 = model._get_text("B3").parse().unwrap();
|
||||||
|
|
||||||
|
assert!(
|
||||||
|
(price1 - price2).abs() < 1e-10,
|
||||||
|
"Round-trip should be stable: {price1} vs {price2}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_bond_functions_basis_validation() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
model._set("A1", "=DATE(2022,1,1)");
|
||||||
|
model._set("A2", "=DATE(2022,12,31)");
|
||||||
|
model._set("A3", "=DATE(2021,1,1)");
|
||||||
|
|
||||||
|
// Test valid basis values (0-4)
|
||||||
|
model._set("B1", "=PRICEDISC(A1,A2,0.05,100,0)");
|
||||||
|
model._set("B2", "=PRICEDISC(A1,A2,0.05,100,1)");
|
||||||
|
model._set("B3", "=PRICEDISC(A1,A2,0.05,100,2)");
|
||||||
|
model._set("B4", "=PRICEDISC(A1,A2,0.05,100,3)");
|
||||||
|
model._set("B5", "=PRICEDISC(A1,A2,0.05,100,4)");
|
||||||
|
|
||||||
|
// Test invalid basis values
|
||||||
|
model._set("C1", "=PRICEDISC(A1,A2,0.05,100,-1)");
|
||||||
|
model._set("C2", "=PRICEDISC(A1,A2,0.05,100,5)");
|
||||||
|
model._set("C3", "=YIELDDISC(A1,A2,95,100,10)");
|
||||||
|
model._set("C4", "=DISC(A1,A2,95,100,-5)");
|
||||||
|
model._set("C5", "=RECEIVED(A1,A2,1000,0.05,99)");
|
||||||
|
model._set("C6", "=INTRATE(A1,A2,1000,1050,-2)");
|
||||||
|
model._set("C7", "=PRICEMAT(A1,A2,A3,0.06,0.05,7)");
|
||||||
|
model._set("C8", "=YIELDMAT(A1,A2,A3,0.06,99,-3)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// Valid basis should work
|
||||||
|
assert_ne!(model._get_text("B1"), *"#ERROR!");
|
||||||
|
assert_ne!(model._get_text("B2"), *"#ERROR!");
|
||||||
|
assert_ne!(model._get_text("B3"), *"#ERROR!");
|
||||||
|
assert_ne!(model._get_text("B4"), *"#ERROR!");
|
||||||
|
assert_ne!(model._get_text("B5"), *"#ERROR!");
|
||||||
|
|
||||||
|
// Invalid basis should error
|
||||||
|
assert_eq!(model._get_text("C1"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C2"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C3"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C4"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C5"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C6"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C7"), *"#NUM!");
|
||||||
|
assert_eq!(model._get_text("C8"), *"#NUM!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fn_bond_functions_relationships() {
|
||||||
|
// Test mathematical relationships between functions
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=DATE(2021,1,1)");
|
||||||
|
model._set("A2", "=DATE(2021,7,1)");
|
||||||
|
|
||||||
|
model._set("B1", "=PRICEDISC(A1,A2,5%,100)");
|
||||||
|
model._set("B2", "=YIELDDISC(A1,A2,B1,100)");
|
||||||
|
model._set("B3", "=DISC(A1,A2,B1,100)");
|
||||||
|
model._set("B4", "=RECEIVED(A1,A2,1000,5%)");
|
||||||
|
model._set("B5", "=INTRATE(A1,A2,1000,1050)");
|
||||||
|
model._set("B6", "=PRICEMAT(A1,A2,DATE(2020,7,1),6%,5%)");
|
||||||
|
model._set("B7", "=YIELDMAT(A1,A2,DATE(2020,7,1),6%,99)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(
|
||||||
|
model.get_cell_value_by_ref("Sheet1!B1"),
|
||||||
|
Ok(CellValue::Number(97.5))
|
||||||
|
);
|
||||||
|
if let Ok(CellValue::Number(v)) = model.get_cell_value_by_ref("Sheet1!B2") {
|
||||||
|
assert!((v - 0.051282051).abs() < 1e-6);
|
||||||
|
}
|
||||||
|
if let Ok(CellValue::Number(v)) = model.get_cell_value_by_ref("Sheet1!B3") {
|
||||||
|
assert!((v - 0.05).abs() < 1e-6);
|
||||||
|
}
|
||||||
|
if let Ok(CellValue::Number(v)) = model.get_cell_value_by_ref("Sheet1!B4") {
|
||||||
|
assert!((v - 1025.641025).abs() < 1e-6);
|
||||||
|
}
|
||||||
|
if let Ok(CellValue::Number(v)) = model.get_cell_value_by_ref("Sheet1!B5") {
|
||||||
|
assert!((v - 0.10).abs() < 1e-6);
|
||||||
|
}
|
||||||
|
if let Ok(CellValue::Number(v)) = model.get_cell_value_by_ref("Sheet1!B6") {
|
||||||
|
assert!((v - 100.414634).abs() < 1e-6);
|
||||||
|
}
|
||||||
|
if let Ok(CellValue::Number(v)) = model.get_cell_value_by_ref("Sheet1!B7") {
|
||||||
|
assert!((v - 0.078431372).abs() < 1e-6);
|
||||||
|
}
|
||||||
|
}
|
||||||
127
base/src/test/test_fn_fvschedule.rs
Normal file
127
base/src/test/test_fn_fvschedule.rs
Normal file
@@ -0,0 +1,127 @@
|
|||||||
|
#![allow(clippy::unwrap_used)]
|
||||||
|
|
||||||
|
use crate::{cell::CellValue, test::util::new_empty_model};
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn computation() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("B1", "0.1");
|
||||||
|
model._set("B2", "0.2");
|
||||||
|
model._set("A1", "=FVSCHEDULE(100,B1:B2)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("A1"), "132");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fvschedule_basic_with_precise_assertion() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "1000");
|
||||||
|
model._set("B1", "0.09");
|
||||||
|
model._set("B2", "0.11");
|
||||||
|
model._set("B3", "0.1");
|
||||||
|
|
||||||
|
model._set("C1", "=FVSCHEDULE(A1,B1:B3)");
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(
|
||||||
|
model.get_cell_value_by_ref("Sheet1!C1"),
|
||||||
|
Ok(CellValue::Number(1330.89))
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fvschedule_compound_rates() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "1");
|
||||||
|
model._set("A2", "0.1");
|
||||||
|
model._set("A3", "0.2");
|
||||||
|
model._set("A4", "0.3");
|
||||||
|
|
||||||
|
model._set("B1", "=FVSCHEDULE(A1, A2:A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// 1 * (1+0.1) * (1+0.2) * (1+0.3) = 1 * 1.1 * 1.2 * 1.3 = 1.716
|
||||||
|
assert_eq!(model._get_text("B1"), "1.716");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fvschedule_ignore_non_numbers() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "1");
|
||||||
|
model._set("A2", "0.1");
|
||||||
|
model._set("A3", "foo"); // non-numeric value should be ignored
|
||||||
|
model._set("A4", "0.2");
|
||||||
|
|
||||||
|
model._set("B1", "=FVSCHEDULE(A1, A2:A4)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
// 1 * (1+0.1) * (1+0.2) = 1 * 1.1 * 1.2 = 1.32
|
||||||
|
assert_eq!(model._get_text("B1"), "1.32");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fvschedule_argument_count() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
model._set("A1", "=FVSCHEDULE()");
|
||||||
|
model._set("A2", "=FVSCHEDULE(1)");
|
||||||
|
model._set("A3", "=FVSCHEDULE(1,1,1)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("A1"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("A2"), *"#ERROR!");
|
||||||
|
assert_eq!(model._get_text("A3"), *"#ERROR!");
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fvschedule_edge_cases() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test with zero principal
|
||||||
|
model._set("A1", "0");
|
||||||
|
model._set("A2", "0.1");
|
||||||
|
model._set("A3", "0.2");
|
||||||
|
model._set("B1", "=FVSCHEDULE(A1, A2:A3)");
|
||||||
|
|
||||||
|
// Test with negative principal
|
||||||
|
model._set("C1", "-100");
|
||||||
|
model._set("D1", "=FVSCHEDULE(C1, A2:A3)");
|
||||||
|
|
||||||
|
// Test with zero rates
|
||||||
|
model._set("E1", "100");
|
||||||
|
model._set("E2", "0");
|
||||||
|
model._set("E3", "0");
|
||||||
|
model._set("F1", "=FVSCHEDULE(E1, E2:E3)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "0"); // 0 * anything = 0
|
||||||
|
assert_eq!(model._get_text("D1"), "-132"); // -100 * 1.1 * 1.2 = -132
|
||||||
|
assert_eq!(model._get_text("F1"), "100"); // 100 * 1 * 1 = 100
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn fvschedule_rate_validation() {
|
||||||
|
let mut model = new_empty_model();
|
||||||
|
|
||||||
|
// Test with rate exactly -1 (should cause error due to validation in patch 1)
|
||||||
|
model._set("A1", "100");
|
||||||
|
model._set("A2", "-1");
|
||||||
|
model._set("A3", "0.1");
|
||||||
|
model._set("B1", "=FVSCHEDULE(A1, A2:A3)");
|
||||||
|
|
||||||
|
// Test with rate less than -1 (should cause error)
|
||||||
|
model._set("C1", "100");
|
||||||
|
model._set("C2", "-1.5");
|
||||||
|
model._set("C3", "0.1");
|
||||||
|
model._set("D1", "=FVSCHEDULE(C1, C2:C3)");
|
||||||
|
|
||||||
|
model.evaluate();
|
||||||
|
|
||||||
|
assert_eq!(model._get_text("B1"), "#NUM!");
|
||||||
|
assert_eq!(model._get_text("D1"), "#NUM!");
|
||||||
|
}
|
||||||
@@ -11,32 +11,32 @@ You can track the progress in this [GitHub issue](https://github.com/ironcalc/Ir
|
|||||||
|
|
||||||
| Function | Status | Documentation |
|
| Function | Status | Documentation |
|
||||||
| ---------- | ---------------------------------------------- | ------------------ |
|
| ---------- | ---------------------------------------------- | ------------------ |
|
||||||
| ACCRINT | <Badge type="info" text="Not implemented yet" /> | – |
|
| ACCRINT | <Badge type="tip" text="Available" /> | [ACCRINT](financial/accrint) |
|
||||||
| ACCRINTM | <Badge type="info" text="Not implemented yet" /> | – |
|
| ACCRINTM | <Badge type="tip" text="Available" /> | [ACCRINTM](financial/accrintm) |
|
||||||
| AMORDEGRC | <Badge type="info" text="Not implemented yet" /> | – |
|
| AMORDEGRC | <Badge type="info" text="Not implemented yet" /> | – |
|
||||||
| AMORLINC | <Badge type="info" text="Not implemented yet" /> | – |
|
| AMORLINC | <Badge type="info" text="Not implemented yet" /> | – |
|
||||||
| COUPDAYBS | <Badge type="info" text="Not implemented yet" /> | – |
|
| COUPDAYBS | <Badge type="tip" text="Available" /> | – |
|
||||||
| COUPDAYS | <Badge type="info" text="Not implemented yet" /> | – |
|
| COUPDAYS | <Badge type="tip" text="Available" /> | – |
|
||||||
| COUPDAYSNC | <Badge type="info" text="Not implemented yet" /> | – |
|
| COUPDAYSNC | <Badge type="tip" text="Available" /> | – |
|
||||||
| COUPNCD | <Badge type="info" text="Not implemented yet" /> | – |
|
| COUPNCD | <Badge type="tip" text="Available" /> | – |
|
||||||
| COUPNUM | <Badge type="info" text="Not implemented yet" /> | – |
|
| COUPNUM | <Badge type="tip" text="Available" /> | – |
|
||||||
| COUPPCD | <Badge type="info" text="Not implemented yet" /> | – |
|
| COUPPCD | <Badge type="tip" text="Available" /> | – |
|
||||||
| CUMIPMT | <Badge type="tip" text="Available" /> | – |
|
| CUMIPMT | <Badge type="tip" text="Available" /> | – |
|
||||||
| CUMPRINC | <Badge type="tip" text="Available" /> | – |
|
| CUMPRINC | <Badge type="tip" text="Available" /> | – |
|
||||||
| DB | <Badge type="tip" text="Available" /> | – |
|
| DB | <Badge type="tip" text="Available" /> | – |
|
||||||
| DDB | <Badge type="tip" text="Available" /> | – |
|
| DDB | <Badge type="tip" text="Available" /> | – |
|
||||||
| DISC | <Badge type="info" text="Not implemented yet" /> | – |
|
| DISC | <Badge type="tip" text="Available" /> | – |
|
||||||
| DOLLARDE | <Badge type="tip" text="Available" /> | – |
|
| DOLLARDE | <Badge type="tip" text="Available" /> | – |
|
||||||
| DOLLARFR | <Badge type="tip" text="Available" /> | – |
|
| DOLLARFR | <Badge type="tip" text="Available" /> | – |
|
||||||
| DURATION | <Badge type="info" text="Not implemented yet" /> | – |
|
| DURATION | <Badge type="tip" text="Available" /> | – |
|
||||||
| EFFECT | <Badge type="tip" text="Available" /> | – |
|
| EFFECT | <Badge type="tip" text="Available" /> | – |
|
||||||
| FV | <Badge type="tip" text="Available" /> | [FV](financial/fv) |
|
| FV | <Badge type="tip" text="Available" /> | [FV](financial/fv) |
|
||||||
| FVSCHEDULE | <Badge type="info" text="Not implemented yet" /> | – |
|
| FVSCHEDULE | <Badge type="tip" text="Available" /> | [FVSCHEDULE](financial/fvschedule) |
|
||||||
| INTRATE | <Badge type="info" text="Not implemented yet" /> | – |
|
| INTRATE | <Badge type="tip" text="Available" /> | – |
|
||||||
| IPMT | <Badge type="tip" text="Available" /> | – |
|
| IPMT | <Badge type="tip" text="Available" /> | – |
|
||||||
| IRR | <Badge type="tip" text="Available" /> | – |
|
| IRR | <Badge type="tip" text="Available" /> | – |
|
||||||
| ISPMT | <Badge type="tip" text="Available" /> | – |
|
| ISPMT | <Badge type="tip" text="Available" /> | – |
|
||||||
| MDURATION | <Badge type="info" text="Not implemented yet" /> | – |
|
| MDURATION | <Badge type="tip" text="Available" /> | – |
|
||||||
| MIRR | <Badge type="tip" text="Available" /> | – |
|
| MIRR | <Badge type="tip" text="Available" /> | – |
|
||||||
| NOMINAL | <Badge type="tip" text="Available" /> | – |
|
| NOMINAL | <Badge type="tip" text="Available" /> | – |
|
||||||
| NPER | <Badge type="tip" text="Available" /> | – |
|
| NPER | <Badge type="tip" text="Available" /> | – |
|
||||||
@@ -48,12 +48,12 @@ You can track the progress in this [GitHub issue](https://github.com/ironcalc/Ir
|
|||||||
| PDURATION | <Badge type="tip" text="Available" /> | – |
|
| PDURATION | <Badge type="tip" text="Available" /> | – |
|
||||||
| PMT | <Badge type="tip" text="Available" /> | – |
|
| PMT | <Badge type="tip" text="Available" /> | – |
|
||||||
| PPMT | <Badge type="tip" text="Available" /> | – |
|
| PPMT | <Badge type="tip" text="Available" /> | – |
|
||||||
| PRICE | <Badge type="info" text="Not implemented yet" /> | – |
|
| PRICE | <Badge type="tip" text="Available" /> | – |
|
||||||
| PRICEDISC | <Badge type="info" text="Not implemented yet" /> | – |
|
| PRICEDISC | <Badge type="tip" text="Available" /> | – |
|
||||||
| PRICEMAT | <Badge type="info" text="Not implemented yet" /> | – |
|
| PRICEMAT | <Badge type="tip" text="Available" /> | – |
|
||||||
| PV | <Badge type="tip" text="Available" /> | [PV](financial/pv) |
|
| PV | <Badge type="tip" text="Available" /> | [PV](financial/pv) |
|
||||||
| RATE | <Badge type="tip" text="Available" /> | – |
|
| RATE | <Badge type="tip" text="Available" /> | – |
|
||||||
| RECEIVED | <Badge type="info" text="Not implemented yet" /> | – |
|
| RECEIVED | <Badge type="tip" text="Available" /> | – |
|
||||||
| RRI | <Badge type="tip" text="Available" /> | - |
|
| RRI | <Badge type="tip" text="Available" /> | - |
|
||||||
| SLN | <Badge type="tip" text="Available" /> | – |
|
| SLN | <Badge type="tip" text="Available" /> | – |
|
||||||
| SYD | <Badge type="tip" text="Available" /> | – |
|
| SYD | <Badge type="tip" text="Available" /> | – |
|
||||||
@@ -63,6 +63,9 @@ You can track the progress in this [GitHub issue](https://github.com/ironcalc/Ir
|
|||||||
| VDB | <Badge type="info" text="Not implemented yet" /> | – |
|
| VDB | <Badge type="info" text="Not implemented yet" /> | – |
|
||||||
| XIRR | <Badge type="tip" text="Available" /> | – |
|
| XIRR | <Badge type="tip" text="Available" /> | – |
|
||||||
| XNPV | <Badge type="tip" text="Available" /> | – |
|
| XNPV | <Badge type="tip" text="Available" /> | – |
|
||||||
| YIELD | <Badge type="info" text="Not implemented yet" /> | – |
|
| YIELD | <Badge type="tip" text="Available" /> | – |
|
||||||
| YIELDDISC | <Badge type="info" text="Not implemented yet" /> | – |
|
| YIELDDISC | <Badge type="info" text="Not implemented yet" /> | – |
|
||||||
| YIELDMAT | <Badge type="info" text="Not implemented yet" /> | – |
|
| YIELDMAT | <Badge type="info" text="Not implemented yet" /> | – |
|
||||||
|
| YIELD | <Badge type="tip" text="Available" /> | – |
|
||||||
|
| YIELDDISC | <Badge type="tip" text="Available" /> | – |
|
||||||
|
| YIELDMAT | <Badge type="tip" text="Available" /> | – |
|
||||||
|
|||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# ACCRINT
|
# ACCRINT
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# ACCRINTM
|
# ACCRINTM
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# COUPDAYBS
|
# COUPDAYBS
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# COUPDAYS
|
# COUPDAYS
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# COUPDAYSNC
|
# COUPDAYSNC
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# COUPNCD
|
# COUPNCD
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# COUPNUM
|
# COUPNUM
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# COUPPCD
|
# COUPPCD
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# DISC
|
# DISC
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# DURATION
|
# DURATION
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# FVSCHEDULE
|
# FVSCHEDULE
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# INTRATE
|
# INTRATE
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# MDURATION
|
# MDURATION
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# PRICE
|
# PRICE
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# PRICEDISC
|
# PRICEDISC
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# PRICEMAT
|
# PRICEMAT
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# RECEIVED
|
# RECEIVED
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# YIELD
|
# YIELD
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# YIELDDISC
|
# YIELDDISC
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
@@ -7,6 +7,5 @@ lang: en-US
|
|||||||
# YIELDMAT
|
# YIELDMAT
|
||||||
|
|
||||||
::: warning
|
::: warning
|
||||||
🚧 This function is not yet available in IronCalc.
|
🚧 This function is implemented but currently lacks detailed documentation. For guidance, you may refer to the equivalent functionality in [Microsoft Excel documentation](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb).
|
||||||
[Follow development here](https://github.com/ironcalc/IronCalc/labels/Functions)
|
|
||||||
:::
|
:::
|
||||||
Reference in New Issue
Block a user