|
1
|
|
|
<?php |
|
2
|
|
|
|
|
3
|
|
|
namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities; |
|
4
|
|
|
|
|
5
|
|
|
use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel\YearFrac; |
|
6
|
|
|
use PhpOffice\PhpSpreadsheet\Calculation\Exception; |
|
7
|
|
|
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants; |
|
8
|
|
|
use PhpOffice\PhpSpreadsheet\Calculation\Functions; |
|
9
|
|
|
|
|
10
|
|
|
class AccruedInterest |
|
11
|
|
|
{ |
|
12
|
|
|
public const ACCRINT_CALCMODE_ISSUE_TO_SETTLEMENT = true; |
|
13
|
|
|
|
|
14
|
|
|
public const ACCRINT_CALCMODE_FIRST_INTEREST_TO_SETTLEMENT = false; |
|
15
|
|
|
|
|
16
|
|
|
/** |
|
17
|
|
|
* ACCRINT. |
|
18
|
|
|
* |
|
19
|
|
|
* Returns the accrued interest for a security that pays periodic interest. |
|
20
|
|
|
* |
|
21
|
|
|
* Excel Function: |
|
22
|
|
|
* ACCRINT(issue,firstinterest,settlement,rate,par,frequency[,basis][,calc_method]) |
|
23
|
|
|
* |
|
24
|
|
|
* @param mixed $issue the security's issue date |
|
25
|
|
|
* @param mixed $firstInterest the security's first interest date |
|
26
|
|
|
* @param mixed $settlement The security's settlement date. |
|
27
|
|
|
* The security settlement date is the date after the issue date |
|
28
|
|
|
* when the security is traded to the buyer. |
|
29
|
|
|
* @param mixed $rate The security's annual coupon rate |
|
30
|
|
|
* @param mixed $parValue The security's par value. |
|
31
|
|
|
* If you omit par, ACCRINT uses $1,000. |
|
32
|
|
|
* @param mixed $frequency The number of coupon payments per year. |
|
33
|
|
|
* Valid frequency values are: |
|
34
|
|
|
* 1 Annual |
|
35
|
|
|
* 2 Semi-Annual |
|
36
|
|
|
* 4 Quarterly |
|
37
|
|
|
* @param mixed $basis The type of day count to use. |
|
38
|
|
|
* 0 or omitted US (NASD) 30/360 |
|
39
|
|
|
* 1 Actual/actual |
|
40
|
|
|
* 2 Actual/360 |
|
41
|
|
|
* 3 Actual/365 |
|
42
|
|
|
* 4 European 30/360 |
|
43
|
|
|
* |
|
44
|
|
|
* @return float|string Result, or a string containing an error |
|
45
|
|
|
*/ |
|
46
|
23 |
|
public static function periodic( |
|
47
|
|
|
mixed $issue, |
|
48
|
|
|
mixed $firstInterest, |
|
49
|
|
|
mixed $settlement, |
|
50
|
|
|
mixed $rate, |
|
51
|
|
|
mixed $parValue = 1000, |
|
52
|
|
|
mixed $frequency = FinancialConstants::FREQUENCY_ANNUAL, |
|
53
|
|
|
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD, |
|
54
|
|
|
mixed $calcMethod = self::ACCRINT_CALCMODE_ISSUE_TO_SETTLEMENT |
|
|
|
|
|
|
55
|
|
|
) { |
|
56
|
23 |
|
$issue = Functions::flattenSingleValue($issue); |
|
57
|
23 |
|
$firstInterest = Functions::flattenSingleValue($firstInterest); |
|
58
|
23 |
|
$settlement = Functions::flattenSingleValue($settlement); |
|
59
|
23 |
|
$rate = Functions::flattenSingleValue($rate); |
|
60
|
23 |
|
$parValue = ($parValue === null) ? 1000 : Functions::flattenSingleValue($parValue); |
|
61
|
23 |
|
$frequency = ($frequency === null) |
|
62
|
|
|
? FinancialConstants::FREQUENCY_ANNUAL |
|
63
|
23 |
|
: Functions::flattenSingleValue($frequency); |
|
64
|
23 |
|
$basis = ($basis === null) |
|
65
|
1 |
|
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
|
66
|
22 |
|
: Functions::flattenSingleValue($basis); |
|
67
|
|
|
|
|
68
|
|
|
try { |
|
69
|
23 |
|
$issue = SecurityValidations::validateIssueDate($issue); |
|
70
|
22 |
|
$settlement = SecurityValidations::validateSettlementDate($settlement); |
|
71
|
22 |
|
SecurityValidations::validateSecurityPeriod($issue, $settlement); |
|
72
|
22 |
|
$rate = SecurityValidations::validateRate($rate); |
|
73
|
18 |
|
$parValue = SecurityValidations::validateParValue($parValue); |
|
74
|
15 |
|
SecurityValidations::validateFrequency($frequency); |
|
75
|
14 |
|
$basis = SecurityValidations::validateBasis($basis); |
|
76
|
11 |
|
} catch (Exception $e) { |
|
77
|
11 |
|
return $e->getMessage(); |
|
78
|
|
|
} |
|
79
|
|
|
|
|
80
|
12 |
|
$daysBetweenIssueAndSettlement = Functions::scalar(YearFrac::fraction($issue, $settlement, $basis)); |
|
81
|
12 |
|
if (!is_numeric($daysBetweenIssueAndSettlement)) { |
|
82
|
|
|
// return date error |
|
83
|
|
|
return $daysBetweenIssueAndSettlement; |
|
84
|
|
|
} |
|
85
|
12 |
|
$daysBetweenFirstInterestAndSettlement = Functions::scalar(YearFrac::fraction($firstInterest, $settlement, $basis)); |
|
86
|
12 |
|
if (!is_numeric($daysBetweenFirstInterestAndSettlement)) { |
|
87
|
|
|
// return date error |
|
88
|
|
|
return $daysBetweenFirstInterestAndSettlement; |
|
89
|
|
|
} |
|
90
|
|
|
|
|
91
|
12 |
|
return $parValue * $rate * $daysBetweenIssueAndSettlement; |
|
92
|
|
|
} |
|
93
|
|
|
|
|
94
|
|
|
/** |
|
95
|
|
|
* ACCRINTM. |
|
96
|
|
|
* |
|
97
|
|
|
* Returns the accrued interest for a security that pays interest at maturity. |
|
98
|
|
|
* |
|
99
|
|
|
* Excel Function: |
|
100
|
|
|
* ACCRINTM(issue,settlement,rate[,par[,basis]]) |
|
101
|
|
|
* |
|
102
|
|
|
* @param mixed $issue The security's issue date |
|
103
|
|
|
* @param mixed $settlement The security's settlement (or maturity) date |
|
104
|
|
|
* @param mixed $rate The security's annual coupon rate |
|
105
|
|
|
* @param mixed $parValue The security's par value. |
|
106
|
|
|
* If you omit parValue, ACCRINT uses $1,000. |
|
107
|
|
|
* @param mixed $basis The type of day count to use. |
|
108
|
|
|
* 0 or omitted US (NASD) 30/360 |
|
109
|
|
|
* 1 Actual/actual |
|
110
|
|
|
* 2 Actual/360 |
|
111
|
|
|
* 3 Actual/365 |
|
112
|
|
|
* 4 European 30/360 |
|
113
|
|
|
* |
|
114
|
|
|
* @return float|string Result, or a string containing an error |
|
115
|
|
|
*/ |
|
116
|
15 |
|
public static function atMaturity( |
|
117
|
|
|
mixed $issue, |
|
118
|
|
|
mixed $settlement, |
|
119
|
|
|
mixed $rate, |
|
120
|
|
|
mixed $parValue = 1000, |
|
121
|
|
|
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
|
122
|
|
|
) { |
|
123
|
15 |
|
$issue = Functions::flattenSingleValue($issue); |
|
124
|
15 |
|
$settlement = Functions::flattenSingleValue($settlement); |
|
125
|
15 |
|
$rate = Functions::flattenSingleValue($rate); |
|
126
|
15 |
|
$parValue = ($parValue === null) ? 1000 : Functions::flattenSingleValue($parValue); |
|
127
|
15 |
|
$basis = ($basis === null) |
|
128
|
1 |
|
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
|
129
|
14 |
|
: Functions::flattenSingleValue($basis); |
|
130
|
|
|
|
|
131
|
|
|
try { |
|
132
|
15 |
|
$issue = SecurityValidations::validateIssueDate($issue); |
|
133
|
14 |
|
$settlement = SecurityValidations::validateSettlementDate($settlement); |
|
134
|
14 |
|
SecurityValidations::validateSecurityPeriod($issue, $settlement); |
|
135
|
14 |
|
$rate = SecurityValidations::validateRate($rate); |
|
136
|
11 |
|
$parValue = SecurityValidations::validateParValue($parValue); |
|
137
|
9 |
|
$basis = SecurityValidations::validateBasis($basis); |
|
138
|
8 |
|
} catch (Exception $e) { |
|
139
|
8 |
|
return $e->getMessage(); |
|
140
|
|
|
} |
|
141
|
|
|
|
|
142
|
7 |
|
$daysBetweenIssueAndSettlement = Functions::scalar(YearFrac::fraction($issue, $settlement, $basis)); |
|
143
|
7 |
|
if (!is_numeric($daysBetweenIssueAndSettlement)) { |
|
144
|
|
|
// return date error |
|
145
|
|
|
return $daysBetweenIssueAndSettlement; |
|
146
|
|
|
} |
|
147
|
|
|
|
|
148
|
7 |
|
return $parValue * $rate * $daysBetweenIssueAndSettlement; |
|
149
|
|
|
} |
|
150
|
|
|
} |
|
151
|
|
|
|
PHPOffice /
PhpSpreadsheet
This check looks for parameters that have been defined for a function or method, but which are not used in the method body.