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<?php |
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namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities; |
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use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel\YearFrac; |
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use PhpOffice\PhpSpreadsheet\Calculation\Exception; |
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use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants; |
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use PhpOffice\PhpSpreadsheet\Calculation\Functions; |
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use PhpOffice\PhpSpreadsheet\Shared\StringHelper; |
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class AccruedInterest |
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{ |
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public const ACCRINT_CALCMODE_ISSUE_TO_SETTLEMENT = true; |
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public const ACCRINT_CALCMODE_FIRST_INTEREST_TO_SETTLEMENT = false; |
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/** |
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* ACCRINT. |
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* |
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* Returns the accrued interest for a security that pays periodic interest. |
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* |
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* Excel Function: |
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* ACCRINT(issue,firstinterest,settlement,rate,par,frequency[,basis][,calc_method]) |
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* |
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* @param mixed $issue the security's issue date |
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* @param mixed $firstInterest the security's first interest date |
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* @param mixed $settlement The security's settlement date. |
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* The security settlement date is the date after the issue date |
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* when the security is traded to the buyer. |
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* @param mixed $rate The security's annual coupon rate |
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* @param mixed $parValue The security's par value. |
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* If you omit par, ACCRINT uses $1,000. |
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* @param mixed $frequency The number of coupon payments per year. |
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* Valid frequency values are: |
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* 1 Annual |
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* 2 Semi-Annual |
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* 4 Quarterly |
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* @param mixed $basis The type of day count to use. |
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* 0 or omitted US (NASD) 30/360 |
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* 1 Actual/actual |
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* 2 Actual/360 |
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* 3 Actual/365 |
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* 4 European 30/360 |
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* @param mixed $calcMethod Unused by PhpSpreadsheet, and apparently by Excel (https://exceljet.net/functions/accrint-function) |
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* |
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* @return float|string Result, or a string containing an error |
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*/ |
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public static function periodic( |
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mixed $issue, |
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mixed $firstInterest, |
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mixed $settlement, |
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mixed $rate, |
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mixed $parValue = 1000, |
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mixed $frequency = FinancialConstants::FREQUENCY_ANNUAL, |
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD, |
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mixed $calcMethod = self::ACCRINT_CALCMODE_ISSUE_TO_SETTLEMENT |
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) { |
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$issue = Functions::flattenSingleValue($issue); |
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$firstInterest = Functions::flattenSingleValue($firstInterest); |
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$settlement = Functions::flattenSingleValue($settlement); |
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$rate = Functions::flattenSingleValue($rate); |
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$parValue = ($parValue === null) ? 1000 : Functions::flattenSingleValue($parValue); |
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$frequency = Functions::flattenSingleValue($frequency) ?? FinancialConstants::FREQUENCY_ANNUAL; |
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$basis = Functions::flattenSingleValue($basis) ?? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD; |
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try { |
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$issue = SecurityValidations::validateIssueDate($issue); |
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$settlement = SecurityValidations::validateSettlementDate($settlement); |
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SecurityValidations::validateSecurityPeriod($issue, $settlement); |
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$rate = SecurityValidations::validateRate($rate); |
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$parValue = SecurityValidations::validateParValue($parValue); |
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SecurityValidations::validateFrequency($frequency); |
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$basis = SecurityValidations::validateBasis($basis); |
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} catch (Exception $e) { |
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return $e->getMessage(); |
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} |
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$daysBetweenIssueAndSettlement = Functions::scalar(YearFrac::fraction($issue, $settlement, $basis)); |
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if (!is_numeric($daysBetweenIssueAndSettlement)) { |
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// return date error |
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return StringHelper::convertToString($daysBetweenIssueAndSettlement); |
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} |
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$daysBetweenFirstInterestAndSettlement = Functions::scalar(YearFrac::fraction($firstInterest, $settlement, $basis)); |
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if (!is_numeric($daysBetweenFirstInterestAndSettlement)) { |
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// return date error |
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return StringHelper::convertToString($daysBetweenFirstInterestAndSettlement); |
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} |
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return $parValue * $rate * $daysBetweenIssueAndSettlement; |
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} |
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/** |
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* ACCRINTM. |
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* |
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* Returns the accrued interest for a security that pays interest at maturity. |
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* |
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* Excel Function: |
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* ACCRINTM(issue,settlement,rate[,par[,basis]]) |
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* |
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* @param mixed $issue The security's issue date |
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* @param mixed $settlement The security's settlement (or maturity) date |
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* @param mixed $rate The security's annual coupon rate |
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* @param mixed $parValue The security's par value. |
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* If you omit parValue, ACCRINT uses $1,000. |
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* @param mixed $basis The type of day count to use. |
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* 0 or omitted US (NASD) 30/360 |
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* 1 Actual/actual |
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* 2 Actual/360 |
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* 3 Actual/365 |
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* 4 European 30/360 |
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* |
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* @return float|string Result, or a string containing an error |
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*/ |
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public static function atMaturity( |
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mixed $issue, |
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mixed $settlement, |
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mixed $rate, |
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mixed $parValue = 1000, |
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
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) { |
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$issue = Functions::flattenSingleValue($issue); |
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$settlement = Functions::flattenSingleValue($settlement); |
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$rate = Functions::flattenSingleValue($rate); |
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$parValue = ($parValue === null) ? 1000 : Functions::flattenSingleValue($parValue); |
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$basis = Functions::flattenSingleValue($basis) ?? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD; |
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try { |
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$issue = SecurityValidations::validateIssueDate($issue); |
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$settlement = SecurityValidations::validateSettlementDate($settlement); |
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SecurityValidations::validateSecurityPeriod($issue, $settlement); |
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$rate = SecurityValidations::validateRate($rate); |
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$parValue = SecurityValidations::validateParValue($parValue); |
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$basis = SecurityValidations::validateBasis($basis); |
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} catch (Exception $e) { |
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return $e->getMessage(); |
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} |
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$daysBetweenIssueAndSettlement = Functions::scalar(YearFrac::fraction($issue, $settlement, $basis)); |
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if (!is_numeric($daysBetweenIssueAndSettlement)) { |
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// return date error |
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return StringHelper::convertToString($daysBetweenIssueAndSettlement); |
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} |
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return $parValue * $rate * $daysBetweenIssueAndSettlement; |
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} |
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} |
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PHPOffice /
PhpSpreadsheet
