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<?php |
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namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\CashFlow\Variable; |
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use PhpOffice\PhpSpreadsheet\Calculation\Functions; |
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use PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError; |
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class Periodic |
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{ |
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const FINANCIAL_MAX_ITERATIONS = 128; |
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const FINANCIAL_PRECISION = 1.0e-08; |
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/** |
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* IRR. |
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* |
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* Returns the internal rate of return for a series of cash flows represented by the numbers in values. |
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* These cash flows do not have to be even, as they would be for an annuity. However, the cash flows must occur |
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* at regular intervals, such as monthly or annually. The internal rate of return is the interest rate received |
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* for an investment consisting of payments (negative values) and income (positive values) that occur at regular |
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* periods. |
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* |
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* Excel Function: |
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* IRR(values[,guess]) |
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* |
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* @param mixed $values An array or a reference to cells that contain numbers for which you want |
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* to calculate the internal rate of return. |
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* Values must contain at least one positive value and one negative value to |
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* calculate the internal rate of return. |
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* @param mixed $guess A number that you guess is close to the result of IRR |
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*/ |
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public static function rate(mixed $values, mixed $guess = 0.1): string|float |
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{ |
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if (!is_array($values)) { |
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return ExcelError::VALUE(); |
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} |
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$values = Functions::flattenArray($values); |
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$guess = Functions::flattenSingleValue($guess); |
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if (!is_numeric($guess)) { |
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return ExcelError::VALUE(); |
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} |
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// create an initial range, with a root somewhere between 0 and guess |
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$x1 = 0.0; |
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$x2 = $guess; |
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$f1 = self::presentValue($x1, $values); |
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$f2 = self::presentValue($x2, $values); |
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for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { |
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if (($f1 * $f2) < 0.0) { |
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break; |
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} |
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if (abs($f1) < abs($f2)) { |
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$f1 = self::presentValue($x1 += 1.6 * ($x1 - $x2), $values); |
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} else { |
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$f2 = self::presentValue($x2 += 1.6 * ($x2 - $x1), $values); |
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} |
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} |
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if (($f1 * $f2) > 0.0) { |
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return ExcelError::VALUE(); |
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} |
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$f = self::presentValue($x1, $values); |
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if ($f < 0.0) { |
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$rtb = $x1; |
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$dx = $x2 - $x1; |
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} else { |
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$rtb = $x2; |
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$dx = $x1 - $x2; |
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} |
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for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { |
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$dx *= 0.5; |
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$x_mid = $rtb + $dx; |
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$f_mid = self::presentValue($x_mid, $values); |
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if ($f_mid <= 0.0) { |
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$rtb = $x_mid; |
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} |
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if ((abs($f_mid) < self::FINANCIAL_PRECISION) || (abs($dx) < self::FINANCIAL_PRECISION)) { |
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return $x_mid; |
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} |
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} |
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return ExcelError::VALUE(); |
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} |
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/** |
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* MIRR. |
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* |
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* Returns the modified internal rate of return for a series of periodic cash flows. MIRR considers both |
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* the cost of the investment and the interest received on reinvestment of cash. |
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* |
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* Excel Function: |
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* MIRR(values,finance_rate, reinvestment_rate) |
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* |
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* @param mixed $values An array or a reference to cells that contain a series of payments and |
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* income occurring at regular intervals. |
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* Payments are negative value, income is positive values. |
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* @param mixed $financeRate The interest rate you pay on the money used in the cash flows |
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* @param mixed $reinvestmentRate The interest rate you receive on the cash flows as you reinvest them |
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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 modifiedRate(mixed $values, mixed $financeRate, mixed $reinvestmentRate): string|float |
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{ |
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if (!is_array($values)) { |
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return ExcelError::DIV0(); |
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} |
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$values = Functions::flattenArray($values); |
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/** @var float */ |
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$financeRate = Functions::flattenSingleValue($financeRate); |
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/** @var float */ |
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$reinvestmentRate = Functions::flattenSingleValue($reinvestmentRate); |
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$n = count($values); |
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$rr = 1.0 + $reinvestmentRate; |
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$fr = 1.0 + $financeRate; |
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$npvPos = $npvNeg = 0.0; |
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foreach ($values as $i => $v) { |
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if ($v >= 0) { |
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$npvPos += $v / $rr ** $i; |
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} else { |
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$npvNeg += $v / $fr ** $i; |
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} |
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} |
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if ($npvNeg === 0.0 || $npvPos === 0.0) { |
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return ExcelError::DIV0(); |
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} |
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$mirr = ((-$npvPos * $rr ** $n) |
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/ ($npvNeg * ($rr))) ** (1.0 / ($n - 1)) - 1.0; |
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return is_finite($mirr) ? $mirr : ExcelError::NAN(); |
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} |
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/** |
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* NPV. |
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* |
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* Returns the Net Present Value of a cash flow series given a discount rate. |
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* |
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* @param array $args |
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*/ |
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public static function presentValue(mixed $rate, ...$args): int|float |
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{ |
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$returnValue = 0; |
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/** @var float */ |
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$rate = Functions::flattenSingleValue($rate); |
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$aArgs = Functions::flattenArray($args); |
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// Calculate |
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$countArgs = count($aArgs); |
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for ($i = 1; $i <= $countArgs; ++$i) { |
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// Is it a numeric value? |
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if (is_numeric($aArgs[$i - 1])) { |
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$returnValue += $aArgs[$i - 1] / (1 + $rate) ** $i; |
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} |
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} |
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return $returnValue; |
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} |
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} |
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PHPOffice /
PhpSpreadsheet
