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<?php |
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namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities; |
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use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel; |
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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\Calculation\Information\ExcelError; |
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use PhpOffice\PhpSpreadsheet\Shared\StringHelper; |
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class Rates |
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{ |
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/** |
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* DISC. |
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* |
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* Returns the discount rate for a security. |
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* |
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* Excel Function: |
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* DISC(settlement,maturity,price,redemption[,basis]) |
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* |
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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 |
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* date when the security is traded to the buyer. |
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* @param mixed $maturity The security's maturity date. |
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* The maturity date is the date when the security expires. |
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* @param mixed $price The security's price per $100 face value |
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* @param mixed $redemption The security's redemption value per $100 face value |
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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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public static function discount( |
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mixed $settlement, |
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mixed $maturity, |
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mixed $price, |
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mixed $redemption, |
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
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): float|string { |
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$settlement = Functions::flattenSingleValue($settlement); |
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$maturity = Functions::flattenSingleValue($maturity); |
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$price = Functions::flattenSingleValue($price); |
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$redemption = Functions::flattenSingleValue($redemption); |
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$basis = ($basis === null) |
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? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
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: Functions::flattenSingleValue($basis); |
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try { |
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$settlement = SecurityValidations::validateSettlementDate($settlement); |
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$maturity = SecurityValidations::validateMaturityDate($maturity); |
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SecurityValidations::validateSecurityPeriod($settlement, $maturity); |
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$price = SecurityValidations::validatePrice($price); |
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$redemption = SecurityValidations::validateRedemption($redemption); |
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$basis = SecurityValidations::validateBasis($basis); |
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} catch (Exception $e) { |
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return $e->getMessage(); |
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} |
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if ($price <= 0.0) { |
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return ExcelError::NAN(); |
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} |
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$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis)); |
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if (!is_numeric($daysBetweenSettlementAndMaturity)) { |
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// return date error |
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return StringHelper::convertToString($daysBetweenSettlementAndMaturity); |
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} |
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return (1 - $price / $redemption) / $daysBetweenSettlementAndMaturity; |
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} |
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/** |
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* INTRATE. |
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* |
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* Returns the interest rate for a fully invested security. |
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* |
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* Excel Function: |
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* INTRATE(settlement,maturity,investment,redemption[,basis]) |
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* |
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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 when the security |
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* is traded to the buyer. |
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* @param mixed $maturity The security's maturity date. |
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* The maturity date is the date when the security expires. |
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* @param mixed $investment the amount invested in the security |
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* @param mixed $redemption the amount to be received at maturity |
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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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public static function interest( |
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mixed $settlement, |
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mixed $maturity, |
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mixed $investment, |
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mixed $redemption, |
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
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): float|string { |
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$settlement = Functions::flattenSingleValue($settlement); |
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$maturity = Functions::flattenSingleValue($maturity); |
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$investment = Functions::flattenSingleValue($investment); |
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$redemption = Functions::flattenSingleValue($redemption); |
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$basis = ($basis === null) |
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? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD |
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: Functions::flattenSingleValue($basis); |
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try { |
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$settlement = SecurityValidations::validateSettlementDate($settlement); |
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$maturity = SecurityValidations::validateMaturityDate($maturity); |
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SecurityValidations::validateSecurityPeriod($settlement, $maturity); |
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$investment = SecurityValidations::validateFloat($investment); |
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$redemption = SecurityValidations::validateRedemption($redemption); |
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$basis = SecurityValidations::validateBasis($basis); |
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} catch (Exception $e) { |
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return $e->getMessage(); |
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} |
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if ($investment <= 0) { |
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return ExcelError::NAN(); |
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} |
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$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis)); |
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if (!is_numeric($daysBetweenSettlementAndMaturity)) { |
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// return date error |
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return StringHelper::convertToString($daysBetweenSettlementAndMaturity); |
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} |
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return (($redemption / $investment) - 1) / ($daysBetweenSettlementAndMaturity); |
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} |
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} |
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PHPOffice /
PhpSpreadsheet
