1 /************************************************************** 2 * 3 * Licensed to the Apache Software Foundation (ASF) under one 4 * or more contributor license agreements. See the NOTICE file 5 * distributed with this work for additional information 6 * regarding copyright ownership. The ASF licenses this file 7 * to you under the Apache License, Version 2.0 (the 8 * "License"); you may not use this file except in compliance 9 * with the License. You may obtain a copy of the License at 10 * 11 * http://www.apache.org/licenses/LICENSE-2.0 12 * 13 * Unless required by applicable law or agreed to in writing, 14 * software distributed under the License is distributed on an 15 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY 16 * KIND, either express or implied. See the License for the 17 * specific language governing permissions and limitations 18 * under the License. 19 * 20 *************************************************************/ 21 22 23 24 #include "analysis.hxx" 25 #include "analysishelper.hxx" 26 #include <rtl/math.hxx> 27 28 29 30 double SAL_CALL AnalysisAddIn::getAmordegrc( constREFXPS& xOpt, 31 double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, 32 double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE 33 { 34 if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ) 35 THROW_IAE; 36 37 double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); 38 RETURN_FINITE( fRet ); 39 } 40 41 42 double SAL_CALL AnalysisAddIn::getAmorlinc( constREFXPS& xOpt, 43 double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal, 44 double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE 45 { 46 if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost ) 47 THROW_IAE; 48 49 double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) ); 50 RETURN_FINITE( fRet ); 51 } 52 53 54 double SAL_CALL AnalysisAddIn::getAccrint( constREFXPS& xOpt, 55 sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate, 56 const ANY &rVal, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 57 { 58 double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); 59 60 if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle ) 61 THROW_IAE; 62 63 double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); 64 RETURN_FINITE( fRet ); 65 } 66 67 68 double SAL_CALL AnalysisAddIn::getAccrintm( constREFXPS& xOpt, 69 sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const ANY& rVal, const ANY& rOB ) THROWDEF_RTE_IAE 70 { 71 double fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 ); 72 73 if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle ) 74 THROW_IAE; 75 76 double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) ); 77 RETURN_FINITE( fRet ); 78 } 79 80 81 double SAL_CALL AnalysisAddIn::getReceived( constREFXPS& xOpt, 82 sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const ANY& rOB ) THROWDEF_RTE_IAE 83 { 84 if( fInvest <= 0.0 || fDisc <= 0.0 ) 85 THROW_IAE; 86 87 double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) ); 88 RETURN_FINITE( fRet ); 89 } 90 91 92 double SAL_CALL AnalysisAddIn::getDisc( constREFXPS& xOpt, 93 sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE 94 { 95 if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) 96 THROW_IAE; 97 double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) ); 98 RETURN_FINITE( fRet ); 99 } 100 101 102 double SAL_CALL AnalysisAddIn::getDuration( constREFXPS& xOpt, 103 sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) 104 THROWDEF_RTE_IAE 105 { 106 if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat ) 107 THROW_IAE; 108 109 double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) ); 110 RETURN_FINITE( fRet ); 111 } 112 113 114 double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) THROWDEF_RTE_IAE 115 { 116 if( nPeriods < 1 || fNominal <= 0.0 ) 117 THROW_IAE; 118 119 double fPeriods = nPeriods; 120 121 double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0; 122 RETURN_FINITE( fRet ); 123 } 124 125 126 double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal, 127 sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE 128 { 129 double fRmz, fKapZ; 130 131 if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || 132 fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) 133 THROW_IAE; 134 135 fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType ); 136 137 fKapZ = 0.0; 138 139 sal_uInt32 nStart = sal_uInt32( nStartPer ); 140 sal_uInt32 nEnd = sal_uInt32( nEndPer ); 141 142 if( nStart == 1 ) 143 { 144 if( nPayType <= 0 ) 145 fKapZ = fRmz + fVal * fRate; 146 else 147 fKapZ = fRmz; 148 149 nStart++; 150 } 151 152 for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) 153 { 154 if( nPayType > 0 ) 155 fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate; 156 else 157 fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate; 158 } 159 160 RETURN_FINITE( fKapZ ); 161 } 162 163 164 double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal, 165 sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE 166 { 167 double fRmz, fZinsZ; 168 169 if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods || nNumPeriods <= 0 || 170 fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) ) 171 THROW_IAE; 172 173 fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType ); 174 175 fZinsZ = 0.0; 176 177 sal_uInt32 nStart = sal_uInt32( nStartPer ); 178 sal_uInt32 nEnd = sal_uInt32( nEndPer ); 179 180 if( nStart == 1 ) 181 { 182 if( nPayType <= 0 ) 183 fZinsZ = -fVal; 184 185 nStart++; 186 } 187 188 for( sal_uInt32 i = nStart ; i <= nEnd ; i++ ) 189 { 190 if( nPayType > 0 ) 191 fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz; 192 else 193 fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ); 194 } 195 196 fZinsZ *= fRate; 197 198 RETURN_FINITE( fZinsZ ); 199 } 200 201 202 double SAL_CALL AnalysisAddIn::getPrice( constREFXPS& xOpt, 203 sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq, 204 const ANY& rOB ) THROWDEF_RTE_IAE 205 { 206 if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0 || CHK_Freq || nSettle >= nMat ) 207 THROW_IAE; 208 209 double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); 210 RETURN_FINITE( fRet ); 211 } 212 213 214 double SAL_CALL AnalysisAddIn::getPricedisc( constREFXPS& xOpt, 215 sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE 216 { 217 if( fDisc <= 0.0 || fRedemp <= 0 || nSettle >= nMat ) 218 THROW_IAE; 219 220 double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ); 221 RETURN_FINITE( fRet ); 222 } 223 224 225 double SAL_CALL AnalysisAddIn::getPricemat( constREFXPS& xOpt, 226 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const ANY& rOB ) 227 THROWDEF_RTE_IAE 228 { 229 if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat ) 230 THROW_IAE; 231 232 sal_Int32 nNullDate = GetNullDate( xOpt ); 233 sal_Int32 nBase = getDateMode( xOpt, rOB ); 234 235 double fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase ); 236 double fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase ); 237 double fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase ); 238 239 double fRet = 1.0 + fIssMat * fRate; 240 fRet /= 1.0 + fSetMat * fYield; 241 fRet -= fIssSet * fRate; 242 fRet *= 100.0; 243 244 RETURN_FINITE( fRet ); 245 } 246 247 248 double SAL_CALL AnalysisAddIn::getMduration( constREFXPS& xOpt, 249 sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) 250 THROWDEF_RTE_IAE 251 { 252 if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq ) 253 THROW_IAE; 254 255 double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) ); 256 fRet /= 1.0 + ( fYield / double( nFreq ) ); 257 RETURN_FINITE( fRet ); 258 } 259 260 261 double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) THROWDEF_RTE_IAE 262 { 263 if( fRate <= 0.0 || nPeriods < 0 ) 264 THROW_IAE; 265 266 double fPeriods = nPeriods; 267 double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods; 268 RETURN_FINITE( fRet ); 269 } 270 271 272 double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) THROWDEF_RTE_IAE 273 { 274 if( nFrac <= 0 ) 275 THROW_IAE; 276 277 double fInt; 278 double fFrac = nFrac; 279 280 double fRet = modf( fDollarDec, &fInt ); 281 282 fRet *= fFrac; 283 284 fRet *= pow( 10.0, -ceil( log10( fFrac ) ) ); 285 286 fRet += fInt; 287 288 RETURN_FINITE( fRet ); 289 } 290 291 292 double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) THROWDEF_RTE_IAE 293 { 294 if( nFrac <= 0 ) 295 THROW_IAE; 296 297 double fInt; 298 double fFrac = nFrac; 299 300 double fRet = modf( fDollarFrac, &fInt ); 301 302 fRet /= fFrac; 303 304 fRet *= pow( 10.0, ceil( log10( fFrac ) ) ); 305 306 fRet += fInt; 307 308 RETURN_FINITE( fRet ); 309 } 310 311 312 double SAL_CALL AnalysisAddIn::getYield( constREFXPS& xOpt, 313 sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) 314 THROWDEF_RTE_IAE 315 { 316 if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat ) 317 THROW_IAE; 318 319 double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); 320 RETURN_FINITE( fRet ); 321 } 322 323 324 double SAL_CALL AnalysisAddIn::getYielddisc( constREFXPS& xOpt, 325 sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE 326 { 327 if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) 328 THROW_IAE; 329 330 sal_Int32 nNullDate = GetNullDate( xOpt ); 331 332 #if 0 333 double fRet = 1.0 - fPrice / fRedemp; 334 fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) ); 335 fRet /= 0.99795; // don't know what this constant means in original 336 #endif 337 338 double fRet = ( fRedemp / fPrice ) - 1.0; 339 fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) ); 340 341 RETURN_FINITE( fRet ); 342 } 343 344 345 double SAL_CALL AnalysisAddIn::getYieldmat( constREFXPS& xOpt, 346 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const ANY& rOB ) 347 THROWDEF_RTE_IAE 348 { 349 if( fRate < 0.0 || fRate <= 0.0 || nSettle >= nMat ) 350 THROW_IAE; 351 352 double fRet = GetYieldmat( GetNullDate( xOpt ), nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) ); 353 RETURN_FINITE( fRet ); 354 } 355 356 357 double SAL_CALL AnalysisAddIn::getTbilleq( constREFXPS& xOpt, 358 sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE 359 { 360 nMat++; 361 362 sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True ); 363 364 if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 ) 365 THROW_IAE; 366 367 double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) ); 368 RETURN_FINITE( fRet ); 369 } 370 371 372 double SAL_CALL AnalysisAddIn::getTbillprice( constREFXPS& xOpt, 373 sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE 374 { 375 if( fDisc <= 0.0 || nSettle > nMat ) 376 THROW_IAE; 377 378 nMat++; 379 380 double fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 ); // method: USA 30/360 381 382 double fDummy; 383 if( modf( fFraction, &fDummy ) == 0.0 ) 384 THROW_IAE; 385 386 double fRet = 100.0 * ( 1.0 - fDisc * fFraction ); 387 RETURN_FINITE( fRet ); 388 } 389 390 391 double SAL_CALL AnalysisAddIn::getTbillyield( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice ) 392 THROWDEF_RTE_IAE 393 { 394 sal_Int32 nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True ); 395 nDiff++; 396 397 if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 ) 398 THROW_IAE; 399 400 double fRet = 100.0; 401 fRet /= fPrice; 402 fRet--; 403 fRet /= double( nDiff ); 404 fRet *= 360.0; 405 406 RETURN_FINITE( fRet ); 407 } 408 409 410 double SAL_CALL AnalysisAddIn::getOddfprice( constREFXPS& xOpt, 411 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, 412 double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 413 { 414 if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) 415 THROW_IAE; 416 417 double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) ); 418 RETURN_FINITE( fRet ); 419 } 420 421 422 double SAL_CALL AnalysisAddIn::getOddfyield( constREFXPS& xOpt, 423 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup, 424 double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 425 { 426 if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue ) 427 THROW_IAE; 428 429 double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq, 430 getDateMode( xOpt, rOB ) ); 431 RETURN_FINITE( fRet ); 432 } 433 434 435 double SAL_CALL AnalysisAddIn::getOddlprice( constREFXPS& xOpt, 436 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, 437 double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 438 { 439 if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) 440 THROW_IAE; 441 442 double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq, 443 getDateMode( xOpt, rOB ) ); 444 RETURN_FINITE( fRet ); 445 } 446 447 448 double SAL_CALL AnalysisAddIn::getOddlyield( constREFXPS& xOpt, 449 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest, 450 double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 451 { 452 if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest ) 453 THROW_IAE; 454 455 double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq, 456 getDateMode( xOpt, rOB ) ); 457 RETURN_FINITE( fRet ); 458 } 459 460 461 // ============================================================================ 462 // XIRR helper functions 463 464 #define V_(i) (*rValues.Get(i)) 465 #define D_(i) (*rDates.Get(i)) 466 467 /** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */ 468 double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) 469 { 470 /* V_0 ... V_n = input values. 471 D_0 ... D_n = input dates. 472 R = input interest rate. 473 474 r := R+1 475 E_i := (D_i-D_0) / 365 476 477 n V_i n V_i 478 f(R) = SUM ------- = V_0 + SUM ------- . 479 i=0 r^E_i i=1 r^E_i 480 */ 481 double D_0 = D_(0); 482 double r = fRate + 1.0; 483 double fResult = V_(0); 484 for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) 485 fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 ); 486 return fResult; 487 } 488 489 /** Calculates the first derivation of lcl_sca_XirrResult(). */ 490 double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate ) 491 { 492 /* V_0 ... V_n = input values. 493 D_0 ... D_n = input dates. 494 R = input interest rate. 495 496 r := R+1 497 E_i := (D_i-D_0) / 365 498 499 n V_i 500 f'(R) = [ V_0 + SUM ------- ]' 501 i=1 r^E_i 502 503 n V_i n E_i V_i 504 = 0 + SUM -E_i ----------- r' = - SUM ----------- . 505 i=1 r^(E_i+1) i=1 r^(E_i+1) 506 */ 507 double D_0 = D_(0); 508 double r = fRate + 1.0; 509 double fResult = 0.0; 510 for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i ) 511 { 512 double E_i = (D_(i) - D_0) / 365.0; 513 fResult -= E_i * V_(i) / pow( r, E_i + 1.0 ); 514 } 515 return fResult; 516 } 517 518 #undef V_ 519 #undef D_ 520 521 522 // ---------------------------------------------------------------------------- 523 // XIRR calculation 524 525 double SAL_CALL AnalysisAddIn::getXirr( 526 constREFXPS& xOpt, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates, const ANY& rGuessRate ) THROWDEF_RTE_IAE 527 { 528 ScaDoubleList aValues, aDates; 529 aValues.Append( rValues ); 530 aDates.Append( rDates ); 531 532 if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) ) 533 THROW_IAE; 534 535 // result interest rate, initialized with passed guessed rate, or 10% 536 double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 ); 537 if( fResultRate <= -1 ) 538 THROW_IAE; 539 540 // maximum epsilon for end of iteration 541 static const double fMaxEps = 1e-10; 542 // maximum number of iterations 543 static const sal_Int32 nMaxIter = 50; 544 545 // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0. 546 double fNewRate, fRateEps, fResultValue; 547 sal_Int32 nIter = 0; 548 bool bContLoop; 549 do 550 { 551 fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate ); 552 fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate ); 553 fRateEps = fabs( fNewRate - fResultRate ); 554 fResultRate = fNewRate; 555 bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps); 556 } 557 while( bContLoop && (++nIter < nMaxIter) ); 558 559 if( bContLoop ) 560 THROW_IAE; 561 RETURN_FINITE( fResultRate ); 562 } 563 564 565 // ============================================================================ 566 567 double SAL_CALL AnalysisAddIn::getXnpv( 568 double fRate, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates ) THROWDEF_RTE_IAE 569 { 570 ScaDoubleList aValList; 571 ScaDoubleList aDateList; 572 573 aValList.Append( rValues ); 574 aDateList.Append( rDates ); 575 576 sal_Int32 nNum = aValList.Count(); 577 578 if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 ) 579 THROW_IAE; 580 581 double fRet = 0.0; 582 double fNull = *aDateList.Get( 0 ); 583 fRate++; 584 585 for( sal_Int32 i = 0 ; i < nNum ; i++ ) 586 fRet += *aValList.Get( i ) / ( pow( fRate, ( *aDateList.Get( i ) - fNull ) / 365.0 ) ); 587 588 RETURN_FINITE( fRet ); 589 } 590 591 592 double SAL_CALL AnalysisAddIn::getIntrate( constREFXPS& xOpt, 593 sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE 594 { 595 if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat ) 596 THROW_IAE; 597 598 double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ); 599 RETURN_FINITE( fRet ); 600 } 601 602 603 double SAL_CALL AnalysisAddIn::getCoupncd( constREFXPS& xOpt, 604 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 605 { 606 double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); 607 RETURN_FINITE( fRet ); 608 } 609 610 611 double SAL_CALL AnalysisAddIn::getCoupdays( constREFXPS& xOpt, 612 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 613 { 614 double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); 615 RETURN_FINITE( fRet ); 616 } 617 618 619 double SAL_CALL AnalysisAddIn::getCoupdaysnc( constREFXPS& xOpt, 620 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 621 { 622 double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); 623 RETURN_FINITE( fRet ); 624 } 625 626 627 double SAL_CALL AnalysisAddIn::getCoupdaybs( constREFXPS& xOpt, 628 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 629 { 630 double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); 631 RETURN_FINITE( fRet ); 632 } 633 634 635 double SAL_CALL AnalysisAddIn::getCouppcd( constREFXPS& xOpt, 636 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 637 { 638 double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); 639 RETURN_FINITE( fRet ); 640 } 641 642 643 double SAL_CALL AnalysisAddIn::getCoupnum( constREFXPS& xOpt, 644 sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE 645 { 646 double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) ); 647 RETURN_FINITE( fRet ); 648 } 649 650 651 double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const SEQSEQ( double )& rSchedule ) THROWDEF_RTE_IAE 652 { 653 ScaDoubleList aSchedList; 654 655 aSchedList.Append( rSchedule ); 656 657 for( const double* p = aSchedList.First() ; p ; p = aSchedList.Next() ) 658 fPrinc *= 1.0 + *p; 659 660 RETURN_FINITE( fPrinc ); 661 } 662 663 664