source/analysis/financial.cxx

/**************************************************************
 *
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 *
 *************************************************************/


#include "analysis.hxx"
#include "analysishelper.hxx"
#include <rtl/math.hxx>


double SAL_CALL AnalysisAddIn::getAmordegrc( constREFXPS& xOpt,
	double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
	double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
		THROW_IAE;

    double fRet = GetAmordegrc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getAmorlinc( constREFXPS& xOpt,
	double fCost, sal_Int32 nDate, sal_Int32 nFirstPer, double fRestVal,
	double fPer, double fRate, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( nDate > nFirstPer || fRate <= 0.0 || fRestVal > fCost )
		THROW_IAE;

    double fRet = GetAmorlinc( GetNullDate( xOpt ), fCost, nDate, nFirstPer, fRestVal, fPer, fRate, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getAccrint( constREFXPS& xOpt,
	sal_Int32 nIssue, sal_Int32 /*nFirstInter*/, sal_Int32 nSettle, double fRate,
	const ANY &rVal, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );

	if( fRate <= 0.0 || fVal <= 0.0 || CHK_Freq || nIssue >= nSettle )
		THROW_IAE;

    double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getAccrintm( constREFXPS& xOpt,
	sal_Int32 nIssue, sal_Int32 nSettle, double fRate, const ANY& rVal, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double      fVal = aAnyConv.getDouble( xOpt, rVal, 1000.0 );

	if( fRate <= 0.0 || fVal <= 0.0 || nIssue >= nSettle )
		THROW_IAE;

    double fRet = fVal * fRate * GetYearDiff( GetNullDate( xOpt ), nIssue, nSettle, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getReceived( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fDisc, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fInvest <= 0.0 || fDisc <= 0.0 )
		THROW_IAE;

    double fRet = fInvest / ( 1.0 - ( fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getDisc( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
		THROW_IAE;
    double fRet = ( 1.0 - fPrice / fRedemp ) / GetYearFrac( xOpt, nSettle, nMat, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getDuration( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB )
	THROWDEF_RTE_IAE
{
	if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat )
		THROW_IAE;

    double fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getEffect( double fNominal, sal_Int32 nPeriods ) THROWDEF_RTE_IAE
{
	if( nPeriods < 1 || fNominal <= 0.0 )
		THROW_IAE;

	double	fPeriods = nPeriods;

    double fRet = pow( 1.0 + fNominal / fPeriods, fPeriods ) - 1.0;
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getCumprinc( double fRate, sal_Int32 nNumPeriods, double fVal,
	sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE
{
	double fRmz, fKapZ;

	if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
		fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
		THROW_IAE;

	fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );

	fKapZ = 0.0;

    sal_uInt32  nStart = sal_uInt32( nStartPer );
    sal_uInt32  nEnd = sal_uInt32( nEndPer );

    if( nStart == 1 )
	{
		if( nPayType <= 0 )
			fKapZ = fRmz + fVal * fRate;
		else
			fKapZ = fRmz;

        nStart++;
	}

    for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
	{
		if( nPayType > 0 )
			fKapZ += fRmz - ( GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz ) * fRate;
		else
			fKapZ += fRmz - GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 ) * fRate;
	}

    RETURN_FINITE( fKapZ );
}


double SAL_CALL AnalysisAddIn::getCumipmt( double fRate, sal_Int32 nNumPeriods, double fVal,
	sal_Int32 nStartPer, sal_Int32 nEndPer, sal_Int32 nPayType ) THROWDEF_RTE_IAE
{
	double fRmz, fZinsZ;

	if( nStartPer < 1 || nEndPer < nStartPer || fRate <= 0.0 || nEndPer > nNumPeriods  || nNumPeriods <= 0 ||
		fVal <= 0.0 || ( nPayType != 0 && nPayType != 1 ) )
		THROW_IAE;

	fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );

	fZinsZ = 0.0;

    sal_uInt32  nStart = sal_uInt32( nStartPer );
    sal_uInt32  nEnd = sal_uInt32( nEndPer );

    if( nStart == 1 )
	{
		if( nPayType <= 0 )
			fZinsZ = -fVal;

        nStart++;
	}

    for( sal_uInt32 i = nStart ; i <= nEnd ; i++ )
	{
		if( nPayType > 0 )
			fZinsZ += GetZw( fRate, double( i - 2 ), fRmz, fVal, 1 ) - fRmz;
		else
			fZinsZ += GetZw( fRate, double( i - 1 ), fRmz, fVal, 0 );
	}

	fZinsZ *= fRate;

    RETURN_FINITE( fZinsZ );
}


double SAL_CALL AnalysisAddIn::getPrice( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, double fRedemp, sal_Int32 nFreq,
	const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fYield < 0.0 || fRate < 0.0 || fRedemp <= 0 || CHK_Freq || nSettle >= nMat )
		THROW_IAE;

    double fRet = getPrice_( GetNullDate( xOpt ), nSettle, nMat, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getPricedisc( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fDisc, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fDisc <= 0.0 || fRedemp <= 0 || nSettle >= nMat )
		THROW_IAE;

    double fRet = fRedemp * ( 1.0 - fDisc * GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getPricemat( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fYield, const ANY& rOB )
	THROWDEF_RTE_IAE
{
	if( fRate < 0.0 || fYield < 0.0 || nSettle >= nMat )
		THROW_IAE;

	sal_Int32	nNullDate = GetNullDate( xOpt );
    sal_Int32   nBase = getDateMode( xOpt, rOB );

	double		fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase );
	double		fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase );
	double		fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase );

	double		fRet = 1.0 + fIssMat * fRate;
	fRet /= 1.0 + fSetMat * fYield;
	fRet -= fIssSet * fRate;
	fRet *= 100.0;

    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getMduration( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB )
	THROWDEF_RTE_IAE
{
	if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq )
		THROW_IAE;

    double      fRet = GetDuration( GetNullDate( xOpt ),  nSettle, nMat, fCoup, fYield, nFreq, getDateMode( xOpt, rOB ) );
	fRet /= 1.0 + ( fYield / double( nFreq ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getNominal( double fRate, sal_Int32 nPeriods ) THROWDEF_RTE_IAE
{
	if( fRate <= 0.0 || nPeriods < 0 )
		THROW_IAE;

	double	fPeriods = nPeriods;
    double fRet = ( pow( fRate + 1.0, 1.0 / fPeriods ) - 1.0 ) * fPeriods;
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getDollarfr( double fDollarDec, sal_Int32 nFrac ) THROWDEF_RTE_IAE
{
	if( nFrac <= 0 )
		THROW_IAE;

	double	fInt;
	double	fFrac = nFrac;

	double	fRet = modf( fDollarDec, &fInt );

	fRet *= fFrac;

	fRet *= pow( 10.0, -ceil( log10( fFrac ) ) );

	fRet += fInt;

    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getDollarde( double fDollarFrac, sal_Int32 nFrac ) THROWDEF_RTE_IAE
{
	if( nFrac <= 0 )
		THROW_IAE;

	double	fInt;
	double	fFrac = nFrac;

	double	fRet = modf( fDollarFrac, &fInt );

	fRet /= fFrac;

	fRet *= pow( 10.0, ceil( log10( fFrac ) ) );

	fRet += fInt;

    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getYield( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB )
	THROWDEF_RTE_IAE
{
	if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat )
		THROW_IAE;

    double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getYielddisc( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fPrice, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fPrice <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
		THROW_IAE;

	sal_Int32	nNullDate = GetNullDate( xOpt );

#if 0
	double		fRet = 1.0 - fPrice / fRedemp;
    fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );
    fRet /= 0.99795;  // don't know what this constant means in original
#endif

    double fRet = ( fRedemp / fPrice ) - 1.0;
    fRet /= GetYearFrac( nNullDate, nSettle, nMat, getDateMode( xOpt, rOB ) );

    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getYieldmat( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, double fRate, double fPrice, const ANY& rOB )
	THROWDEF_RTE_IAE
{
	if( fRate < 0.0 || fRate <= 0.0 || nSettle >= nMat )
		THROW_IAE;

    double fRet = GetYieldmat( GetNullDate( xOpt ),  nSettle, nMat, nIssue, fRate, fPrice, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getTbilleq( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE
{
	nMat++;

	sal_Int32	nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True );

	if( fDisc <= 0.0 || nSettle >= nMat || nDiff > 360 )
		THROW_IAE;

    double fRet = ( 365 * fDisc ) / ( 360 - ( fDisc * double( nDiff ) ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getTbillprice( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fDisc ) THROWDEF_RTE_IAE
{
	if( fDisc <= 0.0 || nSettle > nMat )
		THROW_IAE;

	nMat++;

	double	fFraction = GetYearFrac( xOpt, nSettle, nMat, 0 );	// method: USA 30/360

	double	fDummy;
	if( modf( fFraction, &fDummy ) == 0.0 )
		THROW_IAE;

    double fRet = 100.0 * ( 1.0 - fDisc * fFraction );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getTbillyield( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fPrice )
	THROWDEF_RTE_IAE
{
	sal_Int32	nDiff = GetDiffDate360( xOpt, nSettle, nMat, sal_True );
	nDiff++;

	if( fPrice <= 0.0 || nSettle >= nMat || nDiff > 360 )
		THROW_IAE;

	double		fRet = 100.0;
	fRet /= fPrice;
	fRet--;
	fRet /= double( nDiff );
	fRet *= 360.0;

    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getOddfprice( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
	double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
		THROW_IAE;

    double fRet = GetOddfprice( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fYield, fRedemp, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getOddfyield( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nIssue, sal_Int32 nFirstCoup,
	double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nFirstCoup || nFirstCoup <= nSettle || nSettle <= nIssue )
		THROW_IAE;

    double fRet = GetOddfyield( GetNullDate( xOpt ), nSettle, nMat, nIssue, nFirstCoup, fRate, fPrice, fRedemp, nFreq,
                        getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getOddlprice( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
	double fRate, double fYield, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fRate < 0 || fYield < 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
		THROW_IAE;

    double fRet = GetOddlprice( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fYield, fRedemp, nFreq,
                        getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getOddlyield( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nLastInterest,
	double fRate, double fPrice, double fRedemp, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fRate < 0 || fPrice <= 0 || CHK_Freq || nMat <= nSettle || nSettle <= nLastInterest )
		THROW_IAE;

    double fRet = GetOddlyield( GetNullDate( xOpt ), nSettle, nMat, nLastInterest, fRate, fPrice, fRedemp, nFreq,
                        getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


// ============================================================================
// XIRR helper functions

#define V_(i) (*rValues.Get(i))
#define D_(i) (*rDates.Get(i))

/** Calculates the resulting amount for the passed interest rate and the given XIRR parameters. */
double lcl_sca_XirrResult( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
{
    /*  V_0 ... V_n = input values.
        D_0 ... D_n = input dates.
        R           = input interest rate.

        r   := R+1
        E_i := (D_i-D_0) / 365

                    n    V_i                n    V_i
        f(R)  =  SUM   -------  =  V_0 + SUM   ------- .
                   i=0  r^E_i              i=1  r^E_i
    */
    double D_0 = D_(0);
    double r = fRate + 1.0;
    double fResult = V_(0);
    for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
        fResult += V_(i) / pow( r, (D_(i) - D_0) / 365.0 );
    return fResult;
}

/** Calculates the first derivation of lcl_sca_XirrResult(). */
double lcl_sca_XirrResult_Deriv1( const ScaDoubleList& rValues, const ScaDoubleList& rDates, double fRate )
{
    /*  V_0 ... V_n = input values.
        D_0 ... D_n = input dates.
        R           = input interest rate.

        r   := R+1
        E_i := (D_i-D_0) / 365

                             n    V_i
        f'(R)  =  [ V_0 + SUM   ------- ]'
                            i=1  r^E_i

                         n           V_i                 n    E_i V_i
               =  0 + SUM   -E_i ----------- r'  =  - SUM   ----------- .
                        i=1       r^(E_i+1)             i=1  r^(E_i+1)
    */
    double D_0 = D_(0);
    double r = fRate + 1.0;
    double fResult = 0.0;
    for( sal_uInt32 i = 1, nCount = rValues.Count(); i < nCount; ++i )
    {
        double E_i = (D_(i) - D_0) / 365.0;
        fResult -= E_i * V_(i) / pow( r, E_i + 1.0 );
    }
    return fResult;
}

#undef V_
#undef D_


// ----------------------------------------------------------------------------
// XIRR calculation

double SAL_CALL AnalysisAddIn::getXirr(
    constREFXPS& xOpt, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates, const ANY& rGuessRate ) THROWDEF_RTE_IAE
{
    ScaDoubleList aValues, aDates;
    aValues.Append( rValues );
    aDates.Append( rDates );

    if( (aValues.Count() < 2) || (aValues.Count() != aDates.Count()) )
        THROW_IAE;

    // result interest rate, initialized with passed guessed rate, or 10%
    double fResultRate = aAnyConv.getDouble( xOpt, rGuessRate, 0.1 );
    if( fResultRate <= -1 )
        THROW_IAE;

    // maximum epsilon for end of iteration
    static const double fMaxEps = 1e-10;
    // maximum number of iterations
    static const sal_Int32 nMaxIter = 50;

    // Newton's method - try to find a fResultRate, so that lcl_sca_XirrResult() returns 0.
    double fNewRate, fRateEps, fResultValue;
    sal_Int32 nIter = 0;
    sal_Int32 nIterScan = 0;
    bool bContLoop = false;
    bool bResultRateScanEnd = false;

    // First the inner while-loop will be executed using the default Value fResultRate
    // or the user guessed fResultRate if those do not deliver a solution for the
    // Newton's method then the range from -0.99 to +0.99 will be scanned with a
    // step size of 0.01 to find fResultRate's value which can deliver a solution
    do
    {
        if (nIterScan >=1)
            fResultRate = -0.99 + (nIterScan -1)* 0.01;
        do
        {
            fResultValue = lcl_sca_XirrResult( aValues, aDates, fResultRate );
            fNewRate = fResultRate - fResultValue / lcl_sca_XirrResult_Deriv1( aValues, aDates, fResultRate );
            fRateEps = fabs( fNewRate - fResultRate );
            fResultRate = fNewRate;
            bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);
        }
        while( bContLoop && (++nIter < nMaxIter) );
        nIter = 0;
        if (  ::rtl::math::isNan(fResultRate)  || ::rtl::math::isInf(fResultRate)
            ||::rtl::math::isNan(fResultValue) || ::rtl::math::isInf(fResultValue))
            bContLoop = true;

        ++nIterScan;
        bResultRateScanEnd = (nIterScan >= 200);
    }
    while(bContLoop && !bResultRateScanEnd);

    if( bContLoop )
        THROW_IAE;
    RETURN_FINITE( fResultRate );
}


// ============================================================================

double SAL_CALL AnalysisAddIn::getXnpv(
	double fRate, const SEQSEQ( double )& rValues, const SEQSEQ( sal_Int32 )& rDates ) THROWDEF_RTE_IAE
{
    ScaDoubleList aValList;
    ScaDoubleList aDateList;

	aValList.Append( rValues );
	aDateList.Append( rDates );

	sal_Int32			nNum = aValList.Count();

	if( nNum != sal_Int32( aDateList.Count() ) || nNum < 2 )
		THROW_IAE;

	double				fRet = 0.0;
	double				fNull = *aDateList.Get( 0 );
	fRate++;

	for( sal_Int32 i = 0 ; i < nNum ; i++ )
		fRet += *aValList.Get( i ) / ( pow( fRate, ( *aDateList.Get( i ) - fNull ) / 365.0 ) );

    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getIntrate( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, double fInvest, double fRedemp, const ANY& rOB ) THROWDEF_RTE_IAE
{
	if( fInvest <= 0.0 || fRedemp <= 0.0 || nSettle >= nMat )
		THROW_IAE;

    double fRet = ( ( fRedemp / fInvest ) - 1.0 ) / GetYearDiff( GetNullDate( xOpt ), nSettle, nMat, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getCoupncd( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double fRet = GetCoupncd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getCoupdays( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double fRet = GetCoupdays( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getCoupdaysnc( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double fRet = GetCoupdaysnc( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getCoupdaybs( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double fRet = GetCoupdaybs( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getCouppcd( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double fRet = GetCouppcd( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getCoupnum( constREFXPS& xOpt,
	sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, const ANY& rOB ) THROWDEF_RTE_IAE
{
    double fRet = GetCoupnum( GetNullDate( xOpt ), nSettle, nMat, nFreq, getDateMode( xOpt, rOB ) );
    RETURN_FINITE( fRet );
}


double SAL_CALL AnalysisAddIn::getFvschedule( double fPrinc, const SEQSEQ( double )& rSchedule ) THROWDEF_RTE_IAE
{
    ScaDoubleList aSchedList;

	aSchedList.Append( rSchedule );

	for( const double* p = aSchedList.First() ; p ; p = aSchedList.Next() )
		fPrinc *= 1.0 + *p;

    RETURN_FINITE( fPrinc );
}