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407
lib/PhpSpreadsheet/Calculation/Financial/Coupons.php
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407
lib/PhpSpreadsheet/Calculation/Financial/Coupons.php
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<?php
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namespace PhpOffice\PhpSpreadsheet\Calculation\Financial;
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use DateTime;
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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\Date;
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class Coupons
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{
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private const PERIOD_DATE_PREVIOUS = false;
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private const PERIOD_DATE_NEXT = true;
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/**
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* COUPDAYBS.
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*
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* Returns the number of days from the beginning of the coupon period to the settlement date.
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*
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* Excel Function:
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* COUPDAYBS(settlement,maturity,frequency[,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 $frequency The number of coupon payments per year (int).
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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 (int).
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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 COUPDAYBS(
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mixed $settlement,
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mixed $maturity,
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mixed $frequency,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): string|int|float {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$frequency = Functions::flattenSingleValue($frequency);
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$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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$settlement = FinancialValidations::validateSettlementDate($settlement);
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$maturity = FinancialValidations::validateMaturityDate($maturity);
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self::validateCouponPeriod($settlement, $maturity);
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$frequency = FinancialValidations::validateFrequency($frequency);
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$basis = FinancialValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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$daysPerYear = Helpers::daysPerYear(Functions::scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
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if (is_string($daysPerYear)) {
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return ExcelError::VALUE();
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}
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$prev = self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_PREVIOUS);
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if ($basis === FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL) {
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return abs((float) DateTimeExcel\Days::between($prev, $settlement));
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}
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return (float) DateTimeExcel\YearFrac::fraction($prev, $settlement, $basis) * $daysPerYear;
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}
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/**
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* COUPDAYS.
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*
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* Returns the number of days in the coupon period that contains the settlement date.
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*
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* Excel Function:
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* COUPDAYS(settlement,maturity,frequency[,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 $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 (int).
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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 COUPDAYS(
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mixed $settlement,
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mixed $maturity,
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mixed $frequency,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): string|int|float {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$frequency = Functions::flattenSingleValue($frequency);
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$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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$settlement = FinancialValidations::validateSettlementDate($settlement);
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$maturity = FinancialValidations::validateMaturityDate($maturity);
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self::validateCouponPeriod($settlement, $maturity);
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$frequency = FinancialValidations::validateFrequency($frequency);
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$basis = FinancialValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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switch ($basis) {
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case FinancialConstants::BASIS_DAYS_PER_YEAR_365:
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// Actual/365
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return 365 / $frequency;
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case FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL:
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// Actual/actual
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if ($frequency == FinancialConstants::FREQUENCY_ANNUAL) {
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$daysPerYear = (int) Helpers::daysPerYear(Functions::scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
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return $daysPerYear / $frequency;
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}
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$prev = self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_PREVIOUS);
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$next = self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_NEXT);
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return $next - $prev;
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default:
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// US (NASD) 30/360, Actual/360 or European 30/360
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return 360 / $frequency;
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}
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}
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/**
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* COUPDAYSNC.
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*
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* Returns the number of days from the settlement date to the next coupon date.
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*
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* Excel Function:
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* COUPDAYSNC(settlement,maturity,frequency[,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 $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 (int) .
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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 COUPDAYSNC(
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mixed $settlement,
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mixed $maturity,
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mixed $frequency,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): string|float {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$frequency = Functions::flattenSingleValue($frequency);
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$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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$settlement = FinancialValidations::validateSettlementDate($settlement);
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$maturity = FinancialValidations::validateMaturityDate($maturity);
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self::validateCouponPeriod($settlement, $maturity);
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$frequency = FinancialValidations::validateFrequency($frequency);
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$basis = FinancialValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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/** @var int $daysPerYear */
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$daysPerYear = Helpers::daysPerYear(Functions::Scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
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$next = self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_NEXT);
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if ($basis === FinancialConstants::BASIS_DAYS_PER_YEAR_NASD) {
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$settlementDate = Date::excelToDateTimeObject($settlement);
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$settlementEoM = Helpers::isLastDayOfMonth($settlementDate);
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if ($settlementEoM) {
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++$settlement;
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}
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}
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return (float) DateTimeExcel\YearFrac::fraction($settlement, $next, $basis) * $daysPerYear;
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}
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/**
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* COUPNCD.
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*
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* Returns the next coupon date after the settlement date.
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*
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* Excel Function:
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* COUPNCD(settlement,maturity,frequency[,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 $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 (int).
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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 Excel date/time serial value or error message
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*/
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public static function COUPNCD(
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mixed $settlement,
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mixed $maturity,
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mixed $frequency,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): string|float {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$frequency = Functions::flattenSingleValue($frequency);
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$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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$settlement = FinancialValidations::validateSettlementDate($settlement);
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$maturity = FinancialValidations::validateMaturityDate($maturity);
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self::validateCouponPeriod($settlement, $maturity);
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$frequency = FinancialValidations::validateFrequency($frequency);
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FinancialValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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return self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_NEXT);
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}
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/**
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* COUPNUM.
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*
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* Returns the number of coupons payable between the settlement date and maturity date,
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* rounded up to the nearest whole coupon.
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*
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* Excel Function:
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* COUPNUM(settlement,maturity,frequency[,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 $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 (int).
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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 COUPNUM(
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mixed $settlement,
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mixed $maturity,
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mixed $frequency,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): string|int {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$frequency = Functions::flattenSingleValue($frequency);
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$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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$settlement = FinancialValidations::validateSettlementDate($settlement);
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$maturity = FinancialValidations::validateMaturityDate($maturity);
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self::validateCouponPeriod($settlement, $maturity);
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$frequency = FinancialValidations::validateFrequency($frequency);
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FinancialValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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$yearsBetweenSettlementAndMaturity = DateTimeExcel\YearFrac::fraction(
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$settlement,
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$maturity,
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FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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);
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return (int) ceil((float) $yearsBetweenSettlementAndMaturity * $frequency);
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}
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/**
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* COUPPCD.
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*
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* Returns the previous coupon date before the settlement date.
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*
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* Excel Function:
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* COUPPCD(settlement,maturity,frequency[,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 $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 (int).
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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 Excel date/time serial value or error message
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*/
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public static function COUPPCD(
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mixed $settlement,
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mixed $maturity,
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mixed $frequency,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): string|float {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$frequency = Functions::flattenSingleValue($frequency);
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$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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$settlement = FinancialValidations::validateSettlementDate($settlement);
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$maturity = FinancialValidations::validateMaturityDate($maturity);
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self::validateCouponPeriod($settlement, $maturity);
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$frequency = FinancialValidations::validateFrequency($frequency);
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FinancialValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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return self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_PREVIOUS);
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}
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private static function monthsDiff(DateTime $result, int $months, string $plusOrMinus, int $day, bool $lastDayFlag): void
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{
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$result->setDate((int) $result->format('Y'), (int) $result->format('m'), 1);
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$result->modify("$plusOrMinus $months months");
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$daysInMonth = (int) $result->format('t');
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$result->setDate((int) $result->format('Y'), (int) $result->format('m'), $lastDayFlag ? $daysInMonth : min($day, $daysInMonth));
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}
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private static function couponFirstPeriodDate(float $settlement, float $maturity, int $frequency, bool $next): float
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{
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$months = 12 / $frequency;
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$result = Date::excelToDateTimeObject($maturity);
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$day = (int) $result->format('d');
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$lastDayFlag = Helpers::isLastDayOfMonth($result);
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while ($settlement < Date::PHPToExcel($result)) {
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self::monthsDiff($result, $months, '-', $day, $lastDayFlag);
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}
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if ($next === true) {
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self::monthsDiff($result, $months, '+', $day, $lastDayFlag);
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}
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return (float) Date::PHPToExcel($result);
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}
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private static function validateCouponPeriod(float $settlement, float $maturity): void
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{
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if ($settlement >= $maturity) {
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throw new Exception(ExcelError::NAN());
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}
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}
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}
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