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151
lib/PhpSpreadsheet/Calculation/Financial/Securities/AccruedInterest.php Normal file
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<?php
namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel\YearFrac;
use PhpOffice\PhpSpreadsheet\Calculation\Exception;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
use PhpOffice\PhpSpreadsheet\Calculation\Functions;
class AccruedInterest
{
public const ACCRINT_CALCMODE_ISSUE_TO_SETTLEMENT = true;
public const ACCRINT_CALCMODE_FIRST_INTEREST_TO_SETTLEMENT = false;
/**
* ACCRINT.
*
* Returns the accrued interest for a security that pays periodic interest.
*
* Excel Function:
* ACCRINT(issue,firstinterest,settlement,rate,par,frequency[,basis][,calc_method])
*
* @param mixed $issue the security's issue date
* @param mixed $firstInterest the security's first interest date
* @param mixed $settlement The security's settlement date.
* The security settlement date is the date after the issue date
* when the security is traded to the buyer.
* @param mixed $rate The security's annual coupon rate
* @param mixed $parValue The security's par value.
* If you omit par, ACCRINT uses $1,000.
* @param mixed $frequency The number of coupon payments per year.
* Valid frequency values are:
* 1 Annual
* 2 Semi-Annual
* 4 Quarterly
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
* @param mixed $calcMethod Unused by PhpSpreadsheet, and apparently by Excel (https://exceljet.net/functions/accrint-function)
*
* @return float|string Result, or a string containing an error
*/
public static function periodic(
mixed $issue,
mixed $firstInterest,
mixed $settlement,
mixed $rate,
mixed $parValue = 1000,
mixed $frequency = FinancialConstants::FREQUENCY_ANNUAL,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD,
mixed $calcMethod = self::ACCRINT_CALCMODE_ISSUE_TO_SETTLEMENT
) {
$issue = Functions::flattenSingleValue($issue);
$firstInterest = Functions::flattenSingleValue($firstInterest);
$settlement = Functions::flattenSingleValue($settlement);
$rate = Functions::flattenSingleValue($rate);
$parValue = ($parValue === null) ? 1000 : Functions::flattenSingleValue($parValue);
$frequency = ($frequency === null)
? FinancialConstants::FREQUENCY_ANNUAL
: Functions::flattenSingleValue($frequency);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$issue = SecurityValidations::validateIssueDate($issue);
$settlement = SecurityValidations::validateSettlementDate($settlement);
SecurityValidations::validateSecurityPeriod($issue, $settlement);
$rate = SecurityValidations::validateRate($rate);
$parValue = SecurityValidations::validateParValue($parValue);
SecurityValidations::validateFrequency($frequency);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
$daysBetweenIssueAndSettlement = Functions::scalar(YearFrac::fraction($issue, $settlement, $basis));
if (!is_numeric($daysBetweenIssueAndSettlement)) {
// return date error
return $daysBetweenIssueAndSettlement;
}
$daysBetweenFirstInterestAndSettlement = Functions::scalar(YearFrac::fraction($firstInterest, $settlement, $basis));
if (!is_numeric($daysBetweenFirstInterestAndSettlement)) {
// return date error
return $daysBetweenFirstInterestAndSettlement;
}
return $parValue * $rate * $daysBetweenIssueAndSettlement;
}
/**
* ACCRINTM.
*
* Returns the accrued interest for a security that pays interest at maturity.
*
* Excel Function:
* ACCRINTM(issue,settlement,rate[,par[,basis]])
*
* @param mixed $issue The security's issue date
* @param mixed $settlement The security's settlement (or maturity) date
* @param mixed $rate The security's annual coupon rate
* @param mixed $parValue The security's par value.
* If you omit parValue, ACCRINT uses $1,000.
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*
* @return float|string Result, or a string containing an error
*/
public static function atMaturity(
mixed $issue,
mixed $settlement,
mixed $rate,
mixed $parValue = 1000,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
) {
$issue = Functions::flattenSingleValue($issue);
$settlement = Functions::flattenSingleValue($settlement);
$rate = Functions::flattenSingleValue($rate);
$parValue = ($parValue === null) ? 1000 : Functions::flattenSingleValue($parValue);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$issue = SecurityValidations::validateIssueDate($issue);
$settlement = SecurityValidations::validateSettlementDate($settlement);
SecurityValidations::validateSecurityPeriod($issue, $settlement);
$rate = SecurityValidations::validateRate($rate);
$parValue = SecurityValidations::validateParValue($parValue);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
$daysBetweenIssueAndSettlement = Functions::scalar(YearFrac::fraction($issue, $settlement, $basis));
if (!is_numeric($daysBetweenIssueAndSettlement)) {
// return date error
return $daysBetweenIssueAndSettlement;
}
return $parValue * $rate * $daysBetweenIssueAndSettlement;
}
}

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lib/PhpSpreadsheet/Calculation/Financial/Securities/Price.php Normal file
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<?php
namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
use PhpOffice\PhpSpreadsheet\Calculation\Exception;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Coupons;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Helpers;
use PhpOffice\PhpSpreadsheet\Calculation\Functions;
use PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
class Price
{
/**
* PRICE.
*
* Returns the price per $100 face value of a security that pays periodic interest.
*
* @param mixed $settlement The security's settlement date.
* The security settlement date is the date after the issue date when the security
* is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $rate the security's annual coupon rate
* @param mixed $yield the security's annual yield
* @param mixed $redemption The number of coupon payments per year.
* For annual payments, frequency = 1;
* for semiannual, frequency = 2;
* for quarterly, frequency = 4.
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*
* @return float|string Result, or a string containing an error
*/
public static function price(
mixed $settlement,
mixed $maturity,
mixed $rate,
mixed $yield,
mixed $redemption,
mixed $frequency,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
): string|float {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$rate = Functions::flattenSingleValue($rate);
$yield = Functions::flattenSingleValue($yield);
$redemption = Functions::flattenSingleValue($redemption);
$frequency = Functions::flattenSingleValue($frequency);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$rate = SecurityValidations::validateRate($rate);
$yield = SecurityValidations::validateYield($yield);
$redemption = SecurityValidations::validateRedemption($redemption);
$frequency = SecurityValidations::validateFrequency($frequency);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
$dsc = (float) Coupons::COUPDAYSNC($settlement, $maturity, $frequency, $basis);
$e = (float) Coupons::COUPDAYS($settlement, $maturity, $frequency, $basis);
$n = (int) Coupons::COUPNUM($settlement, $maturity, $frequency, $basis);
$a = (float) Coupons::COUPDAYBS($settlement, $maturity, $frequency, $basis);
$baseYF = 1.0 + ($yield / $frequency);
$rfp = 100 * ($rate / $frequency);
$de = $dsc / $e;
$result = $redemption / $baseYF ** (--$n + $de);
for ($k = 0; $k <= $n; ++$k) {
$result += $rfp / ($baseYF ** ($k + $de));
}
$result -= $rfp * ($a / $e);
return $result;
}
/**
* PRICEDISC.
*
* Returns the price per $100 face value of a discounted security.
*
* @param mixed $settlement The security's settlement date.
* The security settlement date is the date after the issue date when the security
* is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $discount The security's discount rate
* @param mixed $redemption The security's redemption value per $100 face value
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*
* @return float|string Result, or a string containing an error
*/
public static function priceDiscounted(
mixed $settlement,
mixed $maturity,
mixed $discount,
mixed $redemption,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
) {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$discount = Functions::flattenSingleValue($discount);
$redemption = Functions::flattenSingleValue($redemption);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$discount = SecurityValidations::validateDiscount($discount);
$redemption = SecurityValidations::validateRedemption($redemption);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
return $redemption * (1 - $discount * $daysBetweenSettlementAndMaturity);
}
/**
* PRICEMAT.
*
* Returns the price per $100 face value of a security that pays interest at maturity.
*
* @param mixed $settlement The security's settlement date.
* The security's settlement date is the date after the issue date when the
* security is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $issue The security's issue date
* @param mixed $rate The security's interest rate at date of issue
* @param mixed $yield The security's annual yield
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*
* @return float|string Result, or a string containing an error
*/
public static function priceAtMaturity(
mixed $settlement,
mixed $maturity,
mixed $issue,
mixed $rate,
mixed $yield,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
) {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$issue = Functions::flattenSingleValue($issue);
$rate = Functions::flattenSingleValue($rate);
$yield = Functions::flattenSingleValue($yield);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$issue = SecurityValidations::validateIssueDate($issue);
$rate = SecurityValidations::validateRate($rate);
$yield = SecurityValidations::validateYield($yield);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
$daysPerYear = Helpers::daysPerYear(Functions::scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
if (!is_numeric($daysPerYear)) {
return $daysPerYear;
}
$daysBetweenIssueAndSettlement = Functions::scalar(DateTimeExcel\YearFrac::fraction($issue, $settlement, $basis));
if (!is_numeric($daysBetweenIssueAndSettlement)) {
// return date error
return $daysBetweenIssueAndSettlement;
}
$daysBetweenIssueAndSettlement *= $daysPerYear;
$daysBetweenIssueAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($issue, $maturity, $basis));
if (!is_numeric($daysBetweenIssueAndMaturity)) {
// return date error
return $daysBetweenIssueAndMaturity;
}
$daysBetweenIssueAndMaturity *= $daysPerYear;
$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
$daysBetweenSettlementAndMaturity *= $daysPerYear;
return (100 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate * 100))
/ (1 + (($daysBetweenSettlementAndMaturity / $daysPerYear) * $yield))
- (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate * 100);
}
/**
* RECEIVED.
*
* Returns the amount received at maturity for a fully invested Security.
*
* @param mixed $settlement The security's settlement date.
* The security settlement date is the date after the issue date when the security
* is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $investment The amount invested in the security
* @param mixed $discount The security's discount rate
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*
* @return float|string Result, or a string containing an error
*/
public static function received(
mixed $settlement,
mixed $maturity,
mixed $investment,
mixed $discount,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
) {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$investment = Functions::flattenSingleValue($investment);
$discount = Functions::flattenSingleValue($discount);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$investment = SecurityValidations::validateFloat($investment);
$discount = SecurityValidations::validateDiscount($discount);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
if ($investment <= 0) {
return ExcelError::NAN();
}
$daysBetweenSettlementAndMaturity = DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis);
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return Functions::scalar($daysBetweenSettlementAndMaturity);
}
return $investment / (1 - ($discount * $daysBetweenSettlementAndMaturity));
}
}

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lib/PhpSpreadsheet/Calculation/Financial/Securities/Rates.php Normal file
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<?php
namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
use PhpOffice\PhpSpreadsheet\Calculation\Exception;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
use PhpOffice\PhpSpreadsheet\Calculation\Functions;
use PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
class Rates
{
/**
* DISC.
*
* Returns the discount rate for a security.
*
* Excel Function:
* DISC(settlement,maturity,price,redemption[,basis])
*
* @param mixed $settlement The security's settlement date.
* The security settlement date is the date after the issue
* date when the security is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $price The security's price per $100 face value
* @param mixed $redemption The security's redemption value per $100 face value
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*/
public static function discount(
mixed $settlement,
mixed $maturity,
mixed $price,
mixed $redemption,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
): float|string {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$price = Functions::flattenSingleValue($price);
$redemption = Functions::flattenSingleValue($redemption);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$price = SecurityValidations::validatePrice($price);
$redemption = SecurityValidations::validateRedemption($redemption);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
if ($price <= 0.0) {
return ExcelError::NAN();
}
$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
return (1 - $price / $redemption) / $daysBetweenSettlementAndMaturity;
}
/**
* INTRATE.
*
* Returns the interest rate for a fully invested security.
*
* Excel Function:
* INTRATE(settlement,maturity,investment,redemption[,basis])
*
* @param mixed $settlement The security's settlement date.
* The security settlement date is the date after the issue date when the security
* is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $investment the amount invested in the security
* @param mixed $redemption the amount to be received at maturity
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*/
public static function interest(
mixed $settlement,
mixed $maturity,
mixed $investment,
mixed $redemption,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
): float|string {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$investment = Functions::flattenSingleValue($investment);
$redemption = Functions::flattenSingleValue($redemption);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$investment = SecurityValidations::validateFloat($investment);
$redemption = SecurityValidations::validateRedemption($redemption);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
if ($investment <= 0) {
return ExcelError::NAN();
}
$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
return (($redemption / $investment) - 1) / ($daysBetweenSettlementAndMaturity);
}
}

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lib/PhpSpreadsheet/Calculation/Financial/Securities/SecurityValidations.php Normal file
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<?php
namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
use PhpOffice\PhpSpreadsheet\Calculation\Exception;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\FinancialValidations;
use PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
class SecurityValidations extends FinancialValidations
{
public static function validateIssueDate(mixed $issue): float
{
return self::validateDate($issue);
}
public static function validateSecurityPeriod(mixed $settlement, mixed $maturity): void
{
if ($settlement >= $maturity) {
throw new Exception(ExcelError::NAN());
}
}
public static function validateRedemption(mixed $redemption): float
{
$redemption = self::validateFloat($redemption);
if ($redemption <= 0.0) {
throw new Exception(ExcelError::NAN());
}
return $redemption;
}
}

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lib/PhpSpreadsheet/Calculation/Financial/Securities/Yields.php Normal file
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<?php
namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
use PhpOffice\PhpSpreadsheet\Calculation\Exception;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Helpers;
use PhpOffice\PhpSpreadsheet\Calculation\Functions;
class Yields
{
/**
* YIELDDISC.
*
* Returns the annual yield of a security that pays interest at maturity.
*
* @param mixed $settlement The security's settlement date.
* The security's settlement date is the date after the issue date when the security
* is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $price The security's price per $100 face value
* @param mixed $redemption The security's redemption value per $100 face value
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*
* @return float|string Result, or a string containing an error
*/
public static function yieldDiscounted(
mixed $settlement,
mixed $maturity,
mixed $price,
mixed $redemption,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
) {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$price = Functions::flattenSingleValue($price);
$redemption = Functions::flattenSingleValue($redemption);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$price = SecurityValidations::validatePrice($price);
$redemption = SecurityValidations::validateRedemption($redemption);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
$daysPerYear = Helpers::daysPerYear(Functions::scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
if (!is_numeric($daysPerYear)) {
return $daysPerYear;
}
$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
$daysBetweenSettlementAndMaturity *= $daysPerYear;
return (($redemption - $price) / $price) * ($daysPerYear / $daysBetweenSettlementAndMaturity);
}
/**
* YIELDMAT.
*
* Returns the annual yield of a security that pays interest at maturity.
*
* @param mixed $settlement The security's settlement date.
* The security's settlement date is the date after the issue date when the security
* is traded to the buyer.
* @param mixed $maturity The security's maturity date.
* The maturity date is the date when the security expires.
* @param mixed $issue The security's issue date
* @param mixed $rate The security's interest rate at date of issue
* @param mixed $price The security's price per $100 face value
* @param mixed $basis The type of day count to use.
* 0 or omitted US (NASD) 30/360
* 1 Actual/actual
* 2 Actual/360
* 3 Actual/365
* 4 European 30/360
*
* @return float|string Result, or a string containing an error
*/
public static function yieldAtMaturity(
mixed $settlement,
mixed $maturity,
mixed $issue,
mixed $rate,
mixed $price,
mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
) {
$settlement = Functions::flattenSingleValue($settlement);
$maturity = Functions::flattenSingleValue($maturity);
$issue = Functions::flattenSingleValue($issue);
$rate = Functions::flattenSingleValue($rate);
$price = Functions::flattenSingleValue($price);
$basis = ($basis === null)
? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
: Functions::flattenSingleValue($basis);
try {
$settlement = SecurityValidations::validateSettlementDate($settlement);
$maturity = SecurityValidations::validateMaturityDate($maturity);
SecurityValidations::validateSecurityPeriod($settlement, $maturity);
$issue = SecurityValidations::validateIssueDate($issue);
$rate = SecurityValidations::validateRate($rate);
$price = SecurityValidations::validatePrice($price);
$basis = SecurityValidations::validateBasis($basis);
} catch (Exception $e) {
return $e->getMessage();
}
$daysPerYear = Helpers::daysPerYear(Functions::scalar(DateTimeExcel\DateParts::year($settlement)), $basis);
if (!is_numeric($daysPerYear)) {
return $daysPerYear;
}
$daysBetweenIssueAndSettlement = Functions::scalar(DateTimeExcel\YearFrac::fraction($issue, $settlement, $basis));
if (!is_numeric($daysBetweenIssueAndSettlement)) {
// return date error
return $daysBetweenIssueAndSettlement;
}
$daysBetweenIssueAndSettlement *= $daysPerYear;
$daysBetweenIssueAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($issue, $maturity, $basis));
if (!is_numeric($daysBetweenIssueAndMaturity)) {
// return date error
return $daysBetweenIssueAndMaturity;
}
$daysBetweenIssueAndMaturity *= $daysPerYear;
$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
if (!is_numeric($daysBetweenSettlementAndMaturity)) {
// return date error
return $daysBetweenSettlementAndMaturity;
}
$daysBetweenSettlementAndMaturity *= $daysPerYear;
return ((1 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate)
- (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate)))
/ (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate)))
* ($daysPerYear / $daysBetweenSettlementAndMaturity);
}
}