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steven 2025-08-11 22:23:30 +02:00
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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);
}
}