GnmValue * get_yieldmat (GDate *nSettle, GDate *nMat, GDate *nIssue,
gnm_float fRate, gnm_float fPrice, gint nBase)
{
gnm_float fIssMat = yearfrac ( nIssue, nMat, nBase );
gnm_float fIssSet = yearfrac ( nIssue, nSettle, nBase );
gnm_float fSetMat = yearfrac ( nSettle, nMat, nBase );
gnm_float y = 1.0 + fIssMat * fRate;
y /= fPrice / 100.0 + fIssSet * fRate;
y--;
y /= fSetMat;
return value_new_float ( y );
}
GnmValue *
get_amordegrc (gnm_float fCost, GDate *nDate, GDate *nFirstPer,
gnm_float fRestVal, gint nPer, gnm_float fRate,
gint nBase)
{
gint n;
gnm_float fAmorCoeff, fNRate, fRest, fUsePer;
#define Round(x,y) (gnm_floor ((x) + 0.5))
fUsePer = 1.0 / fRate;
if (fUsePer < 3.0)
fAmorCoeff = 1.0;
else if (fUsePer < 5.0)
fAmorCoeff = 1.5;
else if (fUsePer <= 6.0)
fAmorCoeff = 2.0;
else
fAmorCoeff = 2.5;
fRate *= fAmorCoeff;
fNRate = Round ( yearfrac( nDate, nFirstPer, nBase ) * fRate *
fCost, 0 );
fCost -= fNRate;
fRest = fCost - fRestVal;
for ( n = 0 ; n < nPer ; n++ ) {
fNRate = Round ( fRate * fCost, 0 );
fRest -= fNRate;
if ( fRest < 0.0 ) {
switch ( nPer - n ) {
case 0:
case 1:
return value_new_float (Round ( fCost * 0.5,
0 ) );
default:
return value_new_float (0.0);
}
}
fCost -= fNRate;
}
return value_new_float (fNRate);
#undef Round
}
GnmValue *
get_amorlinc (gnm_float fCost, GDate *nDate, GDate *nFirstPer,
gnm_float fRestVal, gint nPer, gnm_float fRate, gint nBase)
{
gnm_float fOneRate = fCost * fRate;
gnm_float fCostDelta = fCost - fRestVal;
gnm_float f0Rate = yearfrac ( nDate, nFirstPer, nBase )
* fRate * fCost;
gint nNumOfFullPeriods = (fCost - fRestVal - f0Rate) / fOneRate;
gnm_float result;
if ( nPer == 0 )
result = f0Rate;
else if( nPer <= nNumOfFullPeriods )
result = fOneRate;
else if( nPer == nNumOfFullPeriods + 1 )
result = fCostDelta - fOneRate * nNumOfFullPeriods - f0Rate;
else
result = 0.0;
return value_new_float ( result );
}
BOOL EVAL::EvalFunction(INT nFunction, INT argc, double * argv, double * pValue)
{
switch( nFunction ) {
case EVAL_FUNCTION_ABS:
if( argc == 1 ) { * pValue = fabs( argv[0] ); return TRUE; }
break;
case EVAL_FUNCTION_MOD:
if( argc == 2 ) { * pValue = fmod( argv[0], argv[1] ); return TRUE; }
break;
case EVAL_FUNCTION_CEIL:
if( argc == 1 ) { * pValue = ceil( argv[0] ); return TRUE; }
break;
case EVAL_FUNCTION_FLOOR:
if( argc == 1 ) { * pValue = floor( argv[0] ); return TRUE; }
break;
case EVAL_FUNCTION_ROUND:
if( argc == 1 ) { * pValue = floor( argv[0] + 0.5 ); return TRUE; }
break;
case EVAL_FUNCTION_MIN:
if( argc == 2 ) { * pValue = argv[0] < argv[1] ? argv[0] : argv[1]; return TRUE; }
break;
case EVAL_FUNCTION_MAX:
if( argc == 2 ) { * pValue = argv[0] > argv[1] ? argv[0] : argv[1]; return TRUE; }
break;
case EVAL_FUNCTION_ACOS:
if( argc == 1 ) { * pValue = acos(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_ASIN:
if( argc == 1 ) { * pValue = asin(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_ATAN:
if( argc == 1 ) { * pValue = atan(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_ATAN2:
if( argc == 2 ) { * pValue = atan2(argv[0], argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_COS:
if( argc == 1 ) { * pValue = cos(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_SIN:
if( argc == 1 ) { * pValue = sin(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_TAN:
if( argc == 1 ) { * pValue = tan(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_COSH:
if( argc == 1 ) { * pValue = cosh(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_SINH:
if( argc == 1 ) { * pValue = sinh(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_TANH:
if( argc == 1 ) { * pValue = tanh(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_EXP:
if( argc == 1 ) { * pValue = exp(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_LOG:
if( argc == 1 ) { * pValue = log(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_LOG10:
if( argc == 1 ) { * pValue = log10(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_POW:
if( argc == 2 ) { * pValue = pow(argv[0], argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_SQR:
if( argc == 1 ) { * pValue = argv[0] * argv[0]; return TRUE; }
break;
case EVAL_FUNCTION_SQRT:
if( argc == 1 ) { * pValue = sqrt(argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_TODAY:
if( argc == 0 ) { * pValue = (double)today(); return TRUE; }
break;
case EVAL_FUNCTION_YEARDAYS:
if( argc == 1 ) { * pValue = (double)yeardays((int)argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_MONTHDAYS:
if( argc == 2 ) { * pValue = (double)monthdays((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_DATE2DAYS:
if( argc == 1 ) { * pValue = (double)date2days((int)argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_DAYS2DATE:
if( argc == 1 ) { * pValue = (double)days2date((int)argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_EOMDAY:
if( argc == 2 ) { * pValue = (double)eomday((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_EOMDATE:
if( argc == 2 ) { * pValue = (double)eomdate((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_WEEKDAY:
if( argc == 1 ) { * pValue = (double)weekday((int)argv[0]); return TRUE; }
break;
case EVAL_FUNCTION_ISBIZDATE:
if( argc == 1 ) { * pValue = (double)isbizdate((int)argv[0], HDC_SUNSAT ); return TRUE; }
if( argc == 2 ) { * pValue = (double)isbizdate((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_NBIZDATE:
if( argc == 1 ) { * pValue = (double)nbizdate((int)argv[0], HDC_SUNSAT ); return TRUE; }
if( argc == 2 ) { * pValue = (double)nbizdate((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_PBIZDATE:
if( argc == 1 ) { * pValue = (double)pbizdate((int)argv[0], HDC_SUNSAT ); return TRUE; }
if( argc == 2 ) { * pValue = (double)pbizdate((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_ADDDAYS:
if( argc == 2 ) { * pValue = (double)adddays((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_ADDMONTHS:
if( argc == 2 ) { * pValue = (double)addmonths((int)argv[0], (int)argv[1], EMR_ACTUAL ); return TRUE; }
if( argc == 3 ) { * pValue = (double)addmonths((int)argv[0], (int)argv[1], (int)argv[2]); return TRUE; }
break;
case EVAL_FUNCTION_ADDTERMS:
if( argc == 3 ) { * pValue = (double)addterms((int)argv[0], (int)argv[1], (int)argv[2], EMR_ACTUAL ); return TRUE; }
if( argc == 4 ) { * pValue = (double)addterms((int)argv[0], (int)argv[1], (int)argv[2], (int)argv[3]); return TRUE; }
break;
case EVAL_FUNCTION_DAYS360:
if( argc == 2 ) { * pValue = (double)days360((int)argv[0], (int)argv[1], 0 /* USA */ ); return TRUE; }
if( argc == 3 ) { * pValue = (double)days360((int)argv[0], (int)argv[1], (int)argv[2]); return TRUE; }
break;
case EVAL_FUNCTION_DAYS365:
if( argc == 2 ) { * pValue = (double)days365((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_DAYSACT:
if( argc == 2 ) { * pValue = (double)daysact((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_DAYSBET:
if( argc == 2 ) { * pValue = (double)daysbet((int)argv[0], (int)argv[1], DCB_ACTACT ); return TRUE; }
if( argc == 3 ) { * pValue = (double)daysbet((int)argv[0], (int)argv[1], (int)argv[2]); return TRUE; }
break;
case EVAL_FUNCTION_MONTHSBET:
if( argc == 2 ) { * pValue = (double)monthsbet((int)argv[0], (int)argv[1]); return TRUE; }
break;
case EVAL_FUNCTION_TERMSBET:
if( argc == 3 ) { * pValue = (double)termsbet((int)argv[0], (int)argv[1], (int)argv[2]); return TRUE; }
break;
case EVAL_FUNCTION_TERMFRAC:
if( argc == 3 ) { * pValue = termfrac((int)argv[0], (int)argv[1], (int)argv[2], DCB_ACTACT, EMR_ACTUAL ); return TRUE; }
if( argc == 4 ) { * pValue = termfrac((int)argv[0], (int)argv[1], (int)argv[2], (int)argv[3], EMR_ACTUAL ); return TRUE; }
if( argc == 5 ) { * pValue = termfrac((int)argv[0], (int)argv[1], (int)argv[2], (int)argv[3], (int)argv[4]); return TRUE; }
break;
case EVAL_FUNCTION_YEARFRAC:
if( argc == 2 ) { * pValue = yearfrac((int)argv[0], (int)argv[1], DCB_ACTACT, EMR_ACTUAL ); return TRUE; }
if( argc == 3 ) { * pValue = yearfrac((int)argv[0], (int)argv[1], (int)argv[2], EMR_ACTUAL ); return TRUE; }
if( argc == 4 ) { * pValue = yearfrac((int)argv[0], (int)argv[1], (int)argv[2], (int)argv[3]); return TRUE; }
break;
}
return FALSE;
}
