// days360
int KCells::days360(const QDate& _date1, const QDate& _date2, bool european)
{
int day1, month1, year1, day2, month2, year2;
day1 = _date1.day();
month1 = _date1.month();
year1 = _date1.year();
day2 = _date2.day();
month2 = _date2.month();
year2 = _date2.year();
return days360(day1, month1, year1, QDate::isLeapYear(_date1.year()), day2, month2, year2, QDate::isLeapYear(_date2.year()), !european);
}
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;
}
// yearFrac
long double KCells::yearFrac(const QDate& refDate, const QDate& startDate, const QDate& endDate, int basis)
{
QDate date1 = startDate;
QDate date2 = endDate;
//
// calculation
//
QDate date0 = refDate; // referenceDate
if (date2 < date1) {
// exchange dates
QDate Temp1 = date1;
date1 = date2;
date2 = Temp1;
}
int days = date1.daysTo(date2);
// kDebug(36002) <<"date1 =" << date1 <<" date2 =" << date2 <<" days =" << days <<" basis =" << basis;
long double res = 0;
long double peryear = 0;
int nYears = 0;
switch (basis) {
case 1: {
nYears = date2.year() - date1.year() + 1;
for (int y = date1.year(); y <= date2.year(); ++y) {
peryear += QDate::isLeapYear(y) ? 366 : 365;
}
// less than one year - even if it does span two consequentive years ...
if (QDate(date1.year() + 1, date1.month(), date1.day()) >= date2) {
nYears = 1;
peryear = 365;
if (QDate::isLeapYear(date1.year()) && date1.month() <= 2) peryear = 366;
else if (QDate::isLeapYear(date2.year()) && date2.month() > 2) peryear = 366;
else if (date2.month() == 2 && date2.day() == 29) peryear = 366;
}
peryear = peryear / (long double) nYears;
nYears = 0;
break;
}
case 2: {
// Actual/360
peryear = 360;
break;
}
case 3: {
// Actual/365
peryear = 365;
break;
}
case 4: {
// 30/360 Europe
// calc datedif360 (start, end, Europe)
days = days360(date1, date2, 1);
peryear = 360;
break;
}
default: {
// NASD 30/360
//basis = 0;
// calc datedif360 (start, end, US)
days = days360(date1, date2, 0);
peryear = 360;
}
}
res = (long double)(nYears) + (long double)days / (long double) peryear;
// kDebug(36002)<<"getYearFrac res="<<res;
return res;
}
