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<?php
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namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
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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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class Rates
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{
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/**
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* DISC.
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*
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* Returns the discount rate for a security.
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*
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* Excel Function:
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* DISC(settlement,maturity,price,redemption[,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 $price The security's price per $100 face value
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* @param mixed $redemption The security's redemption value per $100 face value
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* @param mixed $basis The type of day count to use.
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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 discount(
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mixed $settlement,
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mixed $maturity,
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mixed $price,
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mixed $redemption,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): float|string {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$price = Functions::flattenSingleValue($price);
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$redemption = Functions::flattenSingleValue($redemption);
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$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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$settlement = SecurityValidations::validateSettlementDate($settlement);
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$maturity = SecurityValidations::validateMaturityDate($maturity);
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SecurityValidations::validateSecurityPeriod($settlement, $maturity);
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$price = SecurityValidations::validatePrice($price);
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$redemption = SecurityValidations::validateRedemption($redemption);
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$basis = SecurityValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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if ($price <= 0.0) {
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return ExcelError::NAN();
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}
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$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
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if (!is_numeric($daysBetweenSettlementAndMaturity)) {
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// return date error
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return $daysBetweenSettlementAndMaturity;
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}
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return (1 - $price / $redemption) / $daysBetweenSettlementAndMaturity;
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}
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/**
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* INTRATE.
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*
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* Returns the interest rate for a fully invested security.
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*
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* Excel Function:
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* INTRATE(settlement,maturity,investment,redemption[,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 date when the security
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* 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 $investment the amount invested in the security
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* @param mixed $redemption the amount to be received at maturity
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* @param mixed $basis The type of day count to use.
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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 interest(
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mixed $settlement,
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mixed $maturity,
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mixed $investment,
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mixed $redemption,
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mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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): float|string {
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$settlement = Functions::flattenSingleValue($settlement);
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$maturity = Functions::flattenSingleValue($maturity);
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$investment = Functions::flattenSingleValue($investment);
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$redemption = Functions::flattenSingleValue($redemption);
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$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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$settlement = SecurityValidations::validateSettlementDate($settlement);
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$maturity = SecurityValidations::validateMaturityDate($maturity);
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SecurityValidations::validateSecurityPeriod($settlement, $maturity);
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$investment = SecurityValidations::validateFloat($investment);
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$redemption = SecurityValidations::validateRedemption($redemption);
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$basis = SecurityValidations::validateBasis($basis);
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} catch (Exception $e) {
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return $e->getMessage();
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}
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if ($investment <= 0) {
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return ExcelError::NAN();
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}
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$daysBetweenSettlementAndMaturity = Functions::scalar(DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis));
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if (!is_numeric($daysBetweenSettlementAndMaturity)) {
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// return date error
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return $daysBetweenSettlementAndMaturity;
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}
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return (($redemption / $investment) - 1) / ($daysBetweenSettlementAndMaturity);
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}
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}
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