<?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;
|
}
|
}
|
