@sheetxl/formulas-extended 0.7.23-beta.1

package/types/src/financial/Financial.d.ts

@@ -0,0 +1,287 @@
+import { Scalar, IRange, Flatten } from '@sheetxl/primitives';
+/**
+ * @summary Returns the number of days from the beginning of the coupon period to the settlement date.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function COUPDAYS(settlement: number, // date
+maturity: number, // date
+frequency: number, basis?: number): number;
+/**
+ * @summary Returns the cumulative interest paid between two periods.
+ * @param rate is the interest rate.
+ * @param nper is the total number of payment periods.
+ * @param pv is the present value of the investment.
+ * @param startPeriod is the first period in the calculation.
+ * @param endPeriod is the last period in the calculation.
+ * @param type is the timing of the payment.
+ */
+export declare function CUMIPMT(rate: number, nper: number, pv: number, startPeriod: number, // date
+endPeriod: number, // date
+type: number): number;
+/**
+ * @summary Returns the cumulative principal paid on a loan between two periods.
+ * @param rate is the interest rate.
+ * @param nper is the total number of payment periods.
+ * @param pv is the present value of the investment.
+ * @param startPeriod is the first period in the calculation.
+ * @param endPeriod is the last period in the calculation.
+ * @param type is the timing of the payment.
+ */
+export declare function CUMPRINC(rate: number, nper: number, pv: number, startPeriod: number, // date
+endPeriod: number, // date
+type: number): number;
+/**
+ * @summary Returns the depreciation of an asset for a specified period using the fixed-declining balance method.
+ * @param cost is the initial cost of the asset.
+ * @param salvage is the salvage value at the end of the life of the asset.
+ * @param life is the number of periods over which the asset is being depreciated (sometimes called the useful life of the asset).
+ * @param period is the period for which you want to calculate the depreciation. Period must use the same units as Life.
+ * @param month is the number of months in the first year.
+ */
+export declare function DB(cost: number, salvage: number, life: number, period: number, month?: number): number;
+/**
+ * @summary Returns the depreciation of an asset for a specified period using the double-declining balance method or some other method you specify.
+ * @param cost is the initial cost of the asset.
+ * @param salvage is the salvage value at the end of the life of the asset.
+ * @param life is the number of periods over which the asset is being depreciated (sometimes called the useful life of the asset).
+ * @param period is the period for which you want to calculate the depreciation. Period must use the same units as Life.
+ * @param factor is the rate at which the balance declines.
+ *
+ * @remarks
+ * Double declining balance (DDB) depreciation method.
+ */
+export declare function DDB(cost: number, salvage: number, life: number, period: number, factor?: number): number;
+/**
+ * @summary Returns the discount rate for a security.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param pr is the security's price per $100 face value.
+ * @param redemption is the security's redemption value per $100 face value.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function DISC(settlement: number, // date
+maturity: number, // date
+pr: number, redemption: number, basis?: number): number;
+/**
+ * @summary Converts a dollar price, expressed as a fraction, into a dollar price, expressed as a decimal number.
+ * @param fractionalDollar is a number expressed as a fraction.
+ * @param fraction is the integer to use in the denominator of the fraction.
+ */
+export declare function DOLLARDE(fractionalDollar: number, fraction: number): number;
+/**
+ * @summary Converts a dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction.
+ * @param decimalDollar is a decimal number.
+ * @param fraction is the integer to use in the denominator of the fraction.
+ */
+export declare function DOLLARFR(decimalDollar: number, fraction: number): number;
+/**
+ * @summary Returns the effective annual interest rate.
+ * @param nominalRate is the nominal interest rate.
+ * @param npery is the number of compounding periods per year.
+ */
+export declare function EFFECT(nominalRate: number, npery: number): number;
+/**
+ * @summary Returns the future value of an investment based on periodic, constant payments and a constant interest rate.
+ * @param rate is the interest rate.
+ * @param nper is the total number of payment periods.
+ * @param pmt is the payment made each period; it cannot change over the life of the investment.
+ * @param pv is the present value of the investment.
+ * @param { '0' | '1' } type Indicates when pmts are due.
+ */
+export declare function FV(rate: number, nper: number, pmt: number, pv?: number, type?: number): number;
+/**
+ * @summary Returns the future value of an initial principal after applying a series of compound interest rates.
+ * @param principal is the present value.
+ * @param schedule is an array of interest rates to apply.
+ */
+export declare function FVSCHEDULE(principal: number, schedule: IRange): number;
+/**
+ * @summary Returns the interest payment for a given period for an investment, based on periodic, constant payments and a constant interest rate.
+ * @param rate is the interest rate.
+ * @param per is the period for which you want to find the interest and must be in the range 1 to Nper.
+ * @param nper is the total number of payment periods.
+ * @param pv is the present value of the investment.
+ * @param fv is the future value, or a cash balance you want to attain after the last payment is made.
+ * @param type is a logical value representing the timing of payment: at the end of the period = 0, at the beginning of the period = 1.
+ */
+export declare function IPMT(rate: number, per: number, nper: number, pv: number, fv?: number, type?: number): number;
+/**
+ * @summary Returns the internal rate of return for a series of cash flows.
+ * @param values is an array or a reference to cells that contain numbers for which you want to calculate the internal rate of return.
+ * @param guess is a number that you guess is close to the result of IRR.
+ */
+export declare function IRR(values: Flatten<number>, guess?: number): number;
+/**
+ * @summary Returns the interest paid during a specific period of an investment.
+ * @param rate is the interest rate.
+ * @param per period for which you want to find the interest.
+ * @param nper number of payment periods in an investment.
+ * @param pv lump sum amount that a series of future payments is right now.
+ */
+export declare function ISPMT(rate: number, per: number, nper: number, pv: number): number;
+/**
+ * @summary Returns the modified internal rate of return for a series of periodic cash flows.
+ * @param values An array of cash flows; must contain at least one positive and one negative value.
+ * @param financeRate The interest rate paid on negative cash flows (cost of capital).
+ * @param reinvestRate The interest rate received on positive cash flows (reinvestment rate).
+ */
+export declare function MIRR(values: Flatten<number>, financeRate: number, reinvestRate: number): number;
+/**
+ * @summary Returns the annual nominal interest rate.
+ * @param effectiveRate is the effective interest rate.
+ * @param npery is the number of compounding periods per year.
+ */
+export declare function NOMINAL(effectiveRate: number, npery: number): number;
+/**
+ * @summary Returns the number of periods for an investment based on periodic, constant payments and a constant interest rate.
+ * @param rate is the interest rate per period. For example, use 6%/4 for quarterly payments at 6% APR.
+ * @param pmt is the payment made each period; it cannot change over the life of the investment.
+ * @param pv is the present value, or the lump-sum amount that a series of future payments is worth now.
+ * @param fv is the future value, or a cash balance you want to attain after the last payment is made.
+ * @param type is a logical value: payment at the beginning of the period = 1; payment at the end of the period = 0.
+ */
+export declare function NPER(rate: number, pmt: number, pv: number, fv?: number, type?: number): number;
+/**
+ * @summary Returns the net present value of an investment based on a discount rate and a series of future payments (negative values) and income (positive values).
+ * @param rate is the rate of discount over the length of one period.
+ * @param value are 1 to 254 payments and income, equally spaced in time and occurring at the end of each period.
+ */
+export declare function NPV(rate: number, value: number[]): number;
+/**
+ * @summary Returns the number of periods required by an investment to reach a specified value.
+ * @param rate is the interest rate.
+ * @param pv is the present value of the investment.
+ * @param fv is the desired future value of the investment.
+ */
+export declare function PDURATION(rate: number, pv: number, fv: number): number;
+/**
+ * @summary Calculates the payment for a loan based on constant payments and a constant interest rate.
+ * @param rate is the interest rate.
+ * @param nper is the total number of payment periods.
+ * @param pv is the present value of the investment.
+ * @param fv is the future value, or a cash balance you want to attain after the last payment is made.
+ * @param type is a logical value: payment at the beginning of the period = 1; payment at the end of the period = 0.
+ */
+export declare function PMT(rate: number, nper: number, pv: number, fv?: number, type?: number): number;
+/**
+ * @summary Returns the payment on the principal for a given investment based on periodic, constant payments and a constant payments and a constant interest rate.
+ * @param rate is the interest rate per period.
+ * @param per is the period for which you want to find the principal payment and must be in the range 1 to Nper.
+ * @param nper is the total number of payment periods in the investment.
+ * @param pv is the present value of the investment.
+ * @param fv is the future value, or a cash balance you want to attain after the last payment is made.
+ * @param type is a logical value: payment at the beginning of the period = 1; payment at the end of the period = 0.
+ */
+export declare function PPMT(rate: number, per: number, nper: number, pv: number, fv?: number, type?: number): number;
+/**
+ * @summary Returns the price per $100 face value of a discounted security.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param discount is the security's discount rate.
+ * @param redemption is the amount to be received at maturity.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function PRICEDISC(settlement: number, // date
+maturity: number, // date
+discount: number, redemption: number, basis?: number): number;
+/**
+ * @summary Returns the present value of an investment: the total amount that a series of future payments is worth now.
+ * @param rate is the interest rate.
+ * @param nper is the total number of payment periods in an investment.
+ * @param pmt is the payment made each period and cannot change over the life of the investment.
+ * @param fv is the future value, or a cash balance you want to attain after the last payment is made.
+ * @param type is a logical value: payment at the beginning of the period = 1; payment at the end of the period = 0.
+ */
+export declare function PV(rate: number, nper: number, pmt: number, fv?: number, type?: number): number;
+/**
+ * @summary Returns the interest rate per period of a loan or an investment. For example, use 6%/4 for quarterly payments at 6% APR.
+ * @param nper is the total number of payment periods.
+ * @param pmt is the payment made each period and cannot change over the life of the loan or investment.
+ * @param pv is the present value: the total amount that a series of future payments is worth now.
+ * @param fv is the future value, or a cash balance you want to attain after the last payment is made.
+ * @param type is a logical value: payment at the beginning of the period = 1; payment at the end of the period = 0.
+ * @param guess is your guess for what the rate will be.
+ */
+export declare function RATE(nper: number, pmt: number, pv: number, fv?: number, type?: number, guess?: number): number;
+/**
+ * @summary Returns an equivalent interest rate for the growth of an investment.
+ * @param nper is the total number of payment periods.
+ * @param pv is the present value of the investment.
+ * @param fv is the future value of the investment.
+ */
+export declare function RRI(nper: number, pv: number, fv: number): number;
+/**
+ * @summary Returns the straight-line depreciation of an asset for one period.
+ * @param cost is the initial cost of the asset.
+ * @param salvage is the salvage value at the end of the life of the asset.
+ * @param life is the number of periods over which the asset is being depreciated (sometimes called the useful life of the asset).
+ */
+export declare function SLN(cost: number, salvage: number, life: number): number;
+/**
+ * @hidden Unimplemented RichData
+ * @summary Returns an array of historical quote data for a symbol and date range you specify..
+ * @param stock Symbol of financial instrument to be considered or a Stock data type.
+ * @param startDate First date to return data from.
+ * @param endDate Last date to return data from.
+ * @param interval A number indicating the granularity of the data; 0 - Daily, 1 - Weekly, 2 - Monthly.
+ * @param headers A logical value to add column header data; 0 - No column header, 1 - Show column header, 2 - Show instrument identifier and column header.
+ * @param properties A number indicating which column of data to return; 0 through 5.
+ */
+export declare function STOCKHISTORY(stock: string, startDate: number, // date
+endDate?: number, // date
+interval?: number, // 0=day, 1=week, 2=month
+headers?: number, // 0=none, 1=field names, 2=field names and row numbers
+properties?: Flatten<number>): Promise<IRange>;
+/**
+ * @summary Returns the sum-of-years' digits depreciation of an asset for a specified period.
+ * @param cost is the initial cost of the asset.
+ * @param salvage is the salvage value at the end of the life of the asset.
+ * @param life is the number of periods over which the asset is being depreciated (sometimes called the useful life of the asset).
+ * @param per is the period and must use the same units as Life.
+ */
+export declare function SYD(cost: number, salvage: number, life: number, per: number): number;
+/**
+ * @summary Returns the bond-equivalent yield for a treasury bill.
+ * @param settlement is the Treasury bill's settlement date, expressed as a serial date number.
+ * @param maturity is the Treasury bill's maturity date, expressed as a serial date number.
+ * @param discount is the Treasury bill's discount rate.
+ */
+export declare function TBILLEQ(settlement: number, // date
+maturity: number, // date
+discount: number): number;
+/**
+ * @summary Returns the price per $100 face value for a treasury bill.
+ * @param settlement is the Treasury bill's settlement date, expressed as a serial date number.
+ * @param maturity is the Treasury bill's maturity date, expressed as a serial date number.
+ * @param discount is the Treasury bill's discount rate.
+ */
+export declare function TBILLPRICE(settlement: number, // date
+maturity: number, // date
+discount: number): number;
+/**
+ * @summary Returns the yield for a treasury bill.
+ * @param settlement is the Treasury bill's settlement date, expressed as a serial date number.
+ * @param maturity is the Treasury bill's maturity date, expressed as a serial date number.
+ * @param pr is the Treasury Bill's price per $100 face value.
+ */
+export declare function TBILLYIELD(settlement: number, // date
+maturity: number, // date
+pr: number): number;
+/**
+ * @summary Returns the internal rate of return for a schedule of cash flows.
+ * @param values is a series of cash flows that correspond to a schedule of payments in dates.
+ * @param dates is a schedule of payment dates that corresponds to the cash flow payments.
+ * @param guess is a number that you guess is close to the result of XIRR.
+ */
+export declare function XIRR(values: IRange, dates: IRange, guess?: number): Scalar;
+/**
+ * @summary Returns the net present value for a schedule of cash flows.
+ * @param rate is the discount rate to apply to the cash flows.
+ * @param values is a series of cash flows that correspond to a schedule of payments in dates.
+ * @param dates is a schedule of payment dates that corresponds to the cash flow payments.
+ */
+export declare function XNPV(rate: number, values: IRange, dates: IRange): Scalar;
+//# sourceMappingURL=Financial.d.ts.map

package/types/src/financial/Financial.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"Financial.d.ts","sourceRoot":"","sources":["../../../../src/financial/Financial.ts"],"names":[],"mappings":"AACA,OAAO,EAAgC,KAAK,MAAM,EAAE,KAAK,MAAM,EAAE,KAAK,OAAO,EAAE,MAAM,qBAAqB,CAAC;AAS3G;;;;;;GAMG;AACH,wBAAgB,QAAQ,CACtB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAkDR;AAED;;;;;;;;GAQG;AACH,wBAAgB,OAAO,CACrB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,WAAW,EAAE,MAAM,EAAE,OAAO;AAC5B,SAAS,EAAE,MAAM,EAAG,OAAO;AAC3B,IAAI,EAAE,MAAM,GACX,MAAM,CA0BR;AAED;;;;;;;;GAQG;AACH,wBAAgB,QAAQ,CACtB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,WAAW,EAAE,MAAM,EAAE,OAAO;AAC5B,SAAS,EAAE,MAAM,EAAE,OAAO;AAC1B,IAAI,EAAE,MAAM,GACX,MAAM,CA6BR;AAED;;;;;;;GAOG;AACH,wBAAgB,EAAE,CAChB,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACZ,MAAM,EAAE,MAAM,EACd,KAAK,GAAE,MAAS,GACf,MAAM,CAyBR;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,GAAG,CACjB,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACZ,MAAM,EAAE,MAAM,EACd,MAAM,GAAE,MAAQ,GACf,MAAM,CAkBR;AAED;;;;;;;GAOG;AACH,wBAAgB,IAAI,CAClB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,MAAM,EAClB,KAAK,GAAE,MAAQ,GACd,MAAM,CAuCR;AAED;;;;GAIG;AACH,wBAAgB,QAAQ,CACtB,gBAAgB,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,GACf,MAAM,CAiBR;AAED;;;;GAIG;AACH,wBAAgB,QAAQ,CACtB,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAmBR;AAED;;;;GAIG;AACH,wBAAgB,MAAM,CACpB,WAAW,EAAE,MAAM,EACnB,KAAK,EAAE,MAAM,GACZ,MAAM,CAIR;AAED;;;;;;;GAOG;AACH,wBAAgB,EAAE,CAChB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,EAAE,GAAE,MAAQ,EACZ,IAAI,GAAE,MAAQ,GACb,MAAM,CAeR;AAED;;;;GAIG;AACH,wBAAgB,UAAU,CACxB,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,GACf,MAAM,CASR;AAED;;;;;;;;GAQG;AACH,wBAAgB,IAAI,CAClB,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,EAAE,GAAE,MAAQ,EACZ,IAAI,GAAE,MAAQ,GACb,MAAM,CAUR;AAED;;;;GAIG;AACH,wBAAgB,GAAG,CACjB,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,EACvB,KAAK,GAAE,MAAU,GAChB,MAAM,CA6BR;AAED;;;;;;GAMG;AACH,wBAAgB,KAAK,CACnB,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,GACT,MAAM,CAGR;AAED;;;;;GAKG;AACH,wBAAgB,IAAI,CAClB,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,EACvB,WAAW,EAAE,MAAM,EACnB,YAAY,EAAE,MAAM,GACnB,MAAM,CAyBR;AACD;;;;GAIG;AACH,wBAAgB,OAAO,CACrB,aAAa,EAAE,MAAM,EACrB,KAAK,EAAE,MAAM,GACZ,MAAM,CAIR;AAED;;;;;;;GAOG;AACH,wBAAgB,IAAI,CAClB,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,EAAE,EAAE,MAAM,EACV,EAAE,GAAE,MAAQ,EACZ,IAAI,GAAE,MAAQ,GACb,MAAM,CAWR;AAED;;;;GAIG;AACH,wBAAgB,GAAG,CACjB,IAAI,EAAE,MAAM,EACZ,KAAK,EAAE,MAAM,EAAE,GACd,MAAM,CAkBR;AAED;;;;;GAKG;AACH,wBAAgB,SAAS,CACvB,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,EAAE,EAAE,MAAM,GACT,MAAM,CAGR;AAED;;;;;;;GAOG;AACH,wBAAgB,GAAG,CACjB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,EAAE,GAAE,MAAQ,EACZ,IAAI,GAAE,MAAQ,GACb,MAAM,CAUR;AAED;;;;;;;;GAQG;AACH,wBAAgB,IAAI,CAClB,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,EAAE,GAAE,MAAQ,EACZ,IAAI,GAAE,MAAQ,GACb,MAAM,CAGR;AAED;;;;;;;GAOG;AACH,wBAAgB,SAAS,CACvB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,QAAQ,EAAE,MAAM,EAChB,UAAU,EAAE,MAAM,EAClB,KAAK,GAAE,MAAQ,GACd,MAAM,CAuCR;AAED;;;;;;;GAOG;AACH,wBAAgB,EAAE,CAChB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,EAAE,GAAE,MAAQ,EACZ,IAAI,GAAE,MAAQ,GACb,MAAM,CAWR;AAED;;;;;;;;GAQG;AACH,wBAAgB,IAAI,CAClB,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,EAAE,EAAE,MAAM,EACV,EAAE,GAAE,MAAQ,EACZ,IAAI,GAAE,MAAQ,EACd,KAAK,GAAE,MAAU,GAChB,MAAM,CA6BR;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CACjB,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,EAAE,EAAE,MAAM,GACT,MAAM,CAKR;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CACjB,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,GACX,MAAM,CAIR;AAED;;;;;;;;;GASG;AACH,wBAAgB,YAAY,CAC1B,KAAK,EAAE,MAAM,EACb,SAAS,EAAE,MAAM,EAAE,OAAO;AAM1B,OAAO,CAAC,EAAE,MAAM,EAAE,OAAO;AACzB,QAAQ,GAAE,MAAQ,EAAE,yBAAyB;AAC7C,OAAO,GAAE,MAAQ,EAAE,uDAAuD;AAC1E,UAAU,GAAE,OAAO,CAAC,MAAM,CAAiB,GAC1C,OAAO,CAAC,MAAM,CAAC,CAWjB;AAED;;;;;;GAMG;AACH,wBAAgB,GAAG,CACjB,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,GACV,MAAM,CAGR;AAED;;;;;GAKG;AACH,wBAAgB,OAAO,CACrB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,QAAQ,EAAE,MAAM,GACf,MAAM,CAkBR;AAED;;;;;GAKG;AACH,wBAAgB,UAAU,CACxB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,QAAQ,EAAE,MAAM,GACf,MAAM,CAiBR;AAED;;;;;GAKG;AACH,wBAAgB,UAAU,CACxB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,EAAE,EAAE,MAAM,GACT,MAAM,CAcR;AAED;;;;;GAKG;AACH,wBAAgB,IAAI,CAClB,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,MAAM,EACb,KAAK,GAAE,MAAY,GAClB,MAAM,CAqDR;AAED;;;;;GAKG;AACH,wBAAgB,IAAI,CAClB,IAAI,EAAE,MAAM,EACZ,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,MAAM,GACZ,MAAM,CAuCR"}

package/types/src/financial/Financial2.d.ts

@@ -0,0 +1,99 @@
+/**
+ * Bond / depreciation functions with no coupon-iteration dependency.
+ *
+ * Every function here reduces to:  dates → day-count → one closed-form formula.
+ * None of these call the coupon-walking helpers in /utils/Finance.ts.
+ */
+/**
+ * @summary Returns the accrued interest for a security that pays interest at maturity.
+ * @param issue is the security's issue date, expressed as a serial date number.
+ * @param settlement is the security's maturity date, expressed as a serial date number.
+ * @param rate is the security's annual coupon rate.
+ * @param par is the security's par value.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function ACCRINTM(issue: number, // date
+settlement: number, // date
+rate: number, par: number, basis?: number): number;
+/**
+ * @summary Returns the interest rate for a fully invested security.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param investment is the amount invested in the security.
+ * @param redemption is the amount to be received at maturity.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function INTRATE(settlement: number, // date
+maturity: number, // date
+investment: number, redemption: number, basis?: number): number;
+/**
+ * @summary Returns the amount received at maturity for a fully invested security.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param investment is the amount invested in the security.
+ * @param discount is the security's discount rate.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function RECEIVED(settlement: number, // date
+maturity: number, // date
+investment: number, discount: number, basis?: number): number;
+/**
+ * @summary Returns the annual yield for a discounted security.
+ * @summary Returns the annual yield for a discounted security. For example, a treasury bill.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param pr is the security's price per $100 face value.
+ * @param redemption is the security's redemption value per $100 face value.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function YIELDDISC(settlement: number, // date
+maturity: number, // date
+pr: number, redemption: number, basis?: number): number;
+/**
+ * @summary Returns the price per $100 face value of a security that pays interest at maturity.
+ * @summary Returns the price per $100 face value of a security that pays interest at maturity.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param issue is the security's issue date, expressed as a serial date number.
+ * @param rate is the interest rate.
+ * @param yld is the security's annual yield.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function PRICEMAT(settlement: number, // date
+maturity: number, // date
+issue: number, rate: number, yld: number, basis?: number): number;
+/**
+ * @summary Returns the annual yield of a security that pays interest at maturity.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param issue is the security's issue date, expressed as a serial date number.
+ * @param rate is the interest rate.
+ * @param pr is the security's price per $100 face value.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function YIELDMAT(settlement: number, // date
+maturity: number, // date
+issue: number, // date
+rate: number, pr: number, basis?: number): number;
+/**
+ * @summary Returns the prorated linear depreciation of an asset for each accounting period.
+ * @param cost is the cost of the asset.
+ * @param datePurchased is the date the asset is purchased.
+ * @param firstPeriod is the date of the end of the first period.
+ * @param salvage is the salvage value at the end of life of the asset.
+ * @param period is the period.
+ * @param rate is the rate of depreciation.
+ * @param basis year basis : 0 for year of 360 days, 1 for actual, 3 for year of 365 days.
+ *
+ * @remarks
+ * Computes depreciation using a prorated first period (from purchase
+ * date to first-period end), then full annual depreciation until the asset is
+ * fully depreciated.
+ *
+ * Note: basis 2 (Actual/360) is not supported by Excel for this function —
+ * only bases 0, 1, 3, 4 are valid.
+ */
+export declare function AMORLINC(cost: number, datePurchased: number, // date
+firstPeriod: number, // date
+salvage: number, period: number, rate: number, basis?: number): number;
+//# sourceMappingURL=Financial2.d.ts.map

package/types/src/financial/Financial2.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"Financial2.d.ts","sourceRoot":"","sources":["../../../../src/financial/Financial2.ts"],"names":[],"mappings":"AAKA;;;;;GAKG;AAEH;;;;;;;GAOG;AACH,wBAAgB,QAAQ,CACtB,KAAK,EAAE,MAAM,EAAE,OAAO;AACtB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,KAAK,GAAE,MAAU,GAChB,MAAM,CAwBR;AAED;;;;;;;GAOG;AACH,wBAAgB,OAAO,CACrB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,UAAU,EAAE,MAAM,EAClB,UAAU,EAAE,MAAM,EAClB,KAAK,GAAE,MAAU,GAChB,MAAM,CAgBR;AAED;;;;;;;GAOG;AACH,wBAAgB,QAAQ,CACtB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,KAAK,GAAE,MAAU,GAChB,MAAM,CAuBR;AAED;;;;;;;;GAQG;AACH,wBAAgB,SAAS,CACvB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,MAAM,EAClB,KAAK,GAAE,MAAU,GAChB,MAAM,CAgBR;AAED;;;;;;;;;GASG;AACH,wBAAgB,QAAQ,CACtB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,KAAK,EAAE,MAAM,EACb,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,KAAK,GAAE,MAAU,GAChB,MAAM,CA0BR;AAED;;;;;;;;GAQG;AACH,wBAAgB,QAAQ,CACtB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,KAAK,EAAE,MAAM,EAAE,OAAO;AACtB,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,KAAK,GAAE,MAAU,GAChB,MAAM,CAuBR;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,QAAQ,CACtB,IAAI,EAAE,MAAM,EACZ,aAAa,EAAE,MAAM,EAAE,OAAO;AAC9B,WAAW,EAAE,MAAM,EAAE,OAAO;AAC5B,OAAO,EAAE,MAAM,EACf,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,EACZ,KAAK,GAAE,MAAU,GAChB,MAAM,CAkDR"}

package/types/src/financial/Financial3.d.ts

@@ -0,0 +1,95 @@
+/**
+ * Coupon date and day-count functions.
+ *
+ * Shared validation rule for all six:
+ *   • frequency must be 1 (annual), 2 (semi-annual), or 4 (quarterly)
+ *   • basis must be 0–4
+ *   • settlement must be strictly before maturity
+ *
+ * COUPNCD and COUPPCD return date number numbers, not day counts — the engine
+ * will format them as dates when the cell has a date format applied.
+ */
+/**
+ * @summary Returns the number of days from the beginning of the coupon period to the settlement date.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ */
+export declare function COUPDAYBS(settlement: number, // date
+maturity: number, // date
+frequency: number, basis?: number): number;
+/**
+ * @summary Returns the number of days in the coupon period containing the settlement date.
+ * @param settlement Settlement date number number.
+ * @param maturity   Maturity date number number.
+ * @param frequency  Coupons per year: 1, 2, or 4.
+ * @param basis      Day-count basis (0–4). Default 0.
+ */
+export declare function COUPDAYS(settlement: number, // date
+maturity: number, // date
+frequency: number, basis?: number): number;
+/**
+ * @summary Returns the number of days from the settlement date to the next coupon date.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * Implementation note: unlike COUPDAYBS which calls calculateCoupdaybs directly,
+ * COUPDAYSNC computes NCD − settlement under the chosen basis rather than
+ * subtracting COUPDAYBS from COUPDAYS.  The two approaches agree for all
+ * 30/360 bases but diverge for actual-day bases when the coupon period spans
+ * a month boundary — the direct NCD approach matches Excel.
+ */
+export declare function COUPDAYSNC(settlement: number, // date
+maturity: number, // date
+frequency: number, basis?: number): number;
+/**
+ * @summary Returns the next coupon date after the settlement date.
+ * @summary Returns the number of days from the beginning of the coupon period to the settlement date.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * Returns an Excel date number number. The cell should be formatted as a date
+ * to display meaningfully.
+ */
+export declare function COUPNCD(settlement: number, // date
+maturity: number, // date
+frequency: number, basis?: number): number;
+/**
+ * @summary Returns the previous coupon date before the settlement date.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * Returns an Excel date number number. The cell should be formatted as a date
+ * to display meaningfully.
+ *
+ * Excel special case: if the calculated PCD is before the Excel epoch (number < 0),
+ * Excel returns 0 rather than a negative number. We follow this behavior.
+ */
+export declare function COUPPCD(settlement: number, // date
+maturity: number, // date
+frequency: number, basis?: number): number;
+/**
+ * @summary Returns the number of coupons payable between the settlement date and maturity date.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * Excel special case: if COUPPCD would be negative (bond settling before the
+ * Excel epoch), Excel returns #NUM!. We guard this identically.
+ */
+export declare function COUPNUM(settlement: number, // date
+maturity: number, // date
+frequency: number, basis?: number): number;
+//# sourceMappingURL=Financial3.d.ts.map

package/types/src/financial/Financial3.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"Financial3.d.ts","sourceRoot":"","sources":["../../../../src/financial/Financial3.ts"],"names":[],"mappings":"AAQA;;;;;;;;;;GAUG;AAEH;;;;;;GAMG;AACH,wBAAgB,SAAS,CACvB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAcR;AAED;;;;;;GAMG;AACH,wBAAgB,QAAQ,CACtB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAcR;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,UAAU,CACxB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAiBR;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,OAAO,CACrB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAiBR;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,OAAO,CACrB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAkBR;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,OAAO,CACrB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAmBR"}

package/types/src/financial/Financial4.d.ts

@@ -0,0 +1,82 @@
+/**
+ * @summary Returns the price per $100 face value of a security that pays periodic interest.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param rate is the interest rate.
+ * @param yld is the security's annual yield.
+ * @param redemption is the amount to be received at maturity.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * Uses the standard coupon bond pricing formula from the Excel spec.
+ * For N=1 (single remaining coupon period) a simplified spec formula is used.
+ */
+export declare function PRICE(settlement: number, // date
+maturity: number, // date
+rate: number, yld: number, redemption: number, frequency: number, basis?: number): number;
+/**
+ * @summary Returns the annual duration of a security with periodic interest payments.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param coupon is the security's annual coupon rate.
+ * @param yld is the security's annual yield.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * Duration is the weighted-average time (in years) to receive the bond's cash
+ * flows, where each weight is the present value of that cash flow as a
+ * fraction of the bond's total price.
+ *
+ * Excel special case: dates in or before the 1900 epoch (number ≤ 0 for
+ * settlement, or ≤ 366 for maturity) return #NUM!.
+ */
+export declare function DURATION(settlement: number, // date
+maturity: number, // date
+coupon: number, yld: number, frequency: number, basis?: number): number;
+/**
+ * @summary Returns the Macauley modified duration for a security with an assumed par value of $100.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param coupon is the security's annual coupon rate.
+ * @param yld is the security's annual yield.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * Modified duration = Macaulay duration / (1 + yld / frequency).
+ * It measures the percentage price change of a bond for a 1% change in yield.
+ *
+ * Shares identical parameter validation with DURATION.
+ */
+export declare function MDURATION(settlement: number, // date
+maturity: number, // date
+coupon: number, yld: number, frequency: number, basis?: number): number;
+/**
+ * @summary Returns the yield on a security that pays periodic interest.
+ * @param settlement is the security's settlement date, expressed as a serial date number.
+ * @param maturity is the security's maturity date, expressed as a serial date number.
+ * @param rate is the security's annual coupon rate.
+ * @param pr is the security's price per $100 face value.
+ * @param redemption is the security's redemption value per $100 face value.
+ * @param frequency is the number of coupon payments per year.
+ * @param basis is the type of day count basis to use.
+ *
+ * @remarks
+ * YIELD is the inverse of PRICE — it finds the yield `y` such that
+ * PRICE(settlement, maturity, rate, y, redemption, frequency, basis) = pr.
+ *
+ * Two cases:
+ *
+ *   N > 1  Newton/secant iteration on calculatePrice (via solveByNewton).
+ *          Initial guess: the coupon rate, or 0.01 if rate = 0.
+ *
+ *   N = 1  Closed-form rearrangement of the single-period PRICE formula
+ *          from the Excel spec.  No iteration needed.
+ *
+ */
+export declare function YIELD(settlement: number, // date
+maturity: number, // date
+rate: number, pr: number, redemption: number, frequency: number, basis?: number): number;
+//# sourceMappingURL=Financial4.d.ts.map

package/types/src/financial/Financial4.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"Financial4.d.ts","sourceRoot":"","sources":["../../../../src/financial/Financial4.ts"],"names":[],"mappings":"AAaA;;;;;;;;;;;;;GAaG;AACH,wBAAgB,KAAK,CACnB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAoBR;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,QAAQ,CACtB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAuBR;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,SAAS,CACvB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAwBR;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,wBAAgB,KAAK,CACnB,UAAU,EAAE,MAAM,EAAE,OAAO;AAC3B,QAAQ,EAAE,MAAM,EAAE,OAAO;AACzB,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,MAAM,EAClB,SAAS,EAAE,MAAM,EACjB,KAAK,GAAE,MAAU,GAChB,MAAM,CAsDR"}