@sheetxl/formulas-extended 0.7.28-beta.4 → 0.8.0-beta.10

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

@@ -1,99 +0,0 @@
-/**
- * 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/Financial3.d.ts

@@ -1,95 +0,0 @@
-/**
- * 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/Financial4.d.ts

@@ -1,82 +0,0 @@
-/**
- * @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/ODD.d.ts

@@ -1,106 +0,0 @@
-/**
- * Odd first and last coupon bond price/yield functions.
- *
- * "Odd" means the first or last coupon period is irregular — shorter or longer
- * than a standard coupon period.  This happens when a bond is issued between
- * coupon dates (odd first) or the final coupon date doesn't align with
- * maturity (odd last).
- *
- * Why ODDLPRICE lives here and not in financialHelpers:
- * The odd-last formula uses a different internal structure (_getCoupDate,
- * _getFrac) that is not shared by any other function.  Keeping it here avoids
- * polluting the shared helper module with single-use private math.
- *
- * Date ordering requirements:
- *   ODDFPRICE/ODDFYIELD: issue < settlement < firstCoupon < maturity
- *   ODDLPRICE/ODDLYIELD: lastInterest < settlement < maturity
- */
-/**
- * @summary Returns the price per $100 face value of a security with an odd first period.
- * @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 firstCoupon is the security's first coupon date, expressed as a serial date number.
- * @param yld is the security's annual yield.
- * @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
- * The first coupon period is "odd" (shorter or longer than normal) when the
- * bond is issued between standard coupon dates.
- */
-export declare function ODDFPRICE(settlement: number, // date
-maturity: number, // date
-issue: number, // date
-firstCoupon: number, // date
-rate: number, yld: number, redemption: number, frequency: number, basis?: number): number;
-/**
- * @summary Returns the yield of a security with an odd first period.
- * @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 firstCoupon is the security's first coupon date, expressed as a serial date number.
- * @param rate is the security's interest rate.
- * @param pr is the security's price.
- * @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
- * Numerically inverts ODDFPRICE via Newton-Raphson.  The initial guess uses
- * the same heuristic as Excel: a linear approximation of yield from the
- * price/day-count relationship.
- */
-export declare function ODDFYIELD(settlement: number, // date
-maturity: number, // date
-issue: number, // date
-firstCoupon: number, // date
-rate: number, pr: number, redemption: number, frequency: number, basis?: number): number;
-/**
- * @summary Returns the price per $100 face value of a security with an odd last period.
- * @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 lastInterest is the security's last coupon 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
- * The last coupon period is "odd" when the final coupon date and maturity do
- * not coincide — i.e. the bond matures between regular coupon dates.
- *
- * Unlike the odd-first functions, the odd-last formula is derived from a
- * different spec formula that expresses price as a function of three
- * fractional period lengths (fAi, fDCi, fDSCi — see _calculateOddLPrice).
- */
-export declare function ODDLPRICE(settlement: number, // date
-maturity: number, // date
-lastInterest: number, // date
-rate: number, yld: number, redemption: number, frequency: number, basis?: number): number;
-/**
- * @summary Returns the yield of a security with an odd last period.
- * @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 lastInterest is the security's last coupon date, expressed as a serial date number.
- * @param rate is the interest rate.
- * @param pr is the security's price.
- * @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
- * For the odd-last case Excel uses a closed-form yield formula (not Newton)
- * because the price formula is linear in yield.  We follow the same approach.
- *
- * Formula from the Excel spec:
- *   yield = (freq*(redemption−pr) + 100*rate*(fDCi−fAi))
- *           / (fDSCi*pr + 100*rate*fAi*fDSCi/freq)
- */
-export declare function ODDLYIELD(settlement: number, // date
-maturity: number, // date
-lastInterest: number, // date
-rate: number, pr: number, redemption: number, frequency: number, basis?: number): number;
-//# sourceMappingURL=ODD.d.ts.map