@sheetxl/formulas-extended 0.8.0-beta.1 → 0.8.0-beta.3

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

@@ -0,0 +1,107 @@
+import { AcceptError, Scalar, Omittable, NoLift } from '@sheetxl/primitives';
+/**
+ * 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.
+ *
+ * @remarks
+ * `(1 − pr/redemption)` over YEARFRAC's year fraction of the two dates — the signed NASD count
+ * at basis 0, the 365/366 rules at basis 1 — measured against Excel 16.0 (fn-battery
+ * financial/DISC, 2026-08-28); a price above the redemption is a negative rate, and a
+ * zero-day 30/360 span (Mar 30 → Mar 31) is #NUM!. The arguments read as
+ * {@link readDiscountArgs} describes.
+ */
+export declare function DISC(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, pr: NoLift<Omittable<AcceptError<Scalar>>>, redemption: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * `redemption − discount · redemption · yearfrac` with YEARFRAC's year fraction, measured
+ * against Excel 16.0 (fn-battery financial/PRICEDISC, 2026-08-28): a discount that exhausts
+ * the redemption gives a negative price, and the product overflowing is #NUM!. The arguments
+ * read as {@link readDiscountArgs} describes.
+ */
+export declare function PRICEDISC(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, discount: NoLift<Omittable<AcceptError<Scalar>>>, redemption: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * `(redemption − pr)/pr` over YEARFRAC's year fraction, measured against Excel 16.0 (fn-battery
+ * financial/YIELDDISC, 2026-08-28); a price above the redemption is a negative yield. The
+ * arguments read as {@link readDiscountArgs} describes.
+ */
+export declare function YIELDDISC(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, pr: NoLift<Omittable<AcceptError<Scalar>>>, redemption: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * `(redemption − investment)/investment` over YEARFRAC's year fraction, measured against Excel 16.0
+ * (fn-battery financial/INTRATE, 2026-08-28); a redemption below the investment is a negative
+ * rate. The arguments read as {@link readDiscountArgs} describes.
+ */
+export declare function INTRATE(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, investment: NoLift<Omittable<AcceptError<Scalar>>>, redemption: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * `investment / (1 − discount · yearfrac)` with YEARFRAC's year fraction, measured against
+ * Excel 16.0 (fn-battery financial/RECEIVED, 2026-08-28); a denominator at or below zero (a
+ * discount of 4 over a 90/360 quarter) is #NUM!. The arguments read as
+ * {@link readDiscountArgs} describes.
+ */
+export declare function RECEIVED(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, investment: NoLift<Omittable<AcceptError<Scalar>>>, discount: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * The doc's `(100 + DIM/B·rate·100) / (1 + DSM/B·yld) − A/B·rate·100`, measured against Excel
+ * 16.0 (fn-battery financial/PRICEMAT, 2026-08-28) with the counts {@link readMatArgs}
+ * describes (DSM is `DIM − A`); a coupon term that overflows is 0, so a rate of 1E307 prices
+ * the redemption alone.
+ */
+export declare function PRICEMAT(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, issue: NoLift<Omittable<AcceptError<Scalar>>>, rate: NoLift<Omittable<AcceptError<Scalar>>>, yld: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * PRICEMAT inverted in closed form, `((1 + DIM/B·rate) / (pr/100 + A/B·rate) − 1) / (DSM/B)`,
+ * measured against Excel 16.0 (fn-battery financial/YIELDMAT, 2026-08-28) with the counts
+ * {@link readMatArgs} describes.
+ */
+export declare function YIELDMAT(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, issue: NoLift<Omittable<AcceptError<Scalar>>>, rate: NoLift<Omittable<AcceptError<Scalar>>>, pr: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
+//# sourceMappingURL=SecurityMaturity.d.ts.map

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

@@ -0,0 +1,40 @@
+import { AcceptError, Scalar, Omittable, NoLift } from '@sheetxl/primitives';
+/**
+ * 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.
+ *
+ * @remarks
+ * `100·(1 − discount·days/360)`, measured against Excel 16.0 (fn-battery financial/TBILLPRICE,
+ * 2026-08-28): a negative price is #NUM!, and a `discount·days` that overflows is 0 (a price of
+ * 100). The arguments read as {@link readTbillArgs} describes.
+ */
+export declare function TBILLPRICE(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, discount: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * `(100 − pr)/pr · 360/days`, measured against Excel 16.0 (fn-battery financial/TBILLYIELD,
+ * 2026-08-28); a price above 100 is a negative yield. The arguments read as
+ * {@link readTbillArgs} describes.
+ */
+export declare function TBILLYIELD(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, pr: NoLift<Omittable<AcceptError<Scalar>>>): number;
+/**
+ * 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.
+ *
+ * @remarks
+ * Measured against Excel 16.0 (fn-battery financial/TBILLEQ, 2026-08-28). Through 182 days the
+ * doc's `365·discount / (360 − discount·days)`; from 183 days the Treasury's bond-equivalent
+ * quadratic on the discounted price, over a 365-day year — 366 for a 366-day span. A
+ * denominator at or below zero is #NUM!; a product that overflows is 0. The arguments read as
+ * {@link readTbillArgs} describes.
+ */
+export declare function TBILLEQ(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, discount: NoLift<Omittable<AcceptError<Scalar>>>): number;
+//# sourceMappingURL=TBill.d.ts.map

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

@@ -1,5 +1,5 @@
 /**
- * @summary Returns the depreciation of an asset for any period you specify, including partial periods, using the double-declining balance method or some other method you specify.
+ * Returns the depreciation of an asset for any period you specify, including partial periods, 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).
@@ -9,19 +9,21 @@
  * @param noSwitch switch to straight-line depreciation when depreciation is greater than the declining balance = FALSE; do not switch = TRUE.
  *
  * @remarks
- * including partial periods, using the double-declining balance method or
- * some other method you specify.
+ * Measured against Excel 16.0 (fn-battery financial/VDB and `adhoc-vdb-clamp`, 2026-08-28).
  *
- * VDB = Variable Declining Balance.  It generalises DDB by:
- *   • accepting fractional start/end periods
- *   • supporting any factor (not just 2)
- *   • optionally switching to straight-line when SL > DDB (noSwitch=FALSE)
+ * `no_switch = TRUE` is DDB period by period from the original cost, the first and last periods
+ * pro-rated by the fraction of them inside the window.
  *
- * The `noSwitch` flag controls the switch-to-SL behavior:
- *   FALSE (default) — switch to straight-line when it yields more depreciation
- *   TRUE            — pure declining-balance, never switch
+ * With the switch, Excel runs two passes. The first walks from 0 to `start` to find the balance
+ * there — the FRACTIONAL part of `start` first (a partial period charged as `raw·fraction`,
+ * clamped at salvage and never negative), then whole periods with the straight-line switch, each
+ * period's straight line measured against the life remaining at that point (so a start of 2.5
+ * or 6.5 switches on the same `[1.5, 2.5]` period). The second pass depreciates that balance over
+ * `end − start` periods with a remaining life of `life − start`, each period's declining-balance
+ * charge clamped at salvage (then pro-rated if partial), switching to straight-line when that is
+ * larger. The second pass is NOT floored at zero: an asset already below salvage is written UP
+ * to it in its first period (VDB(300,2400,10,0,1) is −2100), which is also why a whole-period
+ * start on such an asset is 0 — the first pass has already moved the balance to salvage.
  */
-export declare function VDB(cost: number, salvage: number, life: number, startPeriod: number, // date
-endPeriod: number, // date
-factor?: number, noSwitch?: boolean): number;
+export declare function VDB(cost: number, salvage: number, life: number, startPeriod: number, endPeriod: number, factor?: number, noSwitch?: boolean): number;
 //# sourceMappingURL=VDB.d.ts.map

package/types/src/statistical/{ETS.d.ts → Ets.d.ts}

@@ -1,45 +1,45 @@
-import { IRange, Scalar } from '@sheetxl/primitives';
+import { IRange, Scalar, Omittable } from '@sheetxl/primitives';
 /**
+ * Returns the forecasted value for a specific future target date using exponential smoothing method.
  * @name FORECAST.ETS
- * @summary Returns the forecasted value for a specific future target date using exponential smoothing method.
  * @param targetDate is the data point for which you want to predict a value. It should carry on the pattern of values in the timeline.
  * @param values is the array or range of numeric data you're predicting.
  * @param timeline is the independent array or range of numeric data. The dates in the timeline must have a consistent step between them and can't be zero.
  * @param seasonality [1] 0 = no seasonality; 1 = auto-detect; any integer > 1 = explicit seasonal period.
  * @param dataCompletion [1] 1 = interpolate missing values; 0 = fill with zeros.
- * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None (#NUM! if duplicates exist).
+ * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=CountA, 4=Max, 5=Median, 6=Min, 7=Sum.
  */
-export declare function FORECAST_ETS(targetDate: number, values: IRange, timeline: IRange, seasonality?: number, dataCompletion?: number, aggregation?: number): Scalar;
+export declare function FORECAST_ETS(targetDate: number, values: IRange, timeline: IRange, seasonality?: Omittable<number>, dataCompletion?: Omittable<number>, aggregation?: Omittable<number>): Scalar;
 /**
+ * Returns a confidence interval for the forecasted value at the specified target date.
  * @name FORECAST.ETS.CONFINT
- * @summary Returns a confidence interval for the forecasted value at the specified target date.
  * @param targetDate is the data point for which you want to predict a value. It should carry on the pattern of values in the timeline.
  * @param values is the array or range of numeric data you're predicting.
  * @param timeline is the independent array or range of numeric data. The dates in the timeline must have a consistent step between them and can't be zero.
  * @param confidenceLevel [0.95] Confidence probability, must be strictly between 0 and 1.
  * @param seasonality [1] 0 = no seasonality; 1 = auto-detect; any integer > 1 = explicit seasonal period.
  * @param dataCompletion [1] 1 = interpolate missing values; 0 = fill with zeros.
- * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None.
+ * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=CountA, 4=Max, 5=Median, 6=Min, 7=Sum.
  */
-export declare function FORECAST_ETS_CONFINT(targetDate: number, values: IRange, timeline: IRange, confidenceLevel?: number, seasonality?: number, dataCompletion?: number, aggregation?: number): Scalar;
+export declare function FORECAST_ETS_CONFINT(targetDate: number, values: IRange, timeline: IRange, confidenceLevel?: Omittable<number>, seasonality?: Omittable<number>, dataCompletion?: Omittable<number>, aggregation?: Omittable<number>): Scalar;
 /**
+ * Returns the length of the repetitive pattern in the data for the specific time series.
  * @name FORECAST.ETS.SEASONALITY
- * @summary Returns the length of the repetitive pattern in the data for the specific time series.
  * @param values is the array or range of numeric data you're predicting.
  * @param timeline is the independent array or range of numeric data. The dates in the timeline must have a consistent step between them and can't be zero.
  * @param dataCompletion [1] 1 = interpolate missing values; 0 = fill with zeros.
- * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None.
+ * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=CountA, 4=Max, 5=Median, 6=Min, 7=Sum.
  */
-export declare function FORECAST_ETS_SEASONALITY(values: IRange, timeline: IRange, dataCompletion?: number, aggregation?: number): Scalar;
+export declare function FORECAST_ETS_SEASONALITY(values: IRange, timeline: IRange, dataCompletion?: Omittable<number>, aggregation?: Omittable<number>): Scalar;
 /**
+ * Returns a requested statistic for the ETS forecast model.
  * @name FORECAST.ETS.STAT
- * @summary Returns a requested statistic for the ETS forecast model.
  * @param values is the array or range of numeric data you're predicting.
  * @param timeline is the independent array or range of numeric data.
  * @param statisticType 1=Alpha, 2=Beta (trend smoothing), 3=Gamma (seasonal smoothing), 4=MASE, 5=SMAPE, 6=MAE, 7=RMSE, 8=Step size.
  * @param seasonality [1] 0 = no seasonality; 1 = auto-detect; any integer > 1 = explicit seasonal period.
  * @param dataCompletion [1] 1 = interpolate missing values; 0 = fill with zeros.
- * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None.
+ * @param aggregation [1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=CountA, 4=Max, 5=Median, 6=Min, 7=Sum.
  */
-export declare function FORECAST_ETS_STAT(values: IRange, timeline: IRange, statisticType: number, seasonality?: number, dataCompletion?: number, aggregation?: number): Scalar;
-//# sourceMappingURL=ETS.d.ts.map
+export declare function FORECAST_ETS_STAT(values: IRange, timeline: IRange, statisticType: number, seasonality?: Omittable<number>, dataCompletion?: Omittable<number>, aggregation?: Omittable<number>): Scalar;
+//# sourceMappingURL=Ets.d.ts.map

package/types/src/statistical/Regression.d.ts

@@ -1,13 +1,7 @@
-import { FormulaError, Scalar, IRange, Omittable } from '@sheetxl/primitives';
+import { Scalar, IRange, Omittable, ReportType, NoLift } from '@sheetxl/primitives';
+import { RegressionData } from '../_utils/LeastSquares';
 /**
- * The least-squares regression family: LINEST / LOGEST report the fitted model, TREND / GROWTH
- * evaluate it at new x-values, and LOGEST / GROWTH are the linear pair run on `ln(y)`.
- *
- * All four share `_utils/LeastSquares.ts` — the known_y/known_x/new_x shape rules, the
- * rank-deficient QR solve, and the `stats` grid.
- */
-/**
- * @summary Returns statistics that describe a linear trend matching known data points, by fitting a straight line using the least squares method.
+ * Returns statistics that describe a linear trend matching known data points, by fitting a straight line using the least squares method.
  * @param knownYs is the set of y-values you already know in the relationship y = mx + b.
  * @param knownXs is an optional set of x-values that you may already know in the relationship y = mx + b.
  * @param constant is a logical value: the constant b is calculated normally if Const = TRUE; b is set equal to 0 if Const = FALSE.
@@ -15,9 +9,9 @@ import { FormulaError, Scalar, IRange, Omittable } from '@sheetxl/primitives';
  *
  * @remarks {@link https://support.microsoft.com/en-us/office/linest-function-84d7d0d9-6e50-4101-977a-fa7abf772b6d|Docs}
  */
-export declare function LINEST(knownYs: IRange, knownXs?: Omittable<IRange>, constant?: Omittable<boolean>, stats?: boolean): (number | FormulaError.Known)[][];
+export declare function LINEST(knownYs: IRange, knownXs?: ReportType<Omittable<IRange>>, constant?: Omittable<ReportType<NoLift<boolean>>>, stats?: Omittable<ReportType<NoLift<boolean>>>): Scalar[][];
 /**
- * @summary Returns statistics that describe an exponential curve matching known data points.
+ * Returns statistics that describe an exponential curve matching known data points.
  * @param knownYs is the set of y-values you already know in the relationship y = b*m^x.
  * @param knownXs is an optional set of x-values that you may already know in the relationship y = b*m^x.
  * @param constant is a logical value: the constant b is calculated normally if Const = TRUE; b is set equal to 1 if Const = FALSE.
@@ -25,25 +19,26 @@ export declare function LINEST(knownYs: IRange, knownXs?: Omittable<IRange>, con
  *
  * @remarks {@link https://support.microsoft.com/en-us/office/logest-function-f27462d8-3657-4030-866b-a272c1d18b4b|Docs}
  */
-export declare function LOGEST(knownYs: IRange, knownXs?: Omittable<IRange>, constant?: Omittable<boolean>, stats?: boolean): (number | FormulaError.Known)[][];
+export declare function LOGEST(knownYs: IRange, knownXs?: ReportType<Omittable<IRange>>, constant?: Omittable<ReportType<NoLift<boolean>>>, stats?: Omittable<ReportType<NoLift<boolean>>>): Scalar[][];
 /**
- * @summary Returns values along a linear trend fitted to known data points.
+ * Returns values along a linear trend fitted to known data points.
  * @param knownYs The known y-values in the relationship y = mx + b.
  * @param knownXs Optional x-values. Defaults to {1,2,3,...,n}.
  * @param newXs The x-values for which to predict y. Defaults to knownX.
- * @param useConst If FALSE, forces the constant b to zero. Defaults to TRUE.
+ * @param constant If FALSE, forces the constant b to zero. Defaults to TRUE.
  *
  * @remarks {@link https://support.microsoft.com/en-us/office/trend-function-e2f135f0-8827-4096-9873-9a7cf7b51ef1|Docs}
  */
-export declare function TREND(knownYs: IRange, knownXs?: Omittable<IRange>, newXs?: Omittable<IRange>, useConst?: Omittable<boolean>): Scalar[][];
+export declare function TREND(knownYs: IRange, knownXs?: ReportType<Omittable<IRange>>, newXs?: Omittable<IRange>, constant?: Omittable<ReportType<NoLift<boolean>>>): Scalar[][];
 /**
- * @summary Returns numbers in an exponential growth trend matching known data points.
+ * Returns numbers in an exponential growth trend matching known data points.
  * @param knownYs is the set of y-values you already know in the relationship y = b*m^x, an array or range of positive numbers.
  * @param knownXs is an optional set of x-values that you may already know in the relationship y = b*m^x, an array or range the same size as Known_y's.
  * @param newXs  are new x-values for which you want GROWTH to return corresponding y-values.
- * @param useConst is a logical value: the constant b is calculated normally if Const = TRUE; b is set equal to 1 if Const = FALSE.
+ * @param constant is a logical value: the constant b is calculated normally if Const = TRUE; b is set equal to 1 if Const = FALSE.
  *
  * @remarks {@link https://support.microsoft.com/en-us/office/growth-function-541a91dc-3d5e-437d-b156-21324e68b80d|Docs}
  */
-export declare function GROWTH(knownYs: IRange, knownXs?: Omittable<IRange>, newXs?: Omittable<IRange>, useConst?: Omittable<boolean>): number[][];
+export declare function GROWTH(knownYs: IRange, knownXs?: ReportType<Omittable<IRange>>, newXs?: Omittable<IRange>, constant?: Omittable<ReportType<NoLift<boolean>>>): Scalar[][];
+export type { RegressionData };
 //# sourceMappingURL=Regression.d.ts.map

package/types/src/statistical/{TTEST.d.ts → TTest.d.ts}

@@ -1,6 +1,6 @@
 import { IRange } from '@sheetxl/primitives';
 /**
- * @summary Returns the probability associated with a Student's t-Test.
+ * Returns the probability associated with a Student's t-Test.
  * @param array1 is the first data set.
  * @param array2 is the second data set.
  * @param tails specifies the number of distribution tails to return: one-tailed distribution = 1; two-tailed distribution = 2.
@@ -10,10 +10,10 @@ import { IRange } from '@sheetxl/primitives';
  * @remarks
  * {@link https://support.microsoft.com/en-us/office/t-test-function-d4e08ec3-c545-485f-962e-276f7cbed055|Docs}
  */
-export declare function TTEST(array1: IRange<number>, array2: IRange<number>, tails: number, type: number): number;
+export declare function TTEST(array1: IRange, array2: IRange, tails: number, type: number): number;
 /**
+ * Returns the probability associated with a Student's t-Test.
  * @name T.TEST
- * @summary Returns the probability associated with a Student's t-Test.
  * @param array1 is the first data set.
  * @param array2 is the second data set.
  * @param tails specifies the number of distribution tails to return: one-tailed distribution = 1; two-tailed distribution = 2.
@@ -23,5 +23,5 @@ export declare function TTEST(array1: IRange<number>, array2: IRange<number>, ta
  * @remarks
  * {@link https://support.microsoft.com/en-us/office/t-test-function-d4e08ec3-c545-485f-962e-276f7cbed055|Docs}
  */
-export declare function T_TEST(array1: IRange<number>, array2: IRange<number>, tails: number, type: number): number;
-//# sourceMappingURL=TTEST.d.ts.map
+export declare function T_TEST(array1: IRange, array2: IRange, tails: number, type: number): number;
+//# sourceMappingURL=TTest.d.ts.map

package/types/src/text/RegEx.d.ts

@@ -1,34 +1,57 @@
 import { IRange, Scalar } from '@sheetxl/primitives';
 /**
- * @summary Extracts substrings of 'text' based on the provided REGEX 'pattern'.
+ * Extracts substrings of 'text' based on the provided REGEX 'pattern'.
  * @param text is the text string from which you want to extract characters.
  * @param pattern The regular expression to be applied.
  * @param returnMode Specify which matches to return.
- * @param caseInsensitive Whether the match is case insensitive.
+ * @param caseSensitivity Whether the match is case sensitive (0) or insensitive (1).
+ *
+ * @remarks
+ * `returnMode` is three functions in one slot: the first match (0), every match (1), or the
+ * capture groups of the first match (2). It is truncated before it is read, so 1.5 is 1, and
+ * anything else is #VALUE!. Modes 1 and 2 both spill across a row. A pattern that matches nothing
+ * is #N/A, and asking mode 2 of a pattern with no capture groups is #VALUE! whether or not it
+ * would have matched.
  */
-export declare function REGEXEXTRACT(text: string, pattern: string, returnMode?: number, caseInsensitive?: boolean): IRange;
+export declare function REGEXEXTRACT(text: string, pattern: string, returnMode?: number, caseSensitivity?: number): IRange | Scalar;
 /**
- * @summary Tests whether a text string matches a regular expression.
+ * Tests whether a text string matches a regular expression.
  * @param text is the text string to be tested against the regular expression.
  * @param regularExpression The regular expression to test the text against.
  * @param caseInsensitive Whether the match is case insensitive.
  * @category Sheets
+ *
+ * @remarks
+ * The Google Sheets spelling of {@link REGEXTEST}; Excel has no such function, so this keeps
+ * Sheets' signature, whose third argument is a boolean rather than Excel's 0-or-1 number. The
+ * pattern language is the one the Excel REGEX functions use.
  */
 export declare function REGEXMATCH(text: string, regularExpression: string, caseInsensitive?: boolean): Scalar;
 /**
- * @summary Returns 'text', with 'replacement' in place of matches with 'pattern'.
+ * Returns 'text', with 'replacement' in place of matches with 'pattern'.
  * @param text is the text string from which you want to extract characters.
  * @param pattern The regular expression to be applied.
  * @param replacement The replacement string.
- * @param occurrence The occurrence of the match to replace.
- * @param caseInsensitive Whether the match is case insensitive.
+ * @param occurrence Which match to replace; 0 replaces them all and a negative counts from the end.
+ * @param caseSensitivity Whether the match is case sensitive (0) or insensitive (1).
+ *
+ * @remarks
+ * `occurrence` is truncated toward zero — 1.9 is the first match, and 0.9 is the zero that means
+ * all of them — and a negative counts from the end, so −1 is the last. Matches never overlap, so
+ * the second `aa` of `aaaa` starts at position 3. In `replacement`, `$0` and `$&` are both the
+ * whole match, `$1` / `${1}` / `\1` are group references, and a reference to a group that does not
+ * exist is #VALUE! rather than literal text.
  */
-export declare function REGEXREPLACE(text: string, pattern: string, replacement: string, occurrence?: number, caseInsensitive?: boolean): Scalar;
+export declare function REGEXREPLACE(text: string, pattern: string, replacement: string, occurrence?: number, caseSensitivity?: number): Scalar;
 /**
- * @summary Checks whether the input matches the pattern, and returns TRUE or FALSE.
+ * Checks whether the input matches the pattern, and returns TRUE or FALSE.
  * @param text is the text string to be checked.
  * @param pattern is the regular expression to be applied.
- * @param caseInsensitive Whether the match is case insensitive.
+ * @param caseSensitivity Whether the match is case sensitive (0) or insensitive (1).
+ *
+ * @remarks
+ * `caseSensitivity` is a number rather than a boolean: 0 is sensitive and 1 is not, it is
+ * truncated first, and anything else — 2, a negative, a huge value, non-numeric text — is #VALUE!.
  */
-export declare function REGEXTEST(text: string, pattern: string, caseInsensitive?: boolean): Scalar;
+export declare function REGEXTEST(text: string, pattern: string, caseSensitivity?: number): Scalar;
 //# sourceMappingURL=RegEx.d.ts.map

package/browser/cjs/B4JJfKSI4ppwU855.cjs

@@ -1 +0,0 @@
-exports.default={AMORDEGRC:{s:`Returns the depreciation for each accounting period using a`,p:{cost:{d:`is the cost of the asset.`},datePurchased:{d:`is the date the asset is purchased.`},firstPeriod:{d:`is the date of the end of the first period.`},salvage:{d:`is the salvage value at the end of life of the asset.`},period:{d:`is the period.`},rate:{d:`is the depreciation rate.`},basis:{d:`is the type of day count basis to use.`}}}};

package/browser/cjs/BwLx9ix5Sq7suAYP.cjs

@@ -1 +0,0 @@
-exports.default={COUPDAYBS:{s:`Returns the number of days from the beginning of the coupon period to the settlement date.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}},COUPDAYS:{s:`Returns the number of days in the coupon period containing the settlement date.`,p:{settlement:{d:`Settlement date number number.`},maturity:{d:`Maturity date number number.`},frequency:{d:`Coupons per year: 1, 2, or 4.`},basis:{d:`Day-count basis (0–4). Default 0.`}}},COUPDAYSNC:{s:`Returns the number of days from the settlement date to the next coupon date.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}},COUPNCD:{s:`Returns the number of days from the beginning of the coupon period to the settlement date.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}},COUPPCD:{s:`Returns the previous coupon date before the settlement date.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}},COUPNUM:{s:`Returns the number of coupons payable between the settlement date and maturity date.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}}};

package/browser/cjs/Clu7XiAsCB48GDXN.cjs

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

package/browser/cjs/DsFZgtSQpC75d1M0.cjs

@@ -1 +0,0 @@
-exports.default={ODDFPRICE:{s:`Returns the price per $100 face value of a security with an odd first period.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},issue:{d:`is the security's issue date, expressed as a serial date number.`},firstCoupon:{d:`is the security's first coupon date, expressed as a serial date number.`},rate:{},yld:{d:`is the security's annual yield.`},redemption:{d:`is the security's redemption value per $100 face value.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}},ODDFYIELD:{s:`Returns the yield of a security with an odd first period.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},issue:{d:`is the security's issue date, expressed as a serial date number.`},firstCoupon:{d:`is the security's first coupon date, expressed as a serial date number.`},rate:{d:`is the security's interest rate.`},pr:{d:`is the security's price.`},redemption:{d:`is the security's redemption value per $100 face value.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}},ODDLPRICE:{s:`Returns the price per $100 face value of a security with an odd last period.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},lastInterest:{d:`is the security's last coupon date, expressed as a serial date number.`},rate:{d:`is the interest rate.`},yld:{d:`is the security's annual yield.`},redemption:{d:`is the amount to be received at maturity.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}},ODDLYIELD:{s:`Returns the yield of a security with an odd last period.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},lastInterest:{d:`is the security's last coupon date, expressed as a serial date number.`},rate:{d:`is the interest rate.`},pr:{d:`is the security's price.`},redemption:{d:`is the amount to be received at maturity.`},frequency:{d:`is the number of coupon payments per year.`},basis:{d:`is the type of day count basis to use.`}}}};

package/browser/cjs/fqTQ_p3ehzUvc1tF.cjs

@@ -1 +0,0 @@
-exports.default={REGEXEXTRACT:{s:`Extracts substrings of 'text' based on the provided REGEX 'pattern'.`,p:{text:{d:`is the text string from which you want to extract characters.`},pattern:{d:`The regular expression to be applied.`},returnMode:{d:`Specify which matches to return.`},caseInsensitive:{d:`Whether the match is case insensitive.`}}},REGEXMATCH:{s:`Tests whether a text string matches a regular expression.`,c:`Sheets`,p:{text:{d:`is the text string to be tested against the regular expression.`},regularExpression:{d:`The regular expression to test the text against.`},caseInsensitive:{d:`Whether the match is case insensitive.`}}},REGEXREPLACE:{s:`Returns 'text', with 'replacement' in place of matches with 'pattern'.`,p:{text:{d:`is the text string from which you want to extract characters.`},pattern:{d:`The regular expression to be applied.`},replacement:{d:`The replacement string.`},occurrence:{d:`The occurrence of the match to replace.`},caseInsensitive:{d:`Whether the match is case insensitive.`}}},REGEXTEST:{s:`Checks whether the input matches the pattern, and returns TRUE or FALSE.`,p:{text:{d:`is the text string to be checked.`},pattern:{d:`is the regular expression to be applied.`},caseInsensitive:{d:`Whether the match is case insensitive.`}}}};

package/browser/cjs/h3dw1jAp2J5Pu4p3.cjs

@@ -1 +0,0 @@
-exports.default={ACCRINTM:{s:`Returns the accrued interest for a security that pays interest at maturity.`,p:{issue:{d:`is the security's issue date, expressed as a serial date number.`},settlement:{d:`is the security's maturity date, expressed as a serial date number.`},rate:{d:`is the security's annual coupon rate.`},par:{d:`is the security's par value.`},basis:{d:`is the type of day count basis to use.`}}},INTRATE:{s:`Returns the interest rate for a fully invested security.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},investment:{d:`is the amount invested in the security.`},redemption:{d:`is the amount to be received at maturity.`},basis:{d:`is the type of day count basis to use.`}}},RECEIVED:{s:`Returns the amount received at maturity for a fully invested security.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},investment:{d:`is the amount invested in the security.`},discount:{d:`is the security's discount rate.`},basis:{d:`is the type of day count basis to use.`}}},YIELDDISC:{s:`Returns the annual yield for a discounted security. For example, a treasury bill.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},pr:{d:`is the security's price per $100 face value.`},redemption:{d:`is the security's redemption value per $100 face value.`},basis:{d:`is the type of day count basis to use.`}}},PRICEMAT:{s:`Returns the price per $100 face value of a security that pays interest at maturity.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},issue:{d:`is the security's issue date, expressed as a serial date number.`},rate:{d:`is the interest rate.`},yld:{d:`is the security's annual yield.`},basis:{d:`is the type of day count basis to use.`}}},YIELDMAT:{s:`Returns the annual yield of a security that pays interest at maturity.`,p:{settlement:{d:`is the security's settlement date, expressed as a serial date number.`},maturity:{d:`is the security's maturity date, expressed as a serial date number.`},issue:{d:`is the security's issue date, expressed as a serial date number.`},rate:{d:`is the interest rate.`},pr:{d:`is the security's price per $100 face value.`},basis:{d:`is the type of day count basis to use.`}}},AMORLINC:{s:`Returns the prorated linear depreciation of an asset for each accounting period.`,p:{cost:{d:`is the cost of the asset.`},datePurchased:{d:`is the date the asset is purchased.`},firstPeriod:{d:`is the date of the end of the first period.`},salvage:{d:`is the salvage value at the end of life of the asset.`},period:{d:`is the period.`},rate:{d:`is the rate of depreciation.`},basis:{d:`year basis : 0 for year of 360 days, 1 for actual, 3 for year of 365 days.`}}}};

package/browser/cjs/jev6VGWTdgEgm4Yk.cjs

@@ -1 +0,0 @@
-exports.default={"FORECAST.ETS":{s:`Returns the forecasted value for a specific future target date using exponential smoothing method.`,p:{targetDate:{d:`is the data point for which you want to predict a value. It should carry on the pattern of values in the timeline.`},values:{d:`is the array or range of numeric data you're predicting.`},timeline:{d:`is the independent array or range of numeric data. The dates in the timeline must have a consistent step between them and can't be zero.`},seasonality:{d:`[1] 0 = no seasonality; 1 = auto-detect; any integer > 1 = explicit seasonal period.`},dataCompletion:{d:`[1] 1 = interpolate missing values; 0 = fill with zeros.`},aggregation:{d:`[1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None (#NUM! if duplicates exist).`}}},"FORECAST.ETS.CONFINT":{s:`Returns a confidence interval for the forecasted value at the specified target date.`,p:{targetDate:{d:`is the data point for which you want to predict a value. It should carry on the pattern of values in the timeline.`},values:{d:`is the array or range of numeric data you're predicting.`},timeline:{d:`is the independent array or range of numeric data. The dates in the timeline must have a consistent step between them and can't be zero.`},confidenceLevel:{d:`[0.95] Confidence probability, must be strictly between 0 and 1.`},seasonality:{d:`[1] 0 = no seasonality; 1 = auto-detect; any integer > 1 = explicit seasonal period.`},dataCompletion:{d:`[1] 1 = interpolate missing values; 0 = fill with zeros.`},aggregation:{d:`[1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None.`}}},"FORECAST.ETS.SEASONALITY":{s:`Returns the length of the repetitive pattern in the data for the specific time series.`,p:{values:{d:`is the array or range of numeric data you're predicting.`},timeline:{d:`is the independent array or range of numeric data. The dates in the timeline must have a consistent step between them and can't be zero.`},dataCompletion:{d:`[1] 1 = interpolate missing values; 0 = fill with zeros.`},aggregation:{d:`[1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None.`}}},"FORECAST.ETS.STAT":{s:`Returns a requested statistic for the ETS forecast model.`,p:{values:{d:`is the array or range of numeric data you're predicting.`},timeline:{d:`is the independent array or range of numeric data.`},statisticType:{d:`1=Alpha, 2=Beta (trend smoothing), 3=Gamma (seasonal smoothing), 4=MASE, 5=SMAPE, 6=MAE, 7=RMSE, 8=Step size.`},seasonality:{d:`[1] 0 = no seasonality; 1 = auto-detect; any integer > 1 = explicit seasonal period.`},dataCompletion:{d:`[1] 1 = interpolate missing values; 0 = fill with zeros.`},aggregation:{d:`[1] Aggregation method for duplicate timestamps: 1=Average, 2=Count, 3=Max, 4=Median, 5=Min, 6=Sum, 7=None.`}}}};

package/browser/esm/CwoMEzOtRihuYUTr.mjs

@@ -1,20 +0,0 @@
-/**
-* @license @sheetxl/formulas-extended - Formulas Enterprise - TypeScript formulas compatible with Excel built-ins. - v0.8.0-beta.1
-*
-* (C) 2026-present SheetXL Inc. & Michael T. Ford
-* License: The license can be found at https://www.sheetxl.com/license.
-*/
-var e = { ACCRINT: {
-	s: "Returns the accrued interest for a security that pays periodic interest.",
-	p: {
-		issue: { d: "is the security's issue date, expressed as a serial date number." },
-		firstInterest: { d: "is the security's first interest date, expressed as a serial date number." },
-		settlement: { d: "is the security's settlement date, expressed as a serial date number." },
-		rate: { d: "is the security's annual coupon rate." },
-		par: { d: "is the security's par value." },
-		frequency: { d: "is the number of coupon payments per year." },
-		basis: { d: "is the type of day count basis to use." },
-		calcMethod: { d: "is a logical value: to accrued interest from issue date = TRUE; to calculate from last coupon payment date = FALSE." }
-	}
-} };
-export { e as default };