@sheetxl/formulas-extended 0.8.0-beta.12 → 0.8.0-beta.14

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

@@ -1,12 +1,4 @@
 import { Omittable, Scalar, NoLift } from '@sheetxl/primitives';
-/**
- * Coupon date and day-count functions.
- *
- * The six share one argument reader, `readCouponArgs` — every slot is Excel-declared `any`,
- * the dates and frequency validate before the basis is read — and one coupon chain,
- * `FinanceCoupon`'s, both measured against Excel 16.0 (fn-battery financial/COUP*,
- * 2026-08-28). COUPNCD and COUPPCD return date serials, not day counts.
- */
 /**
  * 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.
@@ -37,12 +29,6 @@ export declare function COUPDAYSNC(settlement: NoLift<Omittable<Scalar>>, maturi
  * @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 a date serial and leaves the cell's format alone — Excel does not hint one here, on a
- * serial argument, on `DATE(...)` or on a date-formatted reference (measured 2026-08-29). No
- * ATP-era date function does; `DATE` and `TODAY` do, and an operator such as `B1+1` propagates
- * its operand's.
  */
 export declare function COUPNCD(settlement: NoLift<Omittable<Scalar>>, maturity: NoLift<Omittable<Scalar>>, frequency: NoLift<Omittable<Scalar>>, basis?: NoLift<Omittable<Scalar>>): number;
 /**

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

@@ -5,17 +5,6 @@ import { AcceptError, Scalar, Omittable, NoLift } from '@sheetxl/primitives';
  * @param startDate is a serial date number that represents the start date.
  * @param endDate is a serial date number that represents the end date.
  * @param unit is a string that specifies the unit of time to use.
- *
- * @remarks
- * Measured against Excel 16.0 (fn-battery financial/DATEDIF, 2026-08-28). Both serials are
- * truncated before anything is compared (`DATEDIF(37179.6,37179.5,"d")` is 0); a serial outside
- * the calendar is #NUM!, as is a start after the end, and so is a unit that is not exactly one
- * of Y M D MD YM YD in either case — nothing is trimmed, and a number or a boolean arrives as
- * text and is refused the same way. `"MD"` re-anchors the start's day into the end's month
- * (the documented negative answers are Excel's own: Jan 31 → Mar 1 is −2). `"YD"` is the
- * `"YM"` months and `"MD"` days walked forward from the start, so it counts on the START year's
- * calendar — Jan 1 2004 → Mar 1 2005 is 60 where Jan 1 2003 → Mar 1 2004 is 59 (the documented
- * leap-year quirk), and Feb 29 2004 → Mar 1 2005 is 0.
  */
 export declare function DATEDIF(startDate: number, // Date
 endDate: number, // Date
@@ -26,17 +15,6 @@ unit: string): number;
  * @param endDate is a serial date number that represents the end date.
  * @param basis is the type of day count basis to use.
  * @category Date & Time
- *
- * @remarks
- * Measured against Excel 16.0 (fn-battery financial/YEARFRAC, 2026-08-28). Excel declares all
- * three arguments `any`: a boolean is #VALUE!, an empty argument is #N/A where a blank cell is
- * serial 0, and a multi-cell reference does not broadcast while an array constant does. The
- * basis is read and validated FIRST — truncated, #NUM! below 0 or above 4, so
- * `YEARFRAC("x",39814,5)` is #NUM! and `YEARFRAC(NA(),39814,"x")` is #VALUE! (the dates
- * accept an error so that the body, not the marshaller, decides which is seen first) — then
- * the start, then the end, each coerced and range-checked in turn (`YEARFRAC(-1,"x",0)` is
- * #NUM!). The day counts are `getYearFrac`'s: serials truncated, dates ordered, basis 0
- * signed.
  */
 export declare function YEARFRAC(startDate: NoLift<Omittable<AcceptError<Scalar>>>, endDate: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<Scalar>>): number;
 /**
@@ -44,13 +22,6 @@ export declare function YEARFRAC(startDate: NoLift<Omittable<AcceptError<Scalar>
  * @param endDate startDate and endDate are the two dates between which you want to know the number of days.
  * @param startDate startDate and endDate are the two dates between which you want to know the number of days.
  * @param method is a logical value specifying the calculation method: U.S. (NASD) = FALSE; European = TRUE.
- *
- * @remarks
- * Measured against Excel 16.0 (fn-battery financial/DAYS360, 2026-08-28). Excel declares the
- * dates `number` and the method `logical`, so the engine's coercion applies: a boolean date is
- * its serial, a number is a method, `"TRUE"` is one while `"1"` is #VALUE!. A serial outside
- * the calendar is #NUM! at either slot and the fraction is discarded. The US rules are
- * `getDays360US`'s, applied to (start, end) as given.
  */
 export declare function DAYS360(startDate: number, // date
 endDate: number, // date

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

@@ -44,15 +44,6 @@ export declare function DDB(cost: number, salvage: number, life: number, period:
  * @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
- * Measured against Excel 16.0 (fn-battery financial/AMORLINC, 2026-08-28). Period 0 is the
- * stub from purchase to the end of the first period, pro-rated by `getAmorDayCount` (a
- * zero-day stub is a whole period; a stub longer than a year is not capped) and capped at
- * `cost − salvage`; every following period is `cost·rate` until the one that takes what is
- * left, and 0 beyond. A period under 1 is period 1, above it truncates. Basis truncates and 2 is
- * refused. Every argument is Excel-declared `any`: a boolean is refused, an empty argument is
- * missing, a multi-cell reference does not broadcast.
  */
 export declare function AMORLINC(cost: NoLift<Omittable<Scalar>>, datePurchased: NoLift<Omittable<Scalar>>, firstPeriod: NoLift<Omittable<Scalar>>, salvage: NoLift<Omittable<Scalar>>, period: NoLift<Omittable<Scalar>>, rate: NoLift<Omittable<Scalar>>, basis?: NoLift<Omittable<Scalar>>): number;
 //# sourceMappingURL=Depreciation.d.ts.map

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

@@ -10,16 +10,6 @@ import { AcceptError, Omittable, Scalar, NoLift } from '@sheetxl/primitives';
  * @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 odd FIRST period `[issue, firstCoupon]` is short (a stub of one regular period) or long
- * (several quasi-coupon periods); which, and the day-count sums of either, are
- * {@link oddFirstSums} — measured against Excel 16.0 on 1,125 (shape, frequency, basis) triples
- * and every row of its battery (fn-battery financial/ODDFPRICE, 2026-08-29), Excel's own
- * month-end exponent quirk included. Reading and validation are {@link readOddArgs}'s, then
- * `issue < settlement < firstCoupon < maturity` once truncated, the first coupon on the
- * maturity's coupon grid, `rate ≥ 0`, `yld ≥ 0`, `redemption > 0`; an odd period exactly one
- * regular period long is #NUM!.
  */
 export declare function ODDFPRICE(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, issue: NoLift<Omittable<AcceptError<Scalar>>>, firstCoupon: NoLift<Omittable<AcceptError<Scalar>>>, rate: NoLift<Omittable<AcceptError<Scalar>>>, yld: NoLift<Omittable<AcceptError<Scalar>>>, redemption: NoLift<Omittable<AcceptError<Scalar>>>, frequency: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
 /**
@@ -50,14 +40,6 @@ export declare function ODDFYIELD(settlement: NoLift<Omittable<AcceptError<Scala
  * @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
- * `(redemption + C·ΣDCᵢ/NLᵢ) / (1 + yld/frequency · ΣDSCᵢ/NLᵢ) − C·ΣAᵢ/NLᵢ` with
- * `C = 100·rate/frequency` — linear in the yield, since the whole bond is the one irregular
- * period. The three sums are {@link oddLastSums}; a product that overflows is 0. Measured
- * bit-for-bit on Excel 16.0 (fn-battery financial/ODDLPRICE, 556 numeric rows, 2026-08-28).
- * Reading and validation are {@link readOddArgs}'s: `lastInterest < settlement < maturity` once
- * truncated, `rate ≥ 0`, `yld ≥ 0`, `redemption > 0`.
  */
 export declare function ODDLPRICE(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, lastInterest: NoLift<Omittable<AcceptError<Scalar>>>, rate: NoLift<Omittable<AcceptError<Scalar>>>, yld: NoLift<Omittable<AcceptError<Scalar>>>, redemption: NoLift<Omittable<AcceptError<Scalar>>>, frequency: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
 /**

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

@@ -53,16 +53,6 @@ export declare function MDURATION(settlement: NoLift<Omittable<AcceptError<Scala
  * @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
- * PRICE inverted: the yield `y` with `PRICE(…, y, …) = pr`. With one coupon left the doc's closed
- * form is used, over a coupon period that is the real span from the previous coupon to the
- * maturity (so at bases 2 and 3 the single-coupon yield does not invert PRICE's 360/f or 365/f
- * period). With more than one it is `solveYieldByNewton` on `calculatePrice` from
- * `approximateYield` — an iteration that STOPS SHORT of the root, so the answer sits ~1e-10 away
- * from it, and on a bond it cannot converge on (a redemption that dwarfs the price) it is simply
- * where the walk stood after a hundred steps. Measured, fn-battery financial/YIELD and
- * /adhoc-yield-* (2026-08-28, iteration 2026-09-09).
  */
 export declare function YIELD(settlement: NoLift<Omittable<AcceptError<Scalar>>>, maturity: NoLift<Omittable<AcceptError<Scalar>>>, rate: NoLift<Omittable<AcceptError<Scalar>>>, pr: NoLift<Omittable<AcceptError<Scalar>>>, redemption: NoLift<Omittable<AcceptError<Scalar>>>, frequency: NoLift<Omittable<AcceptError<Scalar>>>, basis?: NoLift<Omittable<AcceptError<Scalar>>>): number;
 //# sourceMappingURL=Security.d.ts.map

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

@@ -6,13 +6,6 @@ import { AcceptError, Scalar, Omittable, NoLift } from '@sheetxl/primitives';
  * @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;
 /**
@@ -22,12 +15,6 @@ export declare function DISC(settlement: NoLift<Omittable<AcceptError<Scalar>>>,
  * @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;
 /**
@@ -37,11 +24,6 @@ export declare function PRICEDISC(settlement: NoLift<Omittable<AcceptError<Scala
  * @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;
 /**
@@ -51,11 +33,6 @@ export declare function YIELDDISC(settlement: NoLift<Omittable<AcceptError<Scala
  * @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;
 /**
@@ -65,12 +42,6 @@ export declare function INTRATE(settlement: NoLift<Omittable<AcceptError<Scalar>
  * @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;
 /**
@@ -81,12 +52,6 @@ export declare function RECEIVED(settlement: NoLift<Omittable<AcceptError<Scalar
  * @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;
 /**
@@ -97,11 +62,6 @@ export declare function PRICEMAT(settlement: NoLift<Omittable<AcceptError<Scalar
  * @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

@@ -4,11 +4,6 @@ import { AcceptError, Scalar, Omittable, NoLift } from '@sheetxl/primitives';
  * @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;
 /**
@@ -16,11 +11,6 @@ export declare function TBILLPRICE(settlement: NoLift<Omittable<AcceptError<Scal
  * @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;
 /**
@@ -28,13 +18,6 @@ export declare function TBILLYIELD(settlement: NoLift<Omittable<AcceptError<Scal
  * @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

@@ -7,23 +7,6 @@
  * @param endPeriod is the last period in the calculation.
  * @param factor is the rate at which the balance declines.
  * @param noSwitch switch to straight-line depreciation when depreciation is greater than the declining balance = FALSE; do not switch = TRUE.
- *
- * @remarks
- * Measured against Excel 16.0 (fn-battery financial/VDB and `adhoc-vdb-clamp`, 2026-08-28).
- *
- * `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.
- *
- * 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, endPeriod: number, factor?: number, noSwitch?: boolean): number;
 //# sourceMappingURL=VDB.d.ts.map