@syncfusion/ej2-calculate 35.1.37

package/src/formulas/financial-annuity.js

@@ -0,0 +1,419 @@
+var __extends = (this && this.__extends) || (function () {
+    var extendStatics = function (d, b) {
+        extendStatics = Object.setPrototypeOf ||
+            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
+            function (d, b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; };
+        return extendStatics(d, b);
+    };
+    return function (d, b) {
+        extendStatics(d, b);
+        function __() { this.constructor = d; }
+        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
+    };
+})();
+import { FormulasErrorsStrings, CommonErrors } from '../common/index';
+import { isNullOrUndefined } from '@syncfusion/ej2-base';
+import { FormulaModuleBase } from './formula-module-base';
+/**
+ * Annuity and payment functions: present/future value, payment amount, periods, and interest rate.
+ *
+ * Registered functions: FV, PV, PMT, NPER, IPMT, PPMT, NPV, RATE.
+ *
+ * @hidden
+ */
+var FinancialAnnuityFormulas = /** @class */ (function (_super) {
+    __extends(FinancialAnnuityFormulas, _super);
+    /**
+     * @hidden
+     * @param {FormulaOwner} owner - Formula registration owner ({@link BasicFormulas}).
+     */
+    function FinancialAnnuityFormulas(owner) {
+        var _this = _super.call(this, owner) || this;
+        /** Formula definitions registered with {@link BasicFormulas}. */
+        _this.formulas = [
+            { formulaName: 'FV', category: 'Financial', description: 'Returns the future value of an investment.' },
+            { formulaName: 'PV', category: 'Financial', description: 'Returns the present value of an investment.' },
+            { formulaName: 'PMT', category: 'Financial', description: 'Returns the periodic payment for an annuity.' },
+            { formulaName: 'NPER', category: 'Financial', description: 'Returns the number of periods for an investment.' },
+            { formulaName: 'IPMT', category: 'Financial', description: 'Returns the interest payment for an investment for a given period.' },
+            { formulaName: 'PPMT', category: 'Financial', description: 'Returns the payment on the principal for an investment for a given period.' },
+            { formulaName: 'NPV', category: 'Financial', description: 'Returns the net present value of an investment based on periodic cash flows.' },
+            { formulaName: 'RATE', category: 'Financial', description: 'Returns the interest rate per period of an annuity.' }
+        ];
+        return _this;
+    }
+    FinancialAnnuityFormulas.prototype.resolveOptional = function (args, index, defaultValue) {
+        if (args.length <= index || args[index] === '') {
+            return defaultValue;
+        }
+        return this.resolveNumberArg(args[index]);
+    };
+    /**
+     * Returns the future value of an investment.
+     *
+     * Excel: `FV(...)`.
+     *
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     *
+     * @example
+     * ```ts
+     * engine.computeFormula('=FV(1)');
+     * ```
+     */
+    FinancialAnnuityFormulas.prototype.ComputeFV = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 3 || args.length > 5) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        var nper = this.resolveNumberArg(args[1]);
+        var pmt = this.resolveNumberArg(args[2]);
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof nper === 'string') {
+            return nper;
+        }
+        if (typeof pmt === 'string') {
+            return pmt;
+        }
+        var pv = this.resolveOptional(args, 3, 0);
+        var type = this.resolveOptional(args, 4, 0);
+        if (typeof pv === 'string') {
+            return pv;
+        }
+        if (typeof type === 'string') {
+            return type;
+        }
+        if (rate === 0) {
+            return (-pv - pmt * nper).toString();
+        }
+        var pow = Math.pow(1 + rate, nper);
+        var when = type ? 1 : 0;
+        var fv = -pv * pow - pmt * (1 + rate * when) * (pow - 1) / rate;
+        return fv.toString();
+    };
+    /**
+     * Returns the present value of an investment.
+     *
+     * Excel: `PV(...)`.
+     *
+     * @hidden
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     */
+    FinancialAnnuityFormulas.prototype.ComputePV = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 3 || args.length > 5) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        var nper = this.resolveNumberArg(args[1]);
+        var pmt = this.resolveNumberArg(args[2]);
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof nper === 'string') {
+            return nper;
+        }
+        if (typeof pmt === 'string') {
+            return pmt;
+        }
+        var fv = this.resolveOptional(args, 3, 0);
+        var type = this.resolveOptional(args, 4, 0);
+        if (typeof fv === 'string') {
+            return fv;
+        }
+        if (typeof type === 'string') {
+            return type;
+        }
+        if (rate === 0) {
+            return (-fv - pmt * nper).toString();
+        }
+        var pow = Math.pow(1 + rate, nper);
+        var when = type ? 1 : 0;
+        var pv = (-fv - pmt * (1 + rate * when) * (pow - 1) / rate) / pow;
+        return pv.toString();
+    };
+    /**
+     * Returns the periodic payment for an annuity.
+     *
+     * Excel: `PMT(...)`.
+     *
+     * @hidden
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     */
+    FinancialAnnuityFormulas.prototype.ComputePMT = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 3 || args.length > 5) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        var nper = this.resolveNumberArg(args[1]);
+        var pv = this.resolveNumberArg(args[2]);
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof nper === 'string') {
+            return nper;
+        }
+        if (typeof pv === 'string') {
+            return pv;
+        }
+        var fv = this.resolveOptional(args, 3, 0);
+        var type = this.resolveOptional(args, 4, 0);
+        if (typeof fv === 'string') {
+            return fv;
+        }
+        if (typeof type === 'string') {
+            return type;
+        }
+        if (rate === 0) {
+            return (-pv - fv) / nper;
+        }
+        var pow = Math.pow(1 + rate, nper);
+        var when = type ? 1 : 0;
+        var pmt = (rate * (fv + pv * pow)) / ((1 + rate * when) * (1 - pow));
+        return pmt.toString();
+    };
+    /**
+     * Returns the number of periods for an investment.
+     *
+     * Excel: `NPER(...)`.
+     *
+     * @hidden
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     */
+    FinancialAnnuityFormulas.prototype.ComputeNPER = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var errCollection = this.parent.getErrorStrings();
+        if (isNullOrUndefined(args) || args.length < 3 || args.length > 5) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        var pmt = this.resolveNumberArg(args[1]);
+        var pv = this.resolveNumberArg(args[2]);
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof pmt === 'string') {
+            return pmt;
+        }
+        if (typeof pv === 'string') {
+            return pv;
+        }
+        var fv = this.resolveOptional(args, 3, 0);
+        var type = this.resolveOptional(args, 4, 0);
+        if (typeof fv === 'string') {
+            return fv;
+        }
+        if (typeof type === 'string') {
+            return type;
+        }
+        if (rate === 0) {
+            if (pmt === 0) {
+                return errCollection[CommonErrors.Num];
+            }
+            return (-(pv + fv) / pmt).toString();
+        }
+        var when = type ? 1 : 0;
+        var num = pmt * (1 + rate * when) / rate - fv;
+        var den = pv + pmt * (1 + rate * when) / rate;
+        if (den === 0 || num / den <= 0) {
+            return errCollection[CommonErrors.Num];
+        }
+        return (Math.log(num / den) / Math.log(1 + rate)).toString();
+    };
+    /**
+     * Returns the interest payment for an investment for a given period.
+     *
+     * Excel: `IPMT(...)`.
+     *
+     * @hidden
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     */
+    FinancialAnnuityFormulas.prototype.ComputeIPMT = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 4 || args.length > 6) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        var per = this.resolveNumberArg(args[1]);
+        var nper = this.resolveNumberArg(args[2]);
+        var pv = this.resolveNumberArg(args[3]);
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof per === 'string') {
+            return per;
+        }
+        if (typeof nper === 'string') {
+            return nper;
+        }
+        if (typeof pv === 'string') {
+            return pv;
+        }
+        var fv = this.resolveOptional(args, 4, 0);
+        var type = this.resolveOptional(args, 5, 0);
+        if (typeof fv === 'string') {
+            return fv;
+        }
+        if (typeof type === 'string') {
+            return type;
+        }
+        var pmtResult = this.ComputePMT(rate.toString(), nper.toString(), pv.toString(), fv.toString(), type.toString());
+        if (typeof pmtResult === 'string' && this.parent.getErrorStrings().indexOf(pmtResult) > -1) {
+            return pmtResult;
+        }
+        var pmt = parseFloat(pmtResult.toString());
+        var balance = pv;
+        for (var i = 1; i < per; i++) {
+            balance = balance * (1 + rate) + pmt;
+        }
+        var ipmt = balance * rate;
+        return ipmt.toString();
+    };
+    /**
+     * Returns the payment on the principal for an investment for a given period.
+     *
+     * Excel: `PPMT(...)`.
+     *
+     * @hidden
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     */
+    FinancialAnnuityFormulas.prototype.ComputePPMT = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 4 || args.length > 6) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var ipmt = this.ComputeIPMT.apply(this, args);
+        if (typeof ipmt === 'string' && this.parent.getErrorStrings().indexOf(ipmt) > -1) {
+            return ipmt;
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        var nper = this.resolveNumberArg(args[2]);
+        var pv = this.resolveNumberArg(args[3]);
+        var fv = this.resolveOptional(args, 4, 0);
+        var type = this.resolveOptional(args, 5, 0);
+        var pmtResult = this.ComputePMT(rate.toString(), nper.toString(), pv.toString(), (typeof fv === 'number' ? fv : 0).toString(), (typeof type === 'number' ? type : 0).toString());
+        var pmt = parseFloat(pmtResult.toString());
+        return (pmt - parseFloat(ipmt.toString())).toString();
+    };
+    /**
+     * Returns the net present value of an investment based on periodic cash flows.
+     *
+     * Excel: `NPV(...)`.
+     *
+     * @hidden
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     */
+    FinancialAnnuityFormulas.prototype.ComputeNPV = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 2) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        var npv = 0;
+        for (var i = 1; i < args.length; i++) {
+            var cf = this.resolveNumberArg(args[i]);
+            if (typeof cf === 'string') {
+                return cf;
+            }
+            npv += cf / Math.pow(1 + rate, i);
+        }
+        return npv.toString();
+    };
+    /**
+     * Returns the interest rate per period of an annuity.
+     *
+     * Excel: `RATE(...)`.
+     *
+     * @hidden
+     * @param {string[]} args - Formula argument tokens from the Calculate engine.
+     * @returns {string | number} - Computed Excel-compatible numeric or text result, or an error token such as `#VALUE!`, `#NUM!`, `#N/A`.
+     */
+    FinancialAnnuityFormulas.prototype.ComputeRATE = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var errCollection = this.parent.getErrorStrings();
+        if (isNullOrUndefined(args) || args.length < 3 || args.length > 6) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var nper = this.resolveNumberArg(args[0]);
+        var pmt = this.resolveNumberArg(args[1]);
+        var pv = this.resolveNumberArg(args[2]);
+        if (typeof nper === 'string') {
+            return nper;
+        }
+        if (typeof pmt === 'string') {
+            return pmt;
+        }
+        if (typeof pv === 'string') {
+            return pv;
+        }
+        var fv = this.resolveOptional(args, 3, 0);
+        var type = this.resolveOptional(args, 4, 0);
+        var guess = this.resolveOptional(args, 5, 0.1);
+        if (typeof fv === 'string') {
+            return fv;
+        }
+        if (typeof type === 'string') {
+            return type;
+        }
+        if (typeof guess === 'string') {
+            return guess;
+        }
+        var rate = guess;
+        for (var i = 0; i < 100; i++) {
+            var when = type ? 1 : 0;
+            var pow = Math.pow(1 + rate, nper);
+            var f = pv * pow + pmt * (1 + rate * when) * (pow - 1) / rate + fv;
+            var df = nper * pv * Math.pow(1 + rate, nper - 1)
+                + pmt * (1 + rate * when) * (nper * Math.pow(1 + rate, nper - 1) * rate - (pow - 1)) / (rate * rate)
+                + pmt * when * (pow - 1) / rate;
+            if (Math.abs(df) < 1e-12) {
+                break;
+            }
+            var next = rate - f / df;
+            if (Math.abs(next - rate) < 1e-10) {
+                return next.toString();
+            }
+            rate = next;
+        }
+        return errCollection[CommonErrors.Num];
+    };
+    return FinancialAnnuityFormulas;
+}(FormulaModuleBase));
+export { FinancialAnnuityFormulas };

package/src/formulas/financial-bond-helpers.d.ts

@@ -0,0 +1,106 @@
+import { Calculate } from '../base/index';
+/**
+ * Shared bond/coupon date helpers for financial ECMA formulas.
+ *
+ * @hidden
+ */
+export declare class FinancialBondHelpers {
+    private parent;
+    constructor(parent: Calculate);
+    /**
+     * yearDays helper.
+     *
+     * @param {number} basis - basis argument.
+     * @returns {number} - yearDays result.
+     */
+    yearDays(basis: number): number;
+    /**
+     * toDate helper.
+     *
+     * @param {number} serial - serial argument.
+     * @returns {Date} - toDate result.
+     */
+    toDate(serial: number): Date;
+    /**
+     * toSerial helper.
+     *
+     * @param {Date} date - date argument.
+     * @returns {number} - toSerial result.
+     */
+    toSerial(date: Date): number;
+    /**
+     * coupPCD helper.
+     *
+     * @param {number} settlement - settlement argument.
+     * @param {number} maturity - maturity argument.
+     * @param {number} frequency - frequency argument.
+     * @returns {number} - coupPCD result.
+     */
+    coupPCD(settlement: number, maturity: number, frequency: number): number;
+    /**
+     * coupNCD helper.
+     *
+     * @param {number} settlement - settlement argument.
+     * @param {number} maturity - maturity argument.
+     * @param {number} frequency - frequency argument.
+     * @returns {number} - coupNCD result.
+     */
+    coupNCD(settlement: number, maturity: number, frequency: number): number;
+    /**
+     * coupDays helper.
+     *
+     * @param {number} settlement - settlement argument.
+     * @param {number} maturity - maturity argument.
+     * @param {number} frequency - frequency argument.
+     * @param {number} basis - basis argument.
+     * @returns {number} - coupDays result.
+     */
+    coupDays(settlement: number, maturity: number, frequency: number, basis?: number): number;
+    /**
+     * coupDayBS helper.
+     *
+     * @param {number} settlement - settlement argument.
+     * @param {number} maturity - maturity argument.
+     * @param {number} frequency - frequency argument.
+     * @param {number} basis - basis argument.
+     * @returns {number} - coupDayBS result.
+     */
+    coupDayBS(settlement: number, maturity: number, frequency: number, basis?: number): number;
+    /**
+     * coupDaysNC helper.
+     *
+     * @param {number} settlement - settlement argument.
+     * @param {number} maturity - maturity argument.
+     * @param {number} frequency - frequency argument.
+     * @param {number} basis - basis argument.
+     * @returns {number} - coupDaysNC result.
+     */
+    coupDaysNC(settlement: number, maturity: number, frequency: number, basis?: number): number;
+    /**
+     * coupNum helper.
+     *
+     * @param {number} settlement - settlement argument.
+     * @param {number} maturity - maturity argument.
+     * @param {number} frequency - frequency argument.
+     * @param {number} _basis - basis argument.
+     * @returns {number} - coupNum result.
+     */
+    coupNum(settlement: number, maturity: number, frequency: number, _basis?: number): number;
+    /**
+     * daysBetween helper.
+     *
+     * @param {number} start - start argument.
+     * @param {number} end - end argument.
+     * @param {number} basis - basis argument.
+     * @returns {number} - daysBetween result.
+     */
+    daysBetween(start: number, end: number, basis: number): number;
+    /**
+     * addMonths helper.
+     *
+     * @param {Date} date - date argument.
+     * @param {number} months - months argument.
+     * @returns {Date} - addMonths result.
+     */
+    private addMonths;
+}