@syncfusion/ej2-calculate 35.1.37

package/src/formulas/financial-coupons.js

@@ -0,0 +1,810 @@
+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';
+import { FinancialBondHelpers } from './financial-bond-helpers';
+/**
+ * Bond coupon payment schedules, accrued interest, and coupon-period date boundaries.
+ *
+ * Registers 20 functions including COUPDAYBS, COUPDAYS, COUPDAYSNC, COUPNCD, COUPNUM, and others.
+ *
+ * @hidden
+ */
+var FinancialCouponsFormulas = /** @class */ (function (_super) {
+    __extends(FinancialCouponsFormulas, _super);
+    /**
+     * @hidden
+     * @param {FormulaOwner} owner - Formula registration owner ({@link BasicFormulas}).
+     */
+    function FinancialCouponsFormulas(owner) {
+        var _this = _super.call(this, owner) || this;
+        /** Formula definitions registered with {@link BasicFormulas}. */
+        _this.formulas = [
+            { formulaName: 'COUPDAYBS', category: 'Financial', description: 'Returns the number of days from the beginning of the coupon period to the settlement date.' },
+            { formulaName: 'COUPDAYS', category: 'Financial', description: 'Returns the number of days in the coupon period that contains the settlement date.' },
+            { formulaName: 'COUPDAYSNC', category: 'Financial', description: 'Returns the number of days from the settlement date to the next coupon date.' },
+            { formulaName: 'COUPNCD', category: 'Financial', description: 'Returns the next coupon date after the settlement date.' },
+            { formulaName: 'COUPNUM', category: 'Financial', description: 'Returns the number of coupons payable between settlement and maturity.' },
+            { formulaName: 'COUPPCD', category: 'Financial', description: 'Returns the previous coupon date before the settlement date.' },
+            { formulaName: 'ACCRINT', category: 'Financial', description: 'Returns the accrued interest for a security that pays periodic interest.' },
+            { formulaName: 'ACCRINTM', category: 'Financial', description: 'Returns the accrued interest for a security that pays interest at maturity.' },
+            { formulaName: 'ISPMT', category: 'Financial', description: 'Returns the interest paid during a specific period of an investment.' },
+            { formulaName: 'MDURATION', category: 'Financial', description: 'Returns the modified Macauley duration for a security with an assumed par value of $100.' },
+            { formulaName: 'PRICE', category: 'Financial', description: 'Returns the price per $100 face value of a security that pays periodic interest.' },
+            { formulaName: 'PRICEDISC', category: 'Financial', description: 'Returns the price per $100 face value of a discounted security.' },
+            { formulaName: 'PRICEMAT', category: 'Financial', description: 'Returns the price per $100 face value of a security that pays interest at maturity.' },
+            { formulaName: 'TBILLEQ', category: 'Financial', description: 'Returns the bond-equivalent yield for a Treasury bill.' },
+            { formulaName: 'TBILLPRICE', category: 'Financial', description: 'Returns the price per $100 face value for a Treasury bill.' },
+            { formulaName: 'TBILLYIELD', category: 'Financial', description: 'Returns the yield for a Treasury bill.' },
+            { formulaName: 'XNPV', category: 'Financial', description: 'Returns the net present value for a schedule of cash flows that is not necessarily periodic.' },
+            { formulaName: 'YIELD', category: 'Financial', description: 'Returns the yield on a security that pays periodic interest.' },
+            { formulaName: 'YIELDDISC', category: 'Financial', description: 'Returns the annual yield for a discounted security.' },
+            { formulaName: 'YIELDMAT', category: 'Financial', description: 'Returns the annual yield of a security that pays interest at maturity.' }
+        ];
+        _this.bond = new FinancialBondHelpers(_this.parent);
+        return _this;
+    }
+    FinancialCouponsFormulas.prototype.parseBondArgs = function (args, minLen, maxLen) {
+        if (isNullOrUndefined(args) || args.length < minLen || args.length > maxLen) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        var result = { settlement: settlement, maturity: maturity };
+        if (args.length >= 3) {
+            var rate = this.resolveNumberArg(args[2]);
+            if (typeof rate === 'string') {
+                return rate;
+            }
+            result.rate = rate;
+        }
+        if (args.length >= 4) {
+            var yld = this.resolveNumberArg(args[3]);
+            if (typeof yld === 'string') {
+                return yld;
+            }
+            result.yld = yld;
+        }
+        if (args.length >= 5) {
+            var red = this.resolveNumberArg(args[4]);
+            if (typeof red === 'string') {
+                return red;
+            }
+            result.redemption = red;
+        }
+        result.frequency = args.length >= 6 && args[5] !== '' ? this.resolveNumberArg(args[5]) : 2;
+        if (typeof result.frequency === 'string') {
+            return result.frequency;
+        }
+        result.basis = args.length >= 7 && args[6] !== '' ? this.resolveNumberArg(args[6]) : 0;
+        if (typeof result.basis === 'string') {
+            return result.basis;
+        }
+        return result;
+    };
+    FinancialCouponsFormulas.prototype.coupArgs = function (args) {
+        if (isNullOrUndefined(args) || args.length < 3 || args.length > 4) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        var frequency = this.resolveNumberArg(args[2]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        if (typeof frequency === 'string') {
+            return frequency;
+        }
+        var basis = 0;
+        if (args.length === 4 && args[3] !== '') {
+            var b = this.resolveNumberArg(args[3]);
+            if (typeof b === 'string') {
+                return b;
+            }
+            basis = Math.floor(b);
+        }
+        return { settlement: settlement, maturity: maturity, frequency: Math.floor(frequency), basis: basis };
+    };
+    /**
+     * Returns the number of days from the beginning of the coupon period to the settlement date.
+     *
+     * Excel: `COUPDAYBS(...)`.
+     *
+     * @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`.
+     *
+     * @example
+     * ```ts
+     * engine.computeFormula('=COUPDAYBS(1)');
+     * ```
+     */
+    FinancialCouponsFormulas.prototype.ComputeCOUPDAYBS = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.coupArgs(args);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        return this.bond.coupDayBS(parsed.settlement, parsed.maturity, parsed.frequency, parsed.basis).toString();
+    };
+    /**
+     * Returns the number of days in the coupon period that contains the settlement date.
+     *
+     * Excel: `COUPDAYS(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeCOUPDAYS = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.coupArgs(args);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        return this.bond.coupDays(parsed.settlement, parsed.maturity, parsed.frequency, parsed.basis).toString();
+    };
+    /**
+     * Returns the number of days from the settlement date to the next coupon date.
+     *
+     * Excel: `COUPDAYSNC(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeCOUPDAYSNC = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.coupArgs(args);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        return this.bond.coupDaysNC(parsed.settlement, parsed.maturity, parsed.frequency, parsed.basis).toString();
+    };
+    /**
+     * Returns the next coupon date after the settlement date.
+     *
+     * Excel: `COUPNCD(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeCOUPNCD = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.coupArgs(args);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        return this.bond.coupNCD(parsed.settlement, parsed.maturity, parsed.frequency).toString();
+    };
+    /**
+     * Returns the number of coupons payable between settlement and maturity.
+     *
+     * Excel: `COUPNUM(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeCOUPNUM = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.coupArgs(args);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        return this.bond.coupNum(parsed.settlement, parsed.maturity, parsed.frequency, parsed.basis).toString();
+    };
+    /**
+     * Returns the previous coupon date before the settlement date.
+     *
+     * Excel: `COUPPCD(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeCOUPPCD = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.coupArgs(args);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        return this.bond.coupPCD(parsed.settlement, parsed.maturity, parsed.frequency).toString();
+    };
+    /**
+     * Returns the accrued interest for a security that pays periodic interest.
+     *
+     * Excel: `ACCRINT(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeACCRINT = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var errCollection = this.parent.getErrorStrings();
+        var parsed = this.parseBondArgs(args, 6, 8);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        var issue = args.length >= 8 ? this.resolveNumberArg(args[7]) : parsed.settlement;
+        if (typeof issue === 'string') {
+            return issue;
+        }
+        var rate = parsed.rate;
+        var freq = parsed.frequency;
+        var basis = parsed.basis;
+        var days = this.bond.coupDayBS(parsed.settlement, parsed.maturity, freq, basis);
+        var periodDays = this.bond.coupDays(parsed.settlement, parsed.maturity, freq, basis);
+        if (periodDays === 0) {
+            return errCollection[CommonErrors.Num];
+        }
+        var par = args.length >= 7 && args[6] !== '' ? this.resolveNumberArg(args[6]) : 1000;
+        return (par * rate / freq * days / periodDays).toString();
+    };
+    /**
+     * Returns the accrued interest for a security that pays interest at maturity.
+     *
+     * Excel: `ACCRINTM(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeACCRINTM = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 4 || args.length > 5) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var issue = this.resolveNumberArg(args[0]);
+        var settlement = this.resolveNumberArg(args[1]);
+        var rate = this.resolveNumberArg(args[2]);
+        var par = this.resolveNumberArg(args[3]);
+        if (typeof issue === 'string') {
+            return issue;
+        }
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof par === 'string') {
+            return par;
+        }
+        var basis = 0;
+        if (args.length === 5 && args[4] !== '') {
+            var b = this.resolveNumberArg(args[4]);
+            if (typeof b === 'string') {
+                return b;
+            }
+            basis = Math.floor(b);
+        }
+        var days = this.bond.daysBetween(issue, settlement, basis);
+        var yearDays = this.bond.yearDays(basis);
+        return (par * rate * days / yearDays).toString();
+    };
+    /**
+     * Returns the interest paid during a specific period of an investment.
+     *
+     * Excel: `ISPMT(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeISPMT = 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 !== 4) {
+            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 p = Math.floor(per);
+        if (p < 1 || p > nper) {
+            return errCollection[CommonErrors.Num];
+        }
+        return (-pv * rate * (1 - (p - 1) / nper)).toString();
+    };
+    /**
+     * Returns the modified Macauley duration for a security with an assumed par value of $100.
+     *
+     * Excel: `MDURATION(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeMDURATION = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.parseBondArgs(args, 5, 7);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        var freq = parsed.frequency;
+        var yld = parsed.yld;
+        var duration = 1 / freq;
+        return (duration / (1 + yld / freq)).toString();
+    };
+    /**
+     * Returns the price per $100 face value of a security that pays periodic interest.
+     *
+     * Excel: `PRICE(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputePRICE = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var parsed = this.parseBondArgs(args, 6, 7);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        var rate = parsed.rate;
+        var yld = parsed.yld;
+        var redemption = parsed.redemption;
+        var freq = parsed.frequency;
+        var basis = parsed.basis;
+        var n = this.bond.coupNum(parsed.settlement, parsed.maturity, freq, basis);
+        var dsc = this.bond.coupDaysNC(parsed.settlement, parsed.maturity, freq, basis);
+        var e = this.bond.coupDays(parsed.settlement, parsed.maturity, freq, basis);
+        var a = this.bond.coupDayBS(parsed.settlement, parsed.maturity, freq, basis);
+        var coupon = 100 * rate / freq;
+        var price = redemption / Math.pow(1 + yld / freq, n - 1 + dsc / e);
+        for (var k = 1; k <= n; k++) {
+            price += coupon / Math.pow(1 + yld / freq, k - 1 + dsc / e);
+        }
+        price -= coupon * a / e;
+        return price.toString();
+    };
+    /**
+     * Returns the price per $100 face value of a discounted security.
+     *
+     * Excel: `PRICEDISC(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputePRICEDISC = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 4 || args.length > 5) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        var discount = this.resolveNumberArg(args[2]);
+        var redemption = this.resolveNumberArg(args[3]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        if (typeof discount === 'string') {
+            return discount;
+        }
+        if (typeof redemption === 'string') {
+            return redemption;
+        }
+        var basis = 0;
+        if (args.length === 5 && args[4] !== '') {
+            var b = this.resolveNumberArg(args[4]);
+            if (typeof b === 'string') {
+                return b;
+            }
+            basis = Math.floor(b);
+        }
+        var days = this.bond.daysBetween(settlement, maturity, basis);
+        var yearDays = this.bond.yearDays(basis);
+        return (redemption * (1 - discount * days / yearDays)).toString();
+    };
+    /**
+     * Returns the price per $100 face value of a security that pays interest at maturity.
+     *
+     * Excel: `PRICEMAT(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputePRICEMAT = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 5 || args.length > 6) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        var issue = this.resolveNumberArg(args[2]);
+        var rate = this.resolveNumberArg(args[3]);
+        var yld = this.resolveNumberArg(args[4]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        if (typeof issue === 'string') {
+            return issue;
+        }
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof yld === 'string') {
+            return yld;
+        }
+        var basis = 0;
+        if (args.length === 6 && args[5] !== '') {
+            var b = this.resolveNumberArg(args[5]);
+            if (typeof b === 'string') {
+                return b;
+            }
+            basis = Math.floor(b);
+        }
+        var yearDays = this.bond.yearDays(basis);
+        var ds = this.bond.daysBetween(issue, settlement, basis);
+        var dm = this.bond.daysBetween(issue, maturity, basis);
+        return ((100 + rate * dm / yearDays) / (1 + yld * ds / yearDays)).toString();
+    };
+    /**
+     * Returns the price per $100 face value for a Treasury bill.
+     *
+     * Excel: `TBILLPRICE(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeTBILLPRICE = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length !== 3) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        var discount = this.resolveNumberArg(args[2]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        if (typeof discount === 'string') {
+            return discount;
+        }
+        var days = maturity - settlement;
+        if (days <= 0) {
+            return this.parent.getErrorStrings()[CommonErrors.Num];
+        }
+        return (100 * (1 - discount * days / 360)).toString();
+    };
+    /**
+     * Returns the yield for a Treasury bill.
+     *
+     * Excel: `TBILLYIELD(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeTBILLYIELD = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length !== 3) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        var pr = this.resolveNumberArg(args[2]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        if (typeof pr === 'string') {
+            return pr;
+        }
+        var days = maturity - settlement;
+        if (days <= 0 || pr <= 0) {
+            return this.parent.getErrorStrings()[CommonErrors.Num];
+        }
+        return ((100 - pr) / pr * 360 / days).toString();
+    };
+    /**
+     * Returns the bond-equivalent yield for a Treasury bill.
+     *
+     * Excel: `TBILLEQ(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeTBILLEQ = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var yieldResult = this.ComputeTBILLYIELD.apply(this, args);
+        var errCollection = this.parent.getErrorStrings();
+        if (typeof yieldResult === 'string' && errCollection.indexOf(yieldResult) > -1) {
+            return yieldResult;
+        }
+        var y = this.parent.parseFloat(yieldResult);
+        return ((365 * y) / (360 - y * (this.resolveNumberArg(args[1]) - this.resolveNumberArg(args[0])))).toString();
+    };
+    /**
+     * Returns the net present value for a schedule of cash flows that is not necessarily periodic.
+     *
+     * Excel: `XNPV(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeXNPV = 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) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var rate = this.resolveNumberArg(args[0]);
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        var values = [];
+        var dates = [];
+        var valCells = this.parent.getCellCollection(args[1]);
+        var dateCells = this.parent.getCellCollection(args[2]);
+        var vList = Array.isArray(valCells) ? valCells : [valCells];
+        var dList = Array.isArray(dateCells) ? dateCells : [dateCells];
+        if (vList.length !== dList.length || vList.length < 1) {
+            return errCollection[CommonErrors.Num];
+        }
+        for (var i = 0; i < vList.length; i++) {
+            var v = this.parent.getValueFromArg(vList[i]);
+            var d = this.parent.getValueFromArg(dList[i]);
+            if (errCollection.indexOf(v) > -1) {
+                return v;
+            }
+            if (errCollection.indexOf(d) > -1) {
+                return d;
+            }
+            values.push(this.parent.parseFloat(v));
+            dates.push(this.parent.parseFloat(d));
+        }
+        var t0 = dates[0];
+        var npv = 0;
+        for (var i = 0; i < values.length; i++) {
+            npv += values[i] / Math.pow(1 + rate, (dates[i] - t0) / 365);
+        }
+        return npv.toString();
+    };
+    /**
+     * Returns the yield on a security that pays periodic interest.
+     *
+     * Excel: `YIELD(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeYIELD = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        var priceResult = this.ComputePRICE.apply(this, args);
+        var errCollection = this.parent.getErrorStrings();
+        if (typeof priceResult === 'string' && (errCollection.indexOf(priceResult) > -1 || priceResult.match(/arguments/i))) {
+            return priceResult;
+        }
+        var parsed = this.parseBondArgs(args, 6, 7);
+        if (typeof parsed === 'string') {
+            return parsed;
+        }
+        var price = this.parent.parseFloat(priceResult);
+        var yld = parsed.yld || 0.05;
+        for (var iter = 0; iter < 50; iter++) {
+            parsed.yld = yld;
+            var p = this.parent.parseFloat(this.ComputePRICE(args[0], args[1], args[2], yld.toString(), args[4], args[5], args[6]));
+            var diff = p - price;
+            if (Math.abs(diff) < 1e-8) {
+                return yld.toString();
+            }
+            yld += diff * 0.0001;
+        }
+        return yld.toString();
+    };
+    /**
+     * Returns the annual yield for a discounted security.
+     *
+     * Excel: `YIELDDISC(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeYIELDDISC = function () {
+        var args = [];
+        for (var _i = 0; _i < arguments.length; _i++) {
+            args[_i] = arguments[_i];
+        }
+        if (isNullOrUndefined(args) || args.length < 4 || args.length > 5) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        var pr = this.resolveNumberArg(args[2]);
+        var redemption = this.resolveNumberArg(args[3]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        if (typeof pr === 'string') {
+            return pr;
+        }
+        if (typeof redemption === 'string') {
+            return redemption;
+        }
+        var basis = 0;
+        if (args.length === 5 && args[4] !== '') {
+            var b = this.resolveNumberArg(args[4]);
+            if (typeof b === 'string') {
+                return b;
+            }
+            basis = Math.floor(b);
+        }
+        var days = this.bond.daysBetween(settlement, maturity, basis);
+        var yearDays = this.bond.yearDays(basis);
+        if (days <= 0) {
+            return this.parent.getErrorStrings()[CommonErrors.Num];
+        }
+        return ((redemption - pr) / pr * yearDays / days).toString();
+    };
+    /**
+     * Returns the annual yield of a security that pays interest at maturity.
+     *
+     * Excel: `YIELDMAT(...)`.
+     *
+     * @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`.
+     */
+    FinancialCouponsFormulas.prototype.ComputeYIELDMAT = 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 < 5 || args.length > 6) {
+            return this.parent.formulaErrorStrings[FormulasErrorsStrings.WrongNumberArguments];
+        }
+        var settlement = this.resolveNumberArg(args[0]);
+        var maturity = this.resolveNumberArg(args[1]);
+        var issue = this.resolveNumberArg(args[2]);
+        var rate = this.resolveNumberArg(args[3]);
+        var pr = this.resolveNumberArg(args[4]);
+        if (typeof settlement === 'string') {
+            return settlement;
+        }
+        if (typeof maturity === 'string') {
+            return maturity;
+        }
+        if (typeof issue === 'string') {
+            return issue;
+        }
+        if (typeof rate === 'string') {
+            return rate;
+        }
+        if (typeof pr === 'string') {
+            return pr;
+        }
+        var basis = 0;
+        if (args.length === 6 && args[5] !== '') {
+            var b = this.resolveNumberArg(args[5]);
+            if (typeof b === 'string') {
+                return b;
+            }
+            basis = Math.floor(b);
+        }
+        var yearDays = this.bond.yearDays(basis);
+        var ds = this.bond.daysBetween(issue, settlement, basis);
+        var dm = this.bond.daysBetween(issue, maturity, basis);
+        var num = (100 + rate * dm / yearDays - pr);
+        var den = pr * ds / yearDays;
+        if (den === 0) {
+            return errCollection[CommonErrors.Num];
+        }
+        return (num / den).toString();
+    };
+    return FinancialCouponsFormulas;
+}(FormulaModuleBase));
+export { FinancialCouponsFormulas };