/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/*
* Created on May 21, 2005
*
*/
package org.apache.poi.hssf.record.formula.functions;
/**
* @author Amol S. Deshmukh < amolweb at ya hoo dot com >
*
*
* This class is a functon library for common fiscal functions.
* <b>Glossary of terms/abbreviations:</b>
* <br/>
* <ul>
* <li><em>FV:</em> Future Value</li>
* <li><em>PV:</em> Present Value</li>
* <li><em>NPV:</em> Net Present Value</li>
* <li><em>PMT:</em> (Periodic) Payment</li>
*
* </ul>
* For more info on the terms/abbreviations please use the references below
* (hyperlinks are subject to change):
* </br>Online References:
* <ol>
* <li>GNU Emacs Calc 2.02 Manual: http://theory.uwinnipeg.ca/gnu/calc/calc_203.html</li>
* <li>Yahoo Financial Glossary: http://biz.yahoo.com/f/g/nn.html#y</li>
* <li>MS Excel function reference: http://office.microsoft.com/en-us/assistance/CH062528251033.aspx</li>
* </ol>
* <h3>Implementation Notes:</h3>
* Symbols used in the formulae that follow:<br/>
* <ul>
* <li>p: present value</li>
* <li>f: future value</li>
* <li>n: number of periods</li>
* <li>y: payment (in each period)</li>
* <li>r: rate</li>
* <li>^: the power operator (NOT the java bitwise XOR operator!)</li>
* </ul>
* [From MS Excel function reference] Following are some of the key formulas
* that are used in this implementation:
* <pre>
* p(1+r)^n + y(1+rt)((1+r)^n-1)/r + f=0 ...{when r!=0}
* ny + p + f=0 ...{when r=0}
* </pre>
*/
public final class FinanceLib {
// constants for default values
private FinanceLib() {}
/**
* Future value of an amount given the number of payments, rate, amount
* of individual payment, present value and boolean value indicating whether
* payments are due at the beginning of period
* (false => payments are due at end of period)
* @param r rate
* @param n num of periods
* @param y pmt per period
* @param f future value
* @param t type (true=pmt at end of period, false=pmt at begining of period)
* @return
*/
public static double fv(double r, double n, double y, double p, boolean t) {
double retval = 0;
if (r == 0) {
retval = -1*(p+(n*y));
}
else {
double r1 = r + 1;
retval =((1-Math.pow(r1, n)) * (t ? r1 : 1) * y ) / r
-
p*Math.pow(r1, n);
}
return retval;
}
/**
* Present value of an amount given the number of future payments, rate, amount
* of individual payment, future value and boolean value indicating whether
* payments are due at the beginning of period
* (false => payments are due at end of period)
* @param r
* @param n
* @param y
* @param f
* @param t
* @return
*/
public static double pv(double r, double n, double y, double f, boolean t) {
double retval = 0;
if (r == 0) {
retval = -1*((n*y)+f);
}
else {
double r1 = r + 1;
retval =(( ( 1 - Math.pow(r1, n) ) / r ) * (t ? r1 : 1) * y - f)
/
Math.pow(r1, n);
}
return retval;
}
/**
* calculates the Net Present Value of a principal amount
* given the discount rate and a sequence of cash flows
* (supplied as an array). If the amounts are income the value should
* be positive, else if they are payments and not income, the
* value should be negative.
* @param r
* @param cfs cashflow amounts
* @return
*/
public static double npv(double r, double[] cfs) {
double npv = 0;
double r1 = r + 1;
double trate = r1;
for (int i=0, iSize=cfs.length; i<iSize; i++) {
npv += cfs[i] / trate;
trate *= r1;
}
return npv;
}
/**
*
* @param r
* @param n
* @param p
* @param f
* @param t
* @return
*/
public static double pmt(double r, double n, double p, double f, boolean t) {
double retval = 0;
if (r == 0) {
retval = -1*(f+p)/n;
}
else {
double r1 = r + 1;
retval = ( f + p * Math.pow(r1, n) ) * r
/
((t ? r1 : 1) * (1 - Math.pow(r1, n)));
}
return retval;
}
/**
*
* @param r
* @param n
* @param p
* @param f
* @param t
* @return
*/
public static double nper(double r, double y, double p, double f, boolean t) {
double retval = 0;
if (r == 0) {
retval = -1 * (f + p) / y;
} else {
double r1 = r + 1;
double ryr = (t ? r1 : 1) * y / r;
double a1 = ((ryr - f) < 0)
? Math.log(f - ryr)
: Math.log(ryr - f);
double a2 = ((ryr - f) < 0)
? Math.log(-p - ryr)
: Math.log(p + ryr);
double a3 = Math.log(r1);
retval = (a1 - a2) / a3;
}
return retval;
}
}
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