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