io.starter.formats.XLS.formulas

Class FinancialCalculator

java.lang.Object

io.starter.formats.XLS.formulas.FinancialCalculator

public class FinancialCalculator
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
static boolean	DEBUG

Constructor Summary

Constructors

Constructor and Description
FinancialCalculator()

Method Summary

Modifier and Type	Method and Description
protected static Ptg	calcAccrint(Ptg[] operands) ACCRINT - Returns the accrued interest for a security that pays periodic interest Analysis Pak function Issue is the security's issue date.
protected static Ptg	calcAccrintm(Ptg[] operands) ACCRINTM Returns the accrued interest for a security that pays interest at maturity Analysis Pak function Issue is the security's issue date.
protected static Ptg	calcAmordegrc(Ptg[] operands) AMORDEGRC Returns the depreciation for each accounting period
protected static Ptg	calcAmorlinc(Ptg[] operands) AMORLINC Returns the depreciation for each accounting period
protected static Ptg	calcCoupDayBS(Ptg[] operands) COUPDAYBS -- Returns the number of days from the beginning of the coupon period to the settlement date Settlement is the security's settlement date.
protected static Ptg	calcCoupDays(Ptg[] operands) COUPDAYS Returns the number of days in the coupon period that contains the settlement date Settlement is the security's settlement date.
protected static Ptg	calcCoupDaysNC(Ptg[] operands) COUPDAYSNC - Returns the number of days from the settlement date to the next coupon date Settlement is the security's settlement date.
protected static Ptg	calcCoupNCD(Ptg[] operands) COUPNCD Returns the next coupon date after the settlement date Returns a number that represents the next coupon date after the settlement date.
protected static Ptg	calcCoupNum(Ptg[] operands) COUPNUM Returns the number of coupons payable between the settlement date and maturity date Settlement is the security's settlement date.
protected static Ptg	calcCoupPCD(Ptg[] operands) COUPPCD Returns the previous coupon date before the settlement date
protected static Ptg	calcCumIPmt(Ptg[] operands) CUMIPMT Returns the cumulative interest paid between two periods CUMIPMT(rate,nper,pv,start_period,end_period,type) All parameters are require Rate is the interest rate.
protected static Ptg	calcCumPrinc(Ptg[] operands) CUMPRINC Returns the cumulative principal paid on a loan between start_period and end_period.
protected static Ptg	calcDB(Ptg[] operands) DB Returns the depreciation of an asset for a specified period using the fixed-declining balance method DB(cost,salvage,life,period,month) Cost is the initial cost of the asset.
protected static Ptg	calcDDB(Ptg[] operands) DDB Returns the depreciation of an asset for a spcified period using the double-declining balance method or some other method you specify DDB(cost,salvage,life,period,factor) Cost is the initial cost of the asset.
protected static Ptg	calcDISC(Ptg[] operands) DISC Returns the discount rate for a security Settlement is the security's settlement date.
protected static Ptg	calcDollarDE(Ptg[] operands) DOLLARDE Converts a dollar price, expressed as a fraction, into a dollar price, expressed as a decimal number Fractional_dollar is a number expressed as a fraction.
protected static Ptg	calcDollarFR(Ptg[] operands) DOLLARFR Converts a dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction Decimal_dollar is a decimal number.
protected static Ptg	calcDURATION(Ptg[] operands) DURATION Returns the annual duration of a security with periodic interest payments DURATION(settlement,maturity,coupon,yld,frequency,basis) Settlement is the security's settlement date.
protected static Ptg	calcEffect(Ptg[] operands) EFFECT Returns the effective annual interest rate Nominal_rate is the nominal interest rate.
protected static Ptg	calcFV(Ptg[] operands) FV Returns the future value of an investment FV(rate,nper,pmt,pv,type) Rate is the interest rate per period.
protected static Ptg	calcFVSCHEDULE(Ptg[] operands) FVSCHEDULE Returns the future value of an initial principal after applying a series of compound interest rates
protected static Ptg	calcINTRATE(Ptg[] operands) INTRATE Returns the interest rate for a fully invested security
protected static Ptg	calcIPMT(Ptg[] operands) IPMT Returns the interest payment for an investment for a given period.
protected static Ptg	calcIRR(Ptg[] operands) IRR Returns the internal rate of return for a series of cash flows Returns the internal rate of return for a series of cash flows represented by the numbers in values.
protected static Ptg	calcISPMT(Ptg[] operands) ISPMT Calculates the interest paid during a specific period of an investment.
protected static Ptg	calcMDURATION(Ptg[] operands) MDURATION Returns the Macauley modified duration for a security with an assumed par value of $100 DURATION(settlement,maturity,coupon,yld,frequency,basis) Settlement is the security's settlement date.
protected static Ptg	calcMIRR(Ptg[] operands) MIRR Returns the internal rate of return where positive and negative cash flows are financed at different rates MIRR(values,finance_rate,reinvest_rate) Values is an array or a reference to cells that contain numbers.
protected static Ptg	calcNominal(Ptg[] operands) NOMINAL Returns the annual nominal interest rate
protected static Ptg	calcNPER(Ptg[] operands) NPER Returns the number of periods for an investment NPER(rate, pmt, pv, fv, type) Rate is the interest rate per period.
protected static Ptg	calcNPV(Ptg[] operands) NPV(rate,value1,value2, ...) Calculates the net present value of an investment by using a discount rate and a series of future payments (negative values) and income (positive values).
protected static Ptg	calcODDFPRICE(Ptg[] operands) ODDFPRICE Returns the price per $100 face value of a security with an odd first period ODDFPRICE(settlement,maturity,issue,first_coupon,rate,yld,redemption,frequency,basis)
protected static Ptg	calcODDFYIELD(Ptg[] operands)
protected static Ptg	calcODDLPRICE(Ptg[] operands)
protected static Ptg	calcODDLYIELD(Ptg[] operands)
protected static Ptg	calcPmt(Ptg[] operands) PMT Returns the periodic payment for an annuity pmt= - (fv + (1+rate)**nper * pv) * rate / ( ( (1+rate)**nper - 1 ) * (1+rate*type) ) if fv or type are omitted they should be treated as 0 values.
protected static Ptg	calcPPMT(Ptg[] operands) PPMT Returns the payment on the principal for an investment for a given period PPMT(rate,per,nper,pv,fv,type) Rate is the interest rate per period.
protected static Ptg	calcPRICE(Ptg[] operands) PRICE Returns the price per $100 face value of a security that pays periodic interest PRICE(settlement,maturity,rate,yld,redemption,frequency,basis) Settlement is the security's settlement date.
protected static Ptg	calcPRICEDISC(Ptg[] operands) PRICEDISC Returns the price per $100 face value of a discounted security PRICEDISC(settlement,maturity,discount,redemption,frequency,basis) Settlement is the security's settlement date.
protected static Ptg	calcPRICEMAT(Ptg[] operands) PRICEMAT Returns the price per $100 face value of a security that pays interest at maturity
protected static Ptg	calcPV(Ptg[] operands) PV(rate,nper,pmt,fv,type) Returns the present value of an investment Rate is the interest rate per period.
protected static Ptg	calcRate(Ptg[] operands) RATE Returns the interest rate per period of an annuity.
protected static Ptg	calcReceived(Ptg[] operands) RECEIVED Returns the amount received at maturity for a fully invested security
protected static Ptg	calcSLN(Ptg[] operands) SLN Returns the straight-line depreciation of an asset for one period SLN(cost,salvage,life) Cost is the initial cost of the asset.
protected static Ptg	calcSYD(Ptg[] operands) SYD Returns the sum-of-years' digits depreciation of an asset for a specified period SYD(cost,salvage,life,per) Cost is the initial cost of the asset.
protected static Ptg	calcTBillEq(Ptg[] operands) TBILLEQ Returns the bond-equivalent yield for a Treasury bill Settlement is the Treasury bill's settlement date.
protected static Ptg	calcTBillPrice(Ptg[] operands) TBILLPRICE Returns the price per $100 face value for a Treasury bill
protected static Ptg	calcTBillYield(Ptg[] operands) TBILLYIELD Returns the yield for a Treasury bill VDB Returns the depreciation of an asset for a specified or partial period using a declining balance method
protected static Ptg	calcVDB(Ptg[] operands) VDB Returns the depreciation of an asset for any period you specify, including partial periods, using the double-declining balance method or some other method you specify.
protected static Ptg	calcXIRR(Ptg[] operands) XIRR Returns the internal rate of return for a schedule of cash flows that is not necessarily periodic
protected static Ptg	calcXNPV(Ptg[] operands) XNPV Returns the net present value for a schedule of cash flows that is not necessarily periodic
protected static Ptg	calcYIELD(Ptg[] operands) YIELD Returns the yield on a security that pays periodic interest YIELD(settlement,maturity,rate,pr,redemption,frequency,basis) Settlement is the security's settlement date.
protected static Ptg	calcYieldDisc(Ptg[] operands) YIELDDISC Returns the annual yield for a discounted security.
protected static Ptg	calcYieldMat(Ptg[] operands) YIELDMAT Returns the annual yield of a security that pays interest at maturity
static boolean	isLeapYear(int year)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEBUG

public static boolean DEBUG

Constructor Detail

FinancialCalculator

public FinancialCalculator()

Method Detail

calcAccrint

protected static Ptg calcAccrint(Ptg[] operands)
                          throws FunctionNotSupportedException

ACCRINT - Returns the accrued interest for a security that pays periodic interest Analysis Pak function Issue is the security's issue date. First_interest is the security's first interest date. Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer. Rate is the security's annual coupon rate. Par is the security's par value. If you omit par, ACCRINT uses $1,000. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use. Basis Day count basis 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360 ACCRINT is calculated as follows: par X rate/frequency X Sum Ai/NLi over NC where: Ai = number of accrued days for the ith quasi-coupon period within odd period. NC = number of quasi-coupon periods that fit in odd period. If this number contains a fraction, raise it to the next whole number. NLi = normal length in days of the ith quasi-coupon period within odd period.

Throws:

FunctionNotSupportedException

calcAccrintm

protected static Ptg calcAccrintm(Ptg[] operands)

ACCRINTM Returns the accrued interest for a security that pays interest at maturity Analysis Pak function Issue is the security's issue date. Maturity is the security's maturity date. Rate is the security's annual coupon rate. Par is the security's par value. If you omit par, ACCRINTM uses $1,000. Basis is the type of day count basis to use. 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360 ACCRINTM = par X rate x A/D where: A = Number of accrued days counted according to a monthly basis. For interest at maturity items, the number of days from the issue date to the maturity date is used. D = Annual Year Basis.

calcAmordegrc

protected static Ptg calcAmordegrc(Ptg[] operands)

AMORDEGRC Returns the depreciation for each accounting period

calcAmorlinc

protected static Ptg calcAmorlinc(Ptg[] operands)

AMORLINC Returns the depreciation for each accounting period

calcCoupDayBS

protected static Ptg calcCoupDayBS(Ptg[] operands)

COUPDAYBS -- Returns the number of days from the beginning of the coupon period to the settlement date Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer. Maturity is the security's maturity date. The maturity date is the date when the security expires. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use. (optional)

calcCoupDays

protected static Ptg calcCoupDays(Ptg[] operands)

COUPDAYS Returns the number of days in the coupon period that contains the settlement date Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer Maturity is the security's maturity date. The maturity date is the date when the security expires. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use

calcCoupDaysNC

protected static Ptg calcCoupDaysNC(Ptg[] operands)

COUPDAYSNC - Returns the number of days from the settlement date to the next coupon date Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer Maturity is the security's maturity date. The maturity date is the date when the security expires. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use

calcCoupNCD

protected static Ptg calcCoupNCD(Ptg[] operands)

COUPNCD Returns the next coupon date after the settlement date Returns a number that represents the next coupon date after the settlement date. COUPNCD(settlement,maturity,frequency,basis) Important Dates should be entered by using the DATE function, or as results of other formulas or functions. For example, use DATE(2008,5,23) for the 23rd day of May, 2008. Problems can occur if dates are entered as text. Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer. Maturity is the security's maturity date. The maturity date is the date when the security expires. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use.

calcCoupNum

protected static Ptg calcCoupNum(Ptg[] operands)

COUPNUM Returns the number of coupons payable between the settlement date and maturity date Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer Maturity is the security's maturity date. The maturity date is the date when the security expires. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use

calcCoupPCD

protected static Ptg calcCoupPCD(Ptg[] operands)

COUPPCD Returns the previous coupon date before the settlement date

calcCumIPmt

protected static Ptg calcCumIPmt(Ptg[] operands)

CUMIPMT Returns the cumulative interest paid between two periods CUMIPMT(rate,nper,pv,start_period,end_period,type) All parameters are require Rate is the interest rate. Nper is the total number of payment periods. Pv is the present value. Start_period is the first period in the calculation. Payment periods are numbered beginning with 1. End_period is the last period in the calculation. Type is the timing of the payment. Type Timing 0 (zero) Payment at the end of the period 1 Payment at the beginning of the period

calcCumPrinc

protected static Ptg calcCumPrinc(Ptg[] operands)

CUMPRINC Returns the cumulative principal paid on a loan between start_period and end_period. Syntax CUMPRINC(rate,nper,pv,start_period,end_period,type) Rate is the interest rate. Nper is the total number of payment periods. Pv is the present value. Start_period is the first period in the calculation. Payment periods are numbered beginning with 1. End_period is the last period in the calculation. Type is the timing of the payment. Type Timing 0 (zero) Payment at the end of the period 1 Payment at the beginning of the period

calcDB

protected static Ptg calcDB(Ptg[] operands)

DB Returns the depreciation of an asset for a specified period using the fixed-declining balance method DB(cost,salvage,life,period,month) Cost is the initial cost of the asset. Salvage is the value at the end of the depreciation (sometimes called the salvage value of the asset). Life is the number of periods over which the asset is being depreciated (sometimes called the useful life of the asset). Period is the period for which you want to calculate the depreciation. Period must use the same units as life. Month is the number of months in the first year. If month is omitted, it is assumed to be 12.

calcDDB

protected static Ptg calcDDB(Ptg[] operands)

DDB Returns the depreciation of an asset for a spcified period using the double-declining balance method or some other method you specify DDB(cost,salvage,life,period,factor) Cost is the initial cost of the asset. Salvage is the value at the end of the depreciation (sometimes called the salvage value of the asset). Life is the number of periods over which the asset is being depreciated (sometimes called the useful life of the asset). Period is the period for which you want to calculate the depreciation. Period must use the same units as life. Factor is the rate at which the balance declines. If factor is omitted, it is assumed to be 2 (the double-declining balance method). All five arguments must be positive numbers.

calcDISC

protected static Ptg calcDISC(Ptg[] operands)

DISC Returns the discount rate for a security Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer. Maturity is the security's maturity date. The maturity date is the date when the security expires. Pr is the security's price per $100 face value. Redemption is the security's redemption value per $100 face value. Basis (optional) is the type of day count basis to use.

calcDollarDE

protected static Ptg calcDollarDE(Ptg[] operands)

DOLLARDE Converts a dollar price, expressed as a fraction, into a dollar price, expressed as a decimal number Fractional_dollar is a number expressed as a fraction. Fraction is the integer to use in the denominator of the fraction.

calcDollarFR

protected static Ptg calcDollarFR(Ptg[] operands)

DOLLARFR Converts a dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction Decimal_dollar is a decimal number. Fraction is the integer to use in the denominator of a fraction

calcDURATION

protected static Ptg calcDURATION(Ptg[] operands)

DURATION Returns the annual duration of a security with periodic interest payments DURATION(settlement,maturity,coupon,yld,frequency,basis) Settlement is the security's settlement date. Maturity is the security's maturity date. Coupon is the security's annual coupon rate. Yld is the security's annual yield. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use

calcEffect

protected static Ptg calcEffect(Ptg[] operands)

EFFECT Returns the effective annual interest rate Nominal_rate is the nominal interest rate. Npery is the number of compounding periods per year

calcFV

protected static Ptg calcFV(Ptg[] operands)

FV Returns the future value of an investment FV(rate,nper,pmt,pv,type) Rate is the interest rate per period. Nper is the total number of payment periods in an annuity. Pmt is the payment made each period; it cannot change over the life of the annuity . Typically, pmt contains principal and interest but no other fees or taxes. If pmt is omitted, you must include the pv argument. Pv is the present value, or the lump-sum amount that a series of future payments is worth right now. If pv is omitted, it is assumed to be 0 (zero), and you must include the pmt argument. Type is the number 0 or 1 and indicates when payments are due. If type is omitted, it is assumed to be 0.

calcFVSCHEDULE

protected static Ptg calcFVSCHEDULE(Ptg[] operands)

FVSCHEDULE Returns the future value of an initial principal after applying a series of compound interest rates

calcINTRATE

protected static Ptg calcINTRATE(Ptg[] operands)

INTRATE Returns the interest rate for a fully invested security

calcIPMT

protected static Ptg calcIPMT(Ptg[] operands)

IPMT Returns the interest payment for an investment for a given period. Syntax IPMT(rate,per,nper,pv,fv,type) Rate is the interest rate per period. Per is the period for which you want to find the interest and must be in the range 1 to nper. Nper is the total number of payment periods in an annuity. Pv is the present value, or the lump-sum amount that a series of future payments is worth right now. Fv is the future value, or a cash balance you want to attain after the last payment is made. If fv is omitted, it is assumed to be 0 (the future value of a loan, for example, is 0). Type is the number 0 or 1 and indicates when payments are due. If type is omitted, it is assumed to be 0.

calcIRR

protected static Ptg calcIRR(Ptg[] operands)

IRR Returns the internal rate of return for a series of cash flows Returns the internal rate of return for a series of cash flows represented by the numbers in values. These cash flows do not have to be even, as they would be for an annuity. However, the cash flows must occur at regular intervals, such as monthly or annually. The internal rate of return is the interest rate received for an investment consisting of payments (negative values) and income (positive values) that occur at regular periods. SEE: NPV Syntax IRR(values,guess) Values is an array or a reference to cells that contain numbers for which you want to calculate the internal rate of return. Values must contain at least one positive value and one negative value to calculate the internal rate of return. IRR uses the order of values to interpret the order of cash flows. Be sure to enter your payment and income values in the sequence you want. If an array or reference argument contains text, logical values, or empty cells, those values are ignored. Guess is a number that you guess is close to the result of IRR. Microsoft Excel uses an iterative technique for calculating IRR. Starting with guess, IRR cycles through the calculation until the result is accurate within 0.00001 percent. If IRR can't find a result that works after 20 tries, the #NUM! error value is returned. In most cases you do not need to provide guess for the IRR calculation. If guess is omitted, it is assumed to be 0.1 (10 percent). If IRR gives the #NUM! error value, or if the result is not close to what you expected, try again with a different value for guess

calcISPMT

protected static Ptg calcISPMT(Ptg[] operands)

ISPMT Calculates the interest paid during a specific period of an investment. This function is provided for compatibility with Lotus 1-2-3. ISPMT(rate,per,nper,pv) Rate is the interest rate for the investment. Per is the period for which you want to find the interest, and must be between 1 and nper. Nper is the total number of payment periods for the investment. Pv is the present value of the investment. For a loan, pv is the loan amount.

calcMDURATION

protected static Ptg calcMDURATION(Ptg[] operands)

MDURATION Returns the Macauley modified duration for a security with an assumed par value of $100 DURATION(settlement,maturity,coupon,yld,frequency,basis) Settlement is the security's settlement date. Maturity is the security's maturity date. Coupon is the security's annual coupon rate. Yld is the security's annual yield. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use

calcMIRR

protected static Ptg calcMIRR(Ptg[] operands)

MIRR Returns the internal rate of return where positive and negative cash flows are financed at different rates MIRR(values,finance_rate,reinvest_rate) Values is an array or a reference to cells that contain numbers. These numbers represent a series of payments (negative values) and income (positive values) occurring at regular periods. Values must contain at least one positive value and one negative value to calculate the modified internal rate of return. Otherwise, MIRR returns the #DIV/0! error value. If an array or reference argument contains text, logical values, or empty cells, those values are ignored; however, cells with the value zero are included. Finance_rate is the interest rate you pay on the money used in the cash flows. Reinvest_rate is the interest rate you receive on the cash flows as you reinvest them.

calcNominal

protected static Ptg calcNominal(Ptg[] operands)

NOMINAL Returns the annual nominal interest rate

calcNPER

protected static Ptg calcNPER(Ptg[] operands)

NPER Returns the number of periods for an investment NPER(rate, pmt, pv, fv, type) Rate is the interest rate per period. Pmt is the payment made each period; it cannot change over the life of the annuity. Typically, pmt contains principal and interest but no other fees or taxes. Pv is the present value, or the lump-sum amount that a series of future payments is worth right now. Fv is the future value, or a cash balance you want to attain after the last payment is made. If fv is omitted, it is assumed to be 0 (the future value of a loan, for example, is 0). Type is the number 0 or 1 and indicates when payments are due.

calcNPV

protected static Ptg calcNPV(Ptg[] operands)

NPV(rate,value1,value2, ...) Calculates the net present value of an investment by using a discount rate and a series of future payments (negative values) and income (positive values). Rate is the rate of discount over the length of one period. Value1, value2, ... are 1 to 29 arguments representing the payments and income. Value1, value2, ... must be equally spaced in time and occur at the end of each period Returns the net present value of an investment based on a series of periodic cash flows and a discount rate = Sum(values / (1 + rate) )

calcODDFPRICE

protected static Ptg calcODDFPRICE(Ptg[] operands)
                            throws FunctionNotSupportedException

ODDFPRICE Returns the price per $100 face value of a security with an odd first period ODDFPRICE(settlement,maturity,issue,first_coupon,rate,yld,redemption,frequency,basis)

Throws:

FunctionNotSupportedException

calcODDFYIELD

protected static Ptg calcODDFYIELD(Ptg[] operands)
                            throws FunctionNotSupportedException

Throws:

FunctionNotSupportedException

calcODDLPRICE

protected static Ptg calcODDLPRICE(Ptg[] operands)
                            throws FunctionNotSupportedException

Throws:

FunctionNotSupportedException

calcODDLYIELD

protected static Ptg calcODDLYIELD(Ptg[] operands)
                            throws FunctionNotSupportedException

Throws:

FunctionNotSupportedException

calcPmt

protected static Ptg calcPmt(Ptg[] operands)

PMT Returns the periodic payment for an annuity pmt= - (fv + (1+rate)**nper * pv) * rate / ( ( (1+rate)**nper - 1 ) * (1+rate*type) ) if fv or type are omitted they should be treated as 0 values.

calcPPMT

protected static Ptg calcPPMT(Ptg[] operands)

PPMT Returns the payment on the principal for an investment for a given period PPMT(rate,per,nper,pv,fv,type) Rate is the interest rate per period. Per specifies the period and must be in the range 1 to nper. Nper is the total number of payment periods in an annuity. Pv is the present value the total amount that a series of future payments is worth now. Fv is the future value, or a cash balance you want to attain after the last payment is made. If fv is omitted, it is assumed to be 0 (zero), that is, the future value of a loan is 0. Type is the number 0 or 1 and indicates when payments are due

calcPRICE

protected static Ptg calcPRICE(Ptg[] operands)

PRICE Returns the price per $100 face value of a security that pays periodic interest PRICE(settlement,maturity,rate,yld,redemption,frequency,basis) Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer. Maturity is the security's maturity date. The maturity date is the date when the security expires. Rate is the security's annual coupon rate. Yld is the security's annual yield. Redemption is the security's redemption value per $100 face value. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is the type of day count basis to use.

calcPRICEDISC

protected static Ptg calcPRICEDISC(Ptg[] operands)

PRICEDISC Returns the price per $100 face value of a discounted security PRICEDISC(settlement,maturity,discount,redemption,frequency,basis) Settlement is the security's settlement date. Maturity is the security's maturity date. Discount is the security's discount rate. Redemption is the security's redemption value per $100 face value. Basis is the type of day count basis to use.

calcPRICEMAT

protected static Ptg calcPRICEMAT(Ptg[] operands)

PRICEMAT Returns the price per $100 face value of a security that pays interest at maturity

calcPV

protected static Ptg calcPV(Ptg[] operands)

PV(rate,nper,pmt,fv,type) Returns the present value of an investment Rate is the interest rate per period. For example, if you obtain an automobile loan at a 10 percent annual interest rate and make monthly payments, your interest rate per month is 10%/12, or 0.83%. You would enter 10%/12, or 0.83%, or 0.0083, into the formula as the rate. Nper is the total number of payment periods in an annuity. For example, if you get a four-year car loan and make monthly payments, your loan has 4*12 (or 48) periods. You would enter 48 into the formula for nper. Pmt is the payment made each period and cannot change over the life of the annuity. Typically, pmt includes principal and interest but no other fees or taxes. For example, the monthly payments on a $10,000, four-year car loan at 12 percent are $263.33. You would enter -263.33 into the formula as the pmt. If pmt is omitted, you must include the fv argument. Fv is the future value, or a cash balance you want to attain after the last payment is made. If fv is omitted, it is assumed to be 0 (the future value of a loan, for example, is 0). For example, if you want to save $50,000 to pay for a special project in 18 years, then $50,000 is the future value. You could then make a conservative guess at an interest rate and determine how much you must save each month. If fv is omitted, you must include the pmt argument. Type is the number 0 or 1 and indicates when payments are due. 0 or omitted At the end of the period 1 At the beginning of the period

calcRate

protected static Ptg calcRate(Ptg[] operands)

RATE Returns the interest rate per period of an annuity. RATE is calculated by iteration and can have zero or more solutions. If the successive results of RATE do not converge to within 0.0000001 after 20 iterations, RATE returns the #NUM! error value. RATE(nper,pmt,pv,fv,type,guess) Nper is the total number of payment periods in an annuity. Pmt is the payment made each period and cannot change over the life of the annuity. Typically, pmt includes principal and interest but no other fees or taxes. If pmt is omitted, you must include the fv argument. Pv is the present value the total amount that a series of future payments is worth now. Fv is the future value, or a cash balance you want to attain after the last payment is made. If fv is omitted, it is assumed to be 0 (the future value of a loan, for example, is 0). Type is the number 0 or 1 and indicates when payments are due. Guess is your guess for what the rate will be.

calcReceived

protected static Ptg calcReceived(Ptg[] operands)

RECEIVED Returns the amount received at maturity for a fully invested security

calcSLN

protected static Ptg calcSLN(Ptg[] operands)

SLN Returns the straight-line depreciation of an asset for one period SLN(cost,salvage,life) Cost is the initial cost of the asset. Salvage is the value at the end of the depreciation (sometimes called the salvage value of the asset). Life is the number of periods over which the asset is depreciated (sometimes called the useful life of the asset).

calcSYD

protected static Ptg calcSYD(Ptg[] operands)

SYD Returns the sum-of-years' digits depreciation of an asset for a specified period SYD(cost,salvage,life,per) Cost is the initial cost of the asset. Salvage is the value at the end of the depreciation (sometimes called the salvage value of the asset). Life is the number of periods over which the asset is depreciated (sometimes called the useful life of the asset). Per is the period and must use the same units as life.

calcTBillEq

protected static Ptg calcTBillEq(Ptg[] operands)

TBILLEQ Returns the bond-equivalent yield for a Treasury bill Settlement is the Treasury bill's settlement date. The security settlement date is the date after the issue date when the Treasury bill is traded to the buyer. Maturity is the Treasury bill's maturity date. The maturity date is the date when the Treasury bill expires. Discount is the Treasury bill's discount rate.

calcTBillPrice

protected static Ptg calcTBillPrice(Ptg[] operands)

TBILLPRICE Returns the price per $100 face value for a Treasury bill

calcTBillYield

protected static Ptg calcTBillYield(Ptg[] operands)

TBILLYIELD Returns the yield for a Treasury bill VDB Returns the depreciation of an asset for a specified or partial period using a declining balance method

calcVDB

protected static Ptg calcVDB(Ptg[] operands)

VDB Returns the depreciation of an asset for any period you specify, including partial periods, using the double-declining balance method or some other method you specify. VDB stands for variable declining balance. VDB(cost,salvage,life,start_period,end_period,factor,no_switch)

calcXIRR

protected static Ptg calcXIRR(Ptg[] operands)

XIRR Returns the internal rate of return for a schedule of cash flows that is not necessarily periodic

calcXNPV

protected static Ptg calcXNPV(Ptg[] operands)

XNPV Returns the net present value for a schedule of cash flows that is not necessarily periodic

calcYIELD

protected static Ptg calcYIELD(Ptg[] operands)

YIELD Returns the yield on a security that pays periodic interest YIELD(settlement,maturity,rate,pr,redemption,frequency,basis) Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer. Maturity is the security's maturity date. The maturity date is the date when the security expires. Rate is the security's annual coupon rate. Pr is the security's price per $100 face value. Redemption is the security's redemption value per $100 face value. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis (optional) is the type of day count basis to use.

calcYieldDisc

protected static Ptg calcYieldDisc(Ptg[] operands)

YIELDDISC Returns the annual yield for a discounted security. For example, a treasury bill

calcYieldMat

protected static Ptg calcYieldMat(Ptg[] operands)

YIELDMAT Returns the annual yield of a security that pays interest at maturity

isLeapYear

public static boolean isLeapYear(int year)