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/* This file is part of the KDE project
Copyright (C) 2007 Sascha Pfau <MrPeacock@gmail.com>
Copyright (C) 1998-2002 The KSpread Team <calligra-devel@kde.org>
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Library General Public
License as published by the Free Software Foundation; only
version 2 of the License.
This library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Library General Public License for more details.
You should have received a copy of the GNU Library General Public License
along with this library; see the file COPYING.LIB. If not, write to
the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
Boston, MA 02110-1301, USA.
*/
// Local
#include "helper.h"
#include "SheetsDebug.h"
#include <QDate>
#include <math.h>
/* DISABLED - we use KCalendarSystem instead
void addMonths( QDate & date, int months )
{
int d = date.day();
int m = date.month() + months;
int y = date.year();
if ( m > 12 )
{
y += (int) ( m / 12 );
m %= 12;
}
// e.g. 31 Feb: decrease day...
while ( !QDate::isValid( y, m, d ) && d > 0 )
--d;
date.setYMD( y, m, d );
}
void subMonths( QDate & date, int months )
{
int d = date.day();
int m = date.month() - months;
int y = date.year();
while ( m < 1 )
{
m += 12;
y -= 1;
}
// e.g. 31 Feb: decrease day
while ( !QDate::isValid( y, m, d ) && d > 0 )
--d;
date.setYMD( y, m, d );
}
*/
int Calligra::Sheets::daysPerYear(QDate const & date, int basis)
{
switch (basis) {
case 0:
return 360;
case 1:
if (QDate::isLeapYear(date.year()))
return 366;
return 365;
case 2:
return 360;
case 3:
return 365;
case 4:
return 360;
}
return -1;
}
int Calligra::Sheets::daysBetweenDates(QDate const & date1, QDate const & date2, int basis)
{
int day1, day2, month1, month2, year1, year2;
bool isLeapYear = false;
int days, months, years;
day1 = date1.day();
month1 = date1.month();
year1 = date1.year();
day2 = date2.day();
month2 = date2.month();
year2 = date2.year();
years = year2 - year1;
months = month2 - month1 + years * 12;
days = day2 - day1;
isLeapYear = QDate::isLeapYear(year1);
switch (basis) {
case 0:
if (month1 == 2 && month2 != 2 && year1 == year2) {
if (isLeapYear)
return months * 30 + days - 1;
else
return months * 30 + days - 2;
}
return months * 30 + days;
case 1: // TODO: real days for difference between months!
// return ( month2 - month1 ) * 30 + years * 360 + days;
case 2: // TODO: real days for difference between months!
// return ( month2 - month1 ) * 30 + years * 365 + days;
case 3:
return date1.daysTo(date2);
case 4:
return months * 30 + days;
}
return -1;
}
// the days360 method does implement the 30/360days method as used in e.g. the YEARFRAC function
int Calligra::Sheets::days360(int day1, int month1, int year1, bool leapYear1,
int day2, int month2, int year2, bool leapYear2,
bool usaMethod)
{
if (usaMethod) { // US method
if (day1 == 31) {
day1 = 30;
if (day2 == 31) {
day2 = 30;
}
}
else if (day1 == 30 && day2 == 31) {
day2 = 30;
}
else if (month1 == 2 && (day1 == 29 || (day1 == 28 && ! leapYear1))) {
day1 = 30;
if (month2 == 2 && (day2 == 29 || (day2 == 28 && ! leapYear2))) {
day2 = 30;
}
}
} else { // European method
if (day1 == 31) {
day1 = 30;
}
if (day2 == 31) {
day2 = 30;
}
}
return day2 + month2 * 30 + year2 * 360 - day1 - month1 * 30 - year1 * 360;
}
// days360
int Calligra::Sheets::days360(const QDate& _date1, const QDate& _date2, bool european)
{
int day1, month1, year1, day2, month2, year2;
day1 = _date1.day();
month1 = _date1.month();
year1 = _date1.year();
day2 = _date2.day();
month2 = _date2.month();
year2 = _date2.year();
return days360(day1, month1, year1, QDate::isLeapYear(_date1.year()), day2, month2, year2, QDate::isLeapYear(_date2.year()), !european);
}
// // days360
// int Calligra::Sheets::days360( const QDate& _date1, const QDate& _date2, bool european )
// {
// int day1, day2;
// int month1, month2;
// int year1, year2;
// bool negative = false;
// QDate date1( _date1 );
// QDate date2( _date2 );
//
// if (date1.daysTo( date2 ) < 0)
// {
// QDate tmp( date1 );
// date1 = date2;
// date2 = tmp;
// negative = true;
// }
//
// day1 = date1.day();
// day2 = date2.day();
// month1 = date1.month();
// month2 = date2.month();
// year1 = date1.year();
// year2 = date2.year();
//
// if ( european )
// {
// if ( day1 == 31 )
// day1 = 30;
// if ( day2 == 31 )
// day2 = 30;
// }
// else
// {
// // thanks to the Gnumeric developers for this...
// if ( month1 == 2 && month2 == 2
// && date1.daysInMonth() == day1
// && date2.daysInMonth() == day2 )
// day2 = 30;
//
// if ( month1 == 2 && date1.daysInMonth() == day1 )
// day1 = 30;
//
// if ( day2 == 31 && day1 >= 30 )
// day2 = 30;
//
// if ( day1 == 31 )
// day1 = 30;
// }
//
// return ( ( year2 - year1 ) * 12 + ( month2 - month1 ) ) * 30
// + ( day2 - day1 );
// }
// yearFrac
long double Calligra::Sheets::yearFrac(const QDate& refDate, const QDate& startDate, const QDate& endDate, int basis)
{
Q_UNUSED(refDate);
QDate date1 = startDate;
QDate date2 = endDate;
//
// calculation
//
if (date2 < date1) {
// exchange dates
QDate Temp1 = date1;
date1 = date2;
date2 = Temp1;
}
int days = date1.daysTo(date2);
// debugSheetsFormula <<"date1 =" << date1 <<" date2 =" << date2 <<" days =" << days <<" basis =" << basis;
long double res = 0;
long double peryear = 0;
int nYears = 0;
switch (basis) {
case 1: {
nYears = date2.year() - date1.year() + 1;
for (int y = date1.year(); y <= date2.year(); ++y) {
peryear += QDate::isLeapYear(y) ? 366 : 365;
}
// less than one year - even if it does span two consequentive years ...
if (QDate(date1.year() + 1, date1.month(), date1.day()) >= date2) {
nYears = 1;
peryear = 365;
if (QDate::isLeapYear(date1.year()) && date1.month() <= 2) peryear = 366;
else if (QDate::isLeapYear(date2.year()) && date2.month() > 2) peryear = 366;
else if (date2.month() == 2 && date2.day() == 29) peryear = 366;
}
peryear = peryear / (long double) nYears;
nYears = 0;
break;
}
case 2: {
// Actual/360
peryear = 360;
break;
}
case 3: {
// Actual/365
peryear = 365;
break;
}
case 4: {
// 30/360 Europe
// calc datedif360 (start, end, Europe)
days = days360(date1, date2, 1);
peryear = 360;
break;
}
default: {
// NASD 30/360
//basis = 0;
// calc datedif360 (start, end, US)
days = days360(date1, date2, 0);
peryear = 360;
}
}
res = (long double)(nYears) + (long double)days / (long double) peryear;
// debugSheetsFormula<<"getYearFrac res="<<res;
return res;
}
// pow1p calculate (1+x)^y accurately
long double Calligra::Sheets::pow1p(const long double& x, const long double& y)
{
if (fabs(x) > 0.5)
return pow(1 + x, y);
else
return exp(y * log1p(x));
}
// pow1pm1 calculate ((1+x)^y)-1 accurately
long double Calligra::Sheets::pow1pm1(const long double& x, const long double& y)
{
if (x <= -1)
return pow(1 + x, y) - 1;
else
return expm1(y * log1p(x));
}
long double Calligra::Sheets::duration(const QDate& refDate, const QDate& settlement, const QDate& maturity,
const long double& coup_, const long double& yield_, const int& freq, const int& basis, const long double& numOfCoups)
{
long double yield = yield_;
long double coup = coup_;
// debugSheetsFormula<<"DURATION_HELPER";
// debugSheetsFormula<<"sett ="<<settlement<<" mat ="<<maturity<<" coup ="<<coup<<" yield ="<<yield<<" freq ="<<freq<<" basis ="<<basis;
long double yearfrac = yearFrac(refDate, settlement, maturity, basis);
long double res = 0.0l;
const long double f100 = 100.0l;
coup *= f100 / (long double)(freq);
yield /= freq;
yield += 1.0;
long double diff = yearfrac * freq - numOfCoups;
long double t;
for (t = 1.0l ; t < numOfCoups ; t += 1.0l)
res += (t + diff) * (coup) / pow(yield, t + diff);
res += (numOfCoups + diff) * (coup + f100) / pow(yield, numOfCoups + diff);
long double p = 0.0l;
for (t = 1.0l ; t < numOfCoups ; t += 1.0l)
p += coup / pow(yield, t + diff);
p += (coup + f100) / pow(yield, numOfCoups + diff);
res /= p;
res /= (long double)(freq);
return(res);
}
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