Price.php

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<?php
 
namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\Securities;
 
use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
use PhpOffice\PhpSpreadsheet\Calculation\Exception;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Coupons;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Helpers;
use PhpOffice\PhpSpreadsheet\Calculation\Functions;
 
class Price
{
    public static function price(
        $settlement,
        $maturity,
        $rate,
        $yield,
        $redemption,
        $frequency,
        $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
    ) {
        $settlement = Functions::flattenSingleValue($settlement);
        $maturity = Functions::flattenSingleValue($maturity);
        $rate = Functions::flattenSingleValue($rate);
        $yield = Functions::flattenSingleValue($yield);
        $redemption = Functions::flattenSingleValue($redemption);
        $frequency = Functions::flattenSingleValue($frequency);
        $basis = ($basis === null)
            ? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
            : Functions::flattenSingleValue($basis);
 
        try {
            $settlement = SecurityValidations::validateSettlementDate($settlement);
            $maturity = SecurityValidations::validateMaturityDate($maturity);
            SecurityValidations::validateSecurityPeriod($settlement, $maturity);
            $rate = SecurityValidations::validateRate($rate);
            $yield = SecurityValidations::validateYield($yield);
            $redemption = SecurityValidations::validateRedemption($redemption);
            $frequency = SecurityValidations::validateFrequency($frequency);
            $basis = SecurityValidations::validateBasis($basis);
        } catch (Exception $e) {
            return $e->getMessage();
        }
 
        $dsc = Coupons::COUPDAYSNC($settlement, $maturity, $frequency, $basis);
        $e = Coupons::COUPDAYS($settlement, $maturity, $frequency, $basis);
        $n = Coupons::COUPNUM($settlement, $maturity, $frequency, $basis);
        $a = Coupons::COUPDAYBS($settlement, $maturity, $frequency, $basis);
 
        $baseYF = 1.0 + ($yield / $frequency);
        $rfp = 100 * ($rate / $frequency);
        $de = $dsc / $e;
 
        $result = $redemption / $baseYF ** (--$n + $de);
        for ($k = 0; $k <= $n; ++$k) {
            $result += $rfp / ($baseYF ** ($k + $de));
        }
        $result -= $rfp * ($a / $e);
 
        return $result;
    }
 
    public static function priceDiscounted(
        $settlement,
        $maturity,
        $discount,
        $redemption,
        $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
    ) {
        $settlement = Functions::flattenSingleValue($settlement);
        $maturity = Functions::flattenSingleValue($maturity);
        $discount = Functions::flattenSingleValue($discount);
        $redemption = Functions::flattenSingleValue($redemption);
        $basis = ($basis === null)
            ? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
            : Functions::flattenSingleValue($basis);
 
        try {
            $settlement = SecurityValidations::validateSettlementDate($settlement);
            $maturity = SecurityValidations::validateMaturityDate($maturity);
            SecurityValidations::validateSecurityPeriod($settlement, $maturity);
            $discount = SecurityValidations::validateDiscount($discount);
            $redemption = SecurityValidations::validateRedemption($redemption);
            $basis = SecurityValidations::validateBasis($basis);
        } catch (Exception $e) {
            return $e->getMessage();
        }
 
        $daysBetweenSettlementAndMaturity = DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis);
        if (!is_numeric($daysBetweenSettlementAndMaturity)) {
            //    return date error
            return $daysBetweenSettlementAndMaturity;
        }
 
        return $redemption * (1 - $discount * $daysBetweenSettlementAndMaturity);
    }
 
    public static function priceAtMaturity(
        $settlement,
        $maturity,
        $issue,
        $rate,
        $yield,
        $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
    ) {
        $settlement = Functions::flattenSingleValue($settlement);
        $maturity = Functions::flattenSingleValue($maturity);
        $issue = Functions::flattenSingleValue($issue);
        $rate = Functions::flattenSingleValue($rate);
        $yield = Functions::flattenSingleValue($yield);
        $basis = ($basis === null)
            ? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
            : Functions::flattenSingleValue($basis);
 
        try {
            $settlement = SecurityValidations::validateSettlementDate($settlement);
            $maturity = SecurityValidations::validateMaturityDate($maturity);
            SecurityValidations::validateSecurityPeriod($settlement, $maturity);
            $issue = SecurityValidations::validateIssueDate($issue);
            $rate = SecurityValidations::validateRate($rate);
            $yield = SecurityValidations::validateYield($yield);
            $basis = SecurityValidations::validateBasis($basis);
        } catch (Exception $e) {
            return $e->getMessage();
        }
 
        $daysPerYear = Helpers::daysPerYear(DateTimeExcel\DateParts::year($settlement), $basis);
        if (!is_numeric($daysPerYear)) {
            return $daysPerYear;
        }
        $daysBetweenIssueAndSettlement = DateTimeExcel\YearFrac::fraction($issue, $settlement, $basis);
        if (!is_numeric($daysBetweenIssueAndSettlement)) {
            //    return date error
            return $daysBetweenIssueAndSettlement;
        }
        $daysBetweenIssueAndSettlement *= $daysPerYear;
        $daysBetweenIssueAndMaturity = DateTimeExcel\YearFrac::fraction($issue, $maturity, $basis);
        if (!is_numeric($daysBetweenIssueAndMaturity)) {
            //    return date error
            return $daysBetweenIssueAndMaturity;
        }
        $daysBetweenIssueAndMaturity *= $daysPerYear;
        $daysBetweenSettlementAndMaturity = DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis);
        if (!is_numeric($daysBetweenSettlementAndMaturity)) {
            //    return date error
            return $daysBetweenSettlementAndMaturity;
        }
        $daysBetweenSettlementAndMaturity *= $daysPerYear;
 
        return (100 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate * 100)) /
            (1 + (($daysBetweenSettlementAndMaturity / $daysPerYear) * $yield)) -
            (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate * 100);
    }
 
    public static function received(
        $settlement,
        $maturity,
        $investment,
        $discount,
        $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
    ) {
        $settlement = Functions::flattenSingleValue($settlement);
        $maturity = Functions::flattenSingleValue($maturity);
        $investment = Functions::flattenSingleValue($investment);
        $discount = Functions::flattenSingleValue($discount);
        $basis = ($basis === null)
            ? FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
            : Functions::flattenSingleValue($basis);
 
        try {
            $settlement = SecurityValidations::validateSettlementDate($settlement);
            $maturity = SecurityValidations::validateMaturityDate($maturity);
            SecurityValidations::validateSecurityPeriod($settlement, $maturity);
            $investment = SecurityValidations::validateFloat($investment);
            $discount = SecurityValidations::validateDiscount($discount);
            $basis = SecurityValidations::validateBasis($basis);
        } catch (Exception $e) {
            return $e->getMessage();
        }
 
        if ($investment <= 0) {
            return Functions::NAN();
        }
        $daysBetweenSettlementAndMaturity = DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis);
        if (!is_numeric($daysBetweenSettlementAndMaturity)) {
            //    return date error
            return $daysBetweenSettlementAndMaturity;
        }
 
        return $investment / (1 - ($discount * $daysBetweenSettlementAndMaturity));
    }
}