Yields.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\Helpers;
use PhpOffice\PhpSpreadsheet\Calculation\Functions;
 
class Yields
{
    public static function yieldDiscounted(
        $settlement,
        $maturity,
        $price,
        $redemption,
        $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
    ) {
        $settlement = Functions::flattenSingleValue($settlement);
        $maturity = Functions::flattenSingleValue($maturity);
        $price = Functions::flattenSingleValue($price);
        $redemption = Functions::flattenSingleValue($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);
            $price = SecurityValidations::validatePrice($price);
            $redemption = SecurityValidations::validateRedemption($redemption);
            $basis = SecurityValidations::validateBasis($basis);
        } catch (Exception $e) {
            return $e->getMessage();
        }
 
        $daysPerYear = Helpers::daysPerYear(DateTimeExcel\DateParts::year($settlement), $basis);
        if (!is_numeric($daysPerYear)) {
            return $daysPerYear;
        }
        $daysBetweenSettlementAndMaturity = DateTimeExcel\YearFrac::fraction($settlement, $maturity, $basis);
        if (!is_numeric($daysBetweenSettlementAndMaturity)) {
            //    return date error
            return $daysBetweenSettlementAndMaturity;
        }
        $daysBetweenSettlementAndMaturity *= $daysPerYear;
 
        return (($redemption - $price) / $price) * ($daysPerYear / $daysBetweenSettlementAndMaturity);
    }
 
    public static function yieldAtMaturity(
        $settlement,
        $maturity,
        $issue,
        $rate,
        $price,
        $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
    ) {
        $settlement = Functions::flattenSingleValue($settlement);
        $maturity = Functions::flattenSingleValue($maturity);
        $issue = Functions::flattenSingleValue($issue);
        $rate = Functions::flattenSingleValue($rate);
        $price = Functions::flattenSingleValue($price);
        $basis = ($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);
            $price = SecurityValidations::validatePrice($price);
            $basis = SecurityValidations::validateBasis($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 ((1 + (($daysBetweenIssueAndMaturity / $daysPerYear) * $rate) -
                    (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) /
                (($price / 100) + (($daysBetweenIssueAndSettlement / $daysPerYear) * $rate))) *
            ($daysPerYear / $daysBetweenSettlementAndMaturity);
    }
}