├── docs
    ├── img
    │   └── logo.png
    ├── index.fsx
    ├── compatibility.fsx
    └── openofficediff.fsx
├── tests
    ├── ExcelFinancialFunctions.Tests
    │   ├── Program.fs
    │   ├── testdata
    │   │   ├── testdata.xlsx
    │   │   ├── dollarfr.test
    │   │   ├── dollarde.test
    │   │   ├── effect.test
    │   │   ├── nominal.test
    │   │   ├── rate.test
    │   │   ├── irr.test
    │   │   ├── fvschedule.test
    │   │   ├── sln.test
    │   │   ├── rri.csv
    │   │   ├── npv.test
    │   │   ├── pduration.csv
    │   │   ├── oddfyield.test
    │   │   ├── coupdays.test
    │   │   ├── tbilleq.test
    │   │   ├── xirr.test
    │   │   ├── syd.test
    │   │   ├── tbillyield.test
    │   │   ├── tbillprice.test
    │   │   ├── mirr.test
    │   │   ├── cumipmt.test
    │   │   ├── cumprinc.test
    │   │   └── db.test
    │   ├── ExcelFinancialFunctions.Tests.fsproj
    │   ├── concurrencytests.fs
    │   ├── testutils.fs
    │   ├── spottests.fs
    │   └── crosstests.fs
    ├── ExcelFinancialFunctions.ReleaseTests
    │   ├── ExcelFinancialFunctions.ReleaseTests.csproj
    │   ├── README.md
    │   └── SpotTests.cs
    └── ExcelFinancialFunctions.ConsoleTests
    │   ├── ExcelFinancialFunctions.ConsoleTests.fsproj
    │   ├── README.md
    │   ├── excel.fs
    │   ├── testinfrastructure.fs
    │   ├── testsdef.fs
    │   └── MatrixTests.fs
├── .github
    ├── dependabot.yml
    ├── workflows
    │   ├── pull-requests.yml
    │   ├── push-master.yml
    │   └── release.yml
    └── ISSUE_TEMPLATE.md
├── src
    └── ExcelFinancialFunctions
    │   ├── ExcelFinancialFunctions.snk
    │   ├── publicenums.fs
    │   ├── misc.fs
    │   ├── ExcelFinancialFunctions.fsproj
    │   ├── irr.fs
    │   ├── tbill.fs
    │   ├── tvm.fs
    │   ├── loan.fs
    │   ├── common.fs
    │   └── oddbonds.fs
├── .config
    └── dotnet-tools.json
├── RELEASE_NOTES.md
├── .gitattributes
├── ExcelFinancialFunctions.sln
├── .gitignore
├── PackageReadmeFile.md
├── README.md
└── LICENSE.txt


/docs/img/logo.png:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/fsprojects/ExcelFinancialFunctions/HEAD/docs/img/logo.png


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/Program.fs:
--------------------------------------------------------------------------------
1 | module Program =
2 | 
3 |     [<EntryPoint>]
4 |     let main _ = 0
5 | 


--------------------------------------------------------------------------------
/.github/dependabot.yml:
--------------------------------------------------------------------------------
1 | version: 2
2 | updates:
3 |   - package-ecosystem: "nuget"
4 |     directory: "/"
5 |     schedule:
6 |       interval: "daily"
7 |       


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/ExcelFinancialFunctions.snk:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/fsprojects/ExcelFinancialFunctions/HEAD/src/ExcelFinancialFunctions/ExcelFinancialFunctions.snk


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/testdata.xlsx:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/fsprojects/ExcelFinancialFunctions/HEAD/tests/ExcelFinancialFunctions.Tests/testdata/testdata.xlsx


--------------------------------------------------------------------------------
/.config/dotnet-tools.json:
--------------------------------------------------------------------------------
 1 | {
 2 |   "version": 1,
 3 |   "isRoot": true,
 4 |   "tools": {
 5 |     "fsdocs-tool": {
 6 |       "version": "20.0.0",
 7 |       "commands": [
 8 |         "fsdocs"
 9 |       ]
10 |     }
11 |   }
12 | }


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/dollarfr.test:
--------------------------------------------------------------------------------
 1 | 0.34,1,0.34
 2 | 0.34,17,0.0578
 3 | 0.34,20,0.068
 4 | 1.02,1,1.02
 5 | 1.02,17,1.0034
 6 | 1.02,20,1.004
 7 | 2.34,1,2.34
 8 | 2.34,17,2.0578
 9 | 2.34,20,2.068
10 | -1.5,1,-1.5
11 | -1.5,17,-1.085
12 | -1.5,20,-1.1
13 | 1.125,16,1.02
14 | 1.125,16,1.02
15 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/dollarde.test:
--------------------------------------------------------------------------------
 1 | 0.34,1,0.34
 2 | 0.34,17,2
 3 | 0.34,20,1.7
 4 | 1.02,1,1.02
 5 | 1.02,17,1.117647058824
 6 | 1.02,20,1.1
 7 | 2.34,1,2.34
 8 | 2.34,17,4
 9 | 2.34,20,3.7
10 | -1.5,1,-1.5
11 | -1.5,17,-3.941176470588
12 | -1.5,20,-3.5
13 | 1.125,16,1.78125
14 | 1.125,16,1.78125
15 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/effect.test:
--------------------------------------------------------------------------------
 1 | 0.6,1,0.6
 2 | 0.6,1.7,0.6
 3 | 0.6,2,0.69
 4 | 0.6,10,0.7908476965429
 5 | 0.6,11.3,0.793570056309
 6 | 0.6,13,0.7978035299639
 7 | 1.5,1,1.5
 8 | 1.5,1.7,1.5
 9 | 1.5,2,2.0625
10 | 1.5,10,3.045557735708
11 | 1.5,11.3,3.08028601065
12 | 1.5,13,3.135427858466
13 | 0.0525,4,0.05354266737076
14 | 0.0525,4,0.05354266737076
15 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/nominal.test:
--------------------------------------------------------------------------------
 1 | 0.6,1,0.6
 2 | 0.6,1.7,0.6
 3 | 0.6,2,0.5298221281347
 4 | 0.6,10,0.4812238946896
 5 | 0.6,11.3,0.4801892443735
 6 | 0.6,13,0.4786032384269
 7 | 1.5,1,1.5
 8 | 1.5,1.7,1.5
 9 | 1.5,2,1.162277660168
10 | 1.5,10,0.9595822638522
11 | 1.5,11.3,0.9555359466673
12 | 1.5,13,0.9493548503806
13 | 0.053543,4,0.05250031986836
14 | 0.053543,4,0.05250031986836
15 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/rate.test:
--------------------------------------------------------------------------------
1 | 1,10,100,-100,EndOfPeriod,0.15,-0.1
2 | 1,10,100,-100,EndOfPeriod,0.15,-0.1
3 | 5,20,120,-50,BeginningOfPeriod,0,-0.3356185414527
4 | 5,20,120,-50,BeginningOfPeriod,0,-0.3356185414527
5 | 10,-10,0,100,EndOfPeriod,-0.15,4.334921358464E-09
6 | 10,-10,0,100,EndOfPeriod,-0.15,4.334921358464E-09
7 | 25,-40,-200,100,BeginningOfPeriod,0.15,-0.2857595837824
8 | 25,-40,-200,100,BeginningOfPeriod,0.15,-0.2857595837824
9 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/irr.test:
--------------------------------------------------------------------------------
 1 | -100;10;10;100,0.15,0.06886017912484
 2 | -100;10;10;100,0.5,0.06886017912484
 3 | -100;10;10;100,0,0.06886017912484
 4 | -100;-10;10;100,0.15,0
 5 | -100;-10;10;100,0.5,-1.594280263362E-13
 6 | -100;-10;10;100,0,0
 7 | -200;0;10;-10;300,0.15,0.1077814124169
 8 | -200;0;10;-10;300,0.5,0.1077814124169
 9 | -200;0;10;-10;300,0,0.1077814124169
10 | -123;12;15;50;200,0.14,0.2609523370085
11 | -123;12;15;50;200,0.14,0.2609523370085
12 | 


--------------------------------------------------------------------------------
/.github/workflows/pull-requests.yml:
--------------------------------------------------------------------------------
 1 | name: Pull Request
 2 | 
 3 | on:
 4 |   pull_request:
 5 |     branches: [ master ]
 6 | 
 7 | jobs:
 8 |   build:
 9 |     runs-on: ubuntu-latest
10 |     steps:
11 |     - uses: actions/checkout@v2
12 |     - name: Setup .NET
13 |       uses: actions/setup-dotnet@v1
14 |       with:
15 |         dotnet-version: 6.0.x
16 |     - name: Restore dependencies
17 |       run: dotnet restore
18 |     - name: Build
19 |       run: dotnet build --no-restore
20 |     - name: Run Tests
21 |       run: dotnet test --no-build --verbosity normal
22 |       


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/fvschedule.test:
--------------------------------------------------------------------------------
 1 | -300,0.3;-0.5;0.2;1.3;-0.2,-430.56
 2 | -300,0.3;-0.5;0.2;0;-1.2,46.8
 3 | -100,0.3;-0.5;0.2;1.3;-0.2,-143.52
 4 | -100,0.3;-0.5;0.2;0;-1.2,15.6
 5 | -5.4,0.3;-0.5;0.2;1.3;-0.2,-7.75008
 6 | -5.4,0.3;-0.5;0.2;0;-1.2,0.8424
 7 | 0,0.3;-0.5;0.2;1.3;-0.2,0
 8 | 0,0.3;-0.5;0.2;0;-1.2,0
 9 | 100,0.3;-0.5;0.2;1.3;-0.2,143.52
10 | 100,0.3;-0.5;0.2;0;-1.2,-15.6
11 | 150.5,0.3;-0.5;0.2;1.3;-0.2,215.9976
12 | 150.5,0.3;-0.5;0.2;0;-1.2,-23.478
13 | 100,0.13;0.14;-0.2;0.34;-0.12,121.5236352
14 | 100,0.13;0.14;-0.2;0.34;-0.12,121.5236352
15 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.ReleaseTests/ExcelFinancialFunctions.ReleaseTests.csproj:
--------------------------------------------------------------------------------
 1 | <Project Sdk="Microsoft.NET.Sdk">
 2 | 
 3 |   <PropertyGroup>
 4 |     <TargetFramework>net461</TargetFramework>
 5 | 
 6 |     <IsPackable>false</IsPackable>
 7 |   </PropertyGroup>
 8 | 
 9 |   <ItemGroup>
10 |     <PackageReference Include="ExcelFinancialFunctions" Version="3.3.0-rc1" />
11 |     <PackageReference Include="NUnit" Version="3.13.3" />
12 |     <PackageReference Include="NUnit3TestAdapter" Version="4.2.1" />
13 |     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0" />
14 |   </ItemGroup>
15 | 
16 | </Project>
17 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/sln.test:
--------------------------------------------------------------------------------
 1 | 100,10,1,90
 2 | 100,10,13,6.923076923077
 3 | 100,10,12.7,7.086614173228
 4 | 100,10,40,2.25
 5 | 100,50,1,50
 6 | 100,50,13,3.846153846154
 7 | 100,50,12.7,3.937007874016
 8 | 100,50,40,1.25
 9 | 100,0,1,100
10 | 100,0,13,7.692307692308
11 | 100,0,12.7,7.874015748032
12 | 100,0,40,2.5
13 | 200,10,1,190
14 | 200,10,13,14.61538461538
15 | 200,10,12.7,14.96062992126
16 | 200,10,40,4.75
17 | 200,50,1,150
18 | 200,50,13,11.53846153846
19 | 200,50,12.7,11.81102362205
20 | 200,50,40,3.75
21 | 200,0,1,200
22 | 200,0,13,15.38461538462
23 | 200,0,12.7,15.74803149606
24 | 200,0,40,5
25 | 122,20,12,8.5
26 | 122,20,12,8.5
27 | 


--------------------------------------------------------------------------------
/.github/ISSUE_TEMPLATE.md:
--------------------------------------------------------------------------------
 1 | 
 2 | ### Description
 3 | 
 4 | Please provide a succinct description of your issue.
 5 | 
 6 | ### Repro steps
 7 | 
 8 | Please provide the steps required to reproduce the problem
 9 | 
10 | 1. Step A
11 | 
12 | 2. Step B
13 | 
14 | ### Expected behavior
15 | 
16 | Please provide a description of the behaviour you expect.
17 | 
18 | ### Actual behavior
19 | 
20 | Please provide a description of the actual behaviour you observe. 
21 | 
22 | ### Known workarounds
23 | 
24 | Please provide a description of any known workarounds.
25 | 
26 | ### Related information 
27 | 
28 | * Operating system
29 | * Branch
30 | * .NET Runtime, CoreCLR or Mono Version
31 | * Performance information, links to performance testing scripts
32 | 
33 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/rri.csv:
--------------------------------------------------------------------------------
 1 | nper,pv,fv,rri
 2 | 0,300,400,#NUM!
 3 | 0,-1,-3,#NUM!
 4 | 1,-1,-3,2
 5 | 12,100,10,-0.174595815
 6 | 12,100,-90,#NUM!
 7 | 5,0,0,0
 8 | 5,-1,5,#NUM!
 9 | 5,10,10,0
10 | 2,2,8,1
11 | 2,8,2,-0.5
12 | 2,8,0,-1
13 | 2,0,10,#NUM!
14 | 12,-5,-6,0.01530947
15 | 1,-5,0,-1
16 | 12,-1,-1,0
17 | 12,300,300,0
18 | 12,300,400,0.024263181
19 | 12,300,4000,0.240923173
20 | 12,300,40000,0.503412747
21 | 24,300,400,0.012058882
22 | 24,300,4000,0.113967312
23 | 24,300,40000,0.226137328
24 | 38,300,400,0.00759931
25 | 38,300,4000,0.070541853
26 | 38,300,40000,0.137416281
27 | 8,10000,2441880,0.988225043
28 | 4,5000,6000,0.046635139
29 | 4,5000,10000,0.189207115
30 | 1,250,275,0.1
31 | 2,250,500,0.414213562
32 | 3,250,880,0.521180984
33 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.ReleaseTests/README.md:
--------------------------------------------------------------------------------
 1 | # Release Tests
 2 | 
 3 | This project tests new release candidate nuget packages after they are deployed to the NuGet Gallery. It should always include a reference to the latest released version of the package on NuGet Gallery.
 4 | 
 5 | When a new release candidate package is uploaded, we can then update this project to refer to it, then run these tests. This helps ensure that we didn't break anything in the upgrade process.
 6 | 
 7 | ## Differences
 8 | 
 9 | This project has some differences from the unit tests or the interop tests.
10 | 
11 | * Runs against .NET Framework 4.6.1. This is the oldest supported configuration.
12 | * Written in C#. Helps ensure that the library functions correctly in that language.
13 | * Uses the latest package from NuGet Gallery. Not the locally built code.


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/npv.test:
--------------------------------------------------------------------------------
 1 | -1.5,-100;10;10;100,1760
 2 | -1.5,-100;-10;10;100,1680
 3 | -1.5,-200;0;10;-10;300,-9440
 4 | -2,-100;10;10;100,200
 5 | -2,-100;-10;10;100,180
 6 | -2,-200;0;10;-10;300,-120
 7 | -0.4,-100;10;10;100,679.012345679
 8 | -0.4,-100;-10;10;100,623.4567901235
 9 | -0.4,-200;0;10;-10;300,3493.827160494
10 | -0.1,-100;10;10;100,67.36777930194
11 | -0.1,-100;-10;10;100,42.67642127724
12 | -0.1,-200;0;10;-10;300,284.3062541279
13 | 0,-100;10;10;100,20
14 | 0,-100;-10;10;100,0
15 | 0,-200;0;10;-10;300,100
16 | 0.6,-100;10;10;100,-40.8935546875
17 | 0.6,-100;-10;10;100,-48.7060546875
18 | 0.6,-200;0;10;-10;300,-95.47424316406
19 | 1.5,-100;10;10;100,-35.2
20 | 1.5,-100;-10;10;100,-38.4
21 | 1.5,-200;0;10;-10;300,-76.544
22 | 0.14,-123;12;15;50;200,44.94119298304
23 | 0.14,-123;12;15;50;200,44.94119298304
24 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/pduration.csv:
--------------------------------------------------------------------------------
 1 | rate,pv,fv,pduration
 2 | 0.01530947049973120,-5,-6,#NUM!
 3 | -1.00000000000000000,-5,0,#NUM!
 4 | 0.00000000000000000,-1,-1,#NUM!
 5 | 0.00000000000000000,300,300,#NUM!
 6 | 0.10000000000000000,0,100,#NUM!
 7 | 0.10000000000000000,100,0,#NUM!
 8 | 0.02426318074098920,300,400,12
 9 | 0.24092317318260100,300,4000,12
10 | 0.50341274654387500,300,40000,12
11 | 0.01205888205231860,300,400,24
12 | 0.11396731243901500,300,4000,24
13 | 0.22613732776711200,300,40000,24
14 | 0.00759931015463056,300,400,38
15 | 0.07054185347032280,300,4000,38
16 | 0.13741628093790000,300,40000,38
17 | 0.98822504304098700,10000,2441880,8
18 | 0.04663513939210560,5000,6000,4
19 | 0.18920711500272100,5000,10000,4
20 | 0.10000000000000000,250,275,1
21 | 0.41421356237309500,250,500,2
22 | 0.52118098430455700,250,880,3
23 | 0.02500000000000000,2000,2200,3.85986616262266
24 | 0.00208333333333333,1000,1200,87.60547641937140
25 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.ConsoleTests/ExcelFinancialFunctions.ConsoleTests.fsproj:
--------------------------------------------------------------------------------
 1 | <Project Sdk="Microsoft.NET.Sdk">
 2 |   <PropertyGroup>
 3 |     <TargetFramework>net48</TargetFramework> 
 4 |     <GenerateDocumentationFile>true</GenerateDocumentationFile>
 5 |     <WarnOn>3390;$(WarnOn)</WarnOn>
 6 |   </PropertyGroup>
 7 | 
 8 |   <ItemGroup>
 9 |     <None Include="README.md" />
10 |     <Compile Include="excel.fs" />
11 |     <Compile Include="testinfrastructure.fs" />
12 |     <Compile Include="testsdef.fs" />
13 |     <Compile Include="MatrixTests.fs" />
14 |     <Compile Include="SpotTests.fs" />
15 |   </ItemGroup>
16 | 
17 |   <ItemGroup>
18 |     <PackageReference Include="Microsoft.Office.Interop.Excel" Version="15.0.4795.1000" />
19 |     <PackageReference Include="NUnit" Version="3.13.2" />
20 |     <PackageReference Include="NUnit3TestAdapter" Version="4.1.0" />
21 |   </ItemGroup>
22 | 
23 |   <ItemGroup>
24 |     <ProjectReference Include="..\..\src\ExcelFinancialFunctions\ExcelFinancialFunctions.fsproj" />
25 |   </ItemGroup>
26 | </Project>
27 | 


--------------------------------------------------------------------------------
/.github/workflows/push-master.yml:
--------------------------------------------------------------------------------
 1 | name: Build+Test+Docs
 2 | 
 3 | on:
 4 |   push:
 5 |     branches: [ master ]
 6 | 
 7 | jobs:
 8 |   build:
 9 |     runs-on: ubuntu-latest
10 |     steps:
11 |     - uses: actions/checkout@v2
12 |     - name: Setup .NET
13 |       uses: actions/setup-dotnet@v1
14 |       with:
15 |         dotnet-version: 6.0.x
16 |     - name: Restore dependencies
17 |       run: dotnet restore
18 |     - name: Build Debug
19 |       run: dotnet build --no-restore
20 |     - name: Run Debug Tests (Release tests fail to discover)
21 |       run: dotnet test --no-build --verbosity normal
22 |     - name: Build Release
23 |       run: dotnet build --no-restore --configuration=Release
24 |     - name: Restore tools
25 |       run: dotnet tool restore
26 |     - name: Run fsdocs
27 |       run: dotnet fsdocs build --eval --strict --properties Configuration=Release
28 |     - name: Deploy docs
29 |       uses: peaceiris/actions-gh-pages@v3
30 |       with:
31 |         github_token: ${{ secrets.GITHUB_TOKEN }}
32 |         publish_dir: ./output
33 |         publish_branch: gh-pages
34 |         force_orphan: true
35 |       


--------------------------------------------------------------------------------
/.github/workflows/release.yml:
--------------------------------------------------------------------------------
 1 | name: Release
 2 | 
 3 | on:
 4 |   release:
 5 |     types:
 6 |       - published
 7 | 
 8 |   workflow_dispatch:
 9 | 
10 | jobs:
11 |   build:
12 |     runs-on: ubuntu-latest
13 |     env:
14 |       FSPROJ: "src\\ExcelFinancialFunctions\\ExcelFinancialFunctions.fsproj"
15 |     steps:
16 |       - uses: actions/checkout@v2
17 |       - name: Setup .NET
18 |         uses: actions/setup-dotnet@v1
19 |         with:
20 |           dotnet-version: 6.0.x
21 |       - name: Restore dependencies
22 |         run: dotnet restore $FSPROJ
23 |       - name: Build Release
24 |         run: dotnet build $FSPROJ /p:Configuration=Release --no-restore --verbosity normal
25 |       - name: Create NuGet package
26 |         run: dotnet pack $FSPROJ /p:Configuration=Release /p:GitVersion=${GITHUB_REF#refs/tags/} /p:ReleaseNotes="${{ github.event.release.body }}" --no-build --verbosity normal
27 |       - name: Publish package to NuGet Gallery (if this version not published before)
28 |         run: dotnet nuget push **\*.nupkg -s https://api.nuget.org/v3/index.json -k ${{ secrets.NUGET_ORG_TOKEN }} --skip-duplicate
29 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/oddfyield.test:
--------------------------------------------------------------------------------
1 | 11/11/2008 12:00:00 AM,3/1/2021 12:00:00 AM,10/15/2008 12:00:00 AM,3/1/2009 12:00:00 AM,0.0575,84.5,100,SemiAnnual,UsPsa30_360,0.0772455415973
2 | 11/11/2008 12:00:00 AM,3/1/2021 12:00:00 AM,10/15/2008 12:00:00 AM,3/1/2009 12:00:00 AM,0.0575,84.5,100,SemiAnnual,UsPsa30_360,0.0772455415973
3 | 12/11/2008 12:00:00 AM,4/1/2021 12:00:00 AM,10/15/2008 12:00:00 AM,4/1/2009 12:00:00 AM,0.06,100,100,Quarterly,ActualActual,0.05997699855589
4 | 12/11/2008 12:00:00 AM,4/1/2021 12:00:00 AM,10/15/2008 12:00:00 AM,4/1/2009 12:00:00 AM,0.06,100,100,Quarterly,ActualActual,0.05997699855589
5 | 2/28/2009 12:00:00 AM,5/30/2020 12:00:00 AM,9/15/2008 12:00:00 AM,5/30/2009 12:00:00 AM,0.05,75,89,Annual,Actual360,0.07763359756356
6 | 2/28/2009 12:00:00 AM,5/30/2020 12:00:00 AM,9/15/2008 12:00:00 AM,5/30/2009 12:00:00 AM,0.05,75,89,Annual,Actual360,0.07763359756356
7 | 10/31/2009 12:00:00 AM,12/31/2021 12:00:00 AM,10/15/2009 12:00:00 AM,12/31/2009 12:00:00 AM,0.06,100,100,Quarterly,ActualActual,0.05999989486267
8 | 10/31/2009 12:00:00 AM,12/31/2021 12:00:00 AM,10/15/2009 12:00:00 AM,12/31/2009 12:00:00 AM,0.06,100,100,Quarterly,ActualActual,0.05999989486267
9 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/ExcelFinancialFunctions.Tests.fsproj:
--------------------------------------------------------------------------------
 1 | <Project Sdk="Microsoft.NET.Sdk">
 2 | 
 3 |   <PropertyGroup>
 4 |     <TargetFramework>netcoreapp6.0</TargetFramework>
 5 | 
 6 |     <GenerateProgramFile>false</GenerateProgramFile>
 7 |   </PropertyGroup>
 8 | 
 9 |   <ItemGroup>
10 |     <Compile Include="testutils.fs" />
11 |     <Compile Include="spottests.fs" />
12 | 	<Compile Include="crosstests.fs" />
13 | 	<Compile Include="concurrencytests.fs" />
14 |     <Compile Include="Program.fs" />
15 |   </ItemGroup>
16 | 
17 |   <ItemGroup>
18 |     <PackageReference Include="FsCheck" Version="2.16.5" />
19 |     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0" />
20 |     <PackageReference Include="NUnit" Version="3.13.3" />
21 |     <PackageReference Include="NUnit3TestAdapter" Version="4.5.0" />
22 |     <PackageReference Include="coverlet.collector" Version="6.0.2">
23 |       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
24 |       <PrivateAssets>all</PrivateAssets>
25 |     </PackageReference>
26 |   </ItemGroup>
27 | 
28 |   <ItemGroup>
29 |     <ProjectReference Include="..\..\src\ExcelFinancialFunctions\ExcelFinancialFunctions.fsproj" />
30 |   </ItemGroup>
31 | 
32 | </Project>


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/coupdays.test:
--------------------------------------------------------------------------------
 1 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Annual,Actual360,360
 2 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Annual,Actual365,365
 3 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Annual,ActualActual,365
 4 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Annual,Europ30_360,360
 5 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Annual,UsPsa30_360,360
 6 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,SemiAnnual,Actual360,180
 7 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,SemiAnnual,Actual365,182.5
 8 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,SemiAnnual,ActualActual,181
 9 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,SemiAnnual,Europ30_360,180
10 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,SemiAnnual,UsPsa30_360,180
11 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Quarterly,Actual360,90
12 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Quarterly,Actual365,91.25
13 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Quarterly,ActualActual,89
14 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Quarterly,Europ30_360,90
15 | 2/14/2003 12:00:00 AM,5/14/2003 12:00:00 AM,Quarterly,UsPsa30_360,90
16 | 3/4/1984 12:00:00 AM,4/5/1990 12:00:00 AM,Quarterly,UsPsa30_360,90
17 | 3/4/1984 12:00:00 AM,4/5/1990 12:00:00 AM,Quarterly,UsPsa30_360,90
18 | 


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/publicenums.fs:
--------------------------------------------------------------------------------
 1 | // All the enums exposed in the external API, I need to define them first becasue they are used in the internal part
 2 | #light
 3 | namespace Excel.FinancialFunctions
 4 | 
 5 | /// Indicates when payments are due (end/beginning of period)
 6 | type PaymentDue =
 7 | | EndOfPeriod = 0
 8 | | BeginningOfPeriod = 1
 9 | 
10 | /// The type of Day Count Basis
11 | type DayCountBasis =
12 | /// US 30/360
13 | | UsPsa30_360               = 0
14 | /// Actual/Actual
15 | | ActualActual              = 1
16 | /// Actual/360
17 | | Actual360                 = 2
18 | /// Actual/365
19 | | Actual365                 = 3
20 | /// European 30/360
21 | | Europ30_360               = 4
22 | 
23 | /// The number of coupon payments per year
24 | type Frequency =
25 | | Annual        = 1
26 | | SemiAnnual    = 2
27 | | Quarterly     = 4
28 | 
29 | /// Indicates whether accrued interest is computed from issue date (by default) or first interest to settlement
30 | type AccrIntCalcMethod =
31 | | FromFirstToSettlement = 0
32 | | FromIssueToSettlement = 1
33 | 
34 | /// Specifies whether to switch to straight-line depreciation when depreciation is greater than the declining balance calculation
35 | type VdbSwitch =
36 | | DontSwitchToStraightLine  = 1
37 | | SwitchToStraightLine      = 0
38 | 


--------------------------------------------------------------------------------
/RELEASE_NOTES.md:
--------------------------------------------------------------------------------
 1 | ## 3.2.0 - May 10 2022
 2 | * Removes needless constraint on 0-value inputs to FV & PMT functions. (PR #67)
 3 | 
 4 | ## 3.1.0 - Dec 20 2021
 5 | * Adds PDURATION function. Returns the number of periods required by an investment to reach a specified value. (Resolves #62)
 6 | * Adds RRI function. Also used for CAGR. Returns an equivalent interest rate for the growth of an investment. (Resolves #60)
 7 | * Improves XIRR function by reducing the precision required before an answer is returned. (Fixes #27)
 8 | * Improves ACCRINT function by allowing first interest date on the settlement date. (Fixes #22)
 9 | * Adds PriceAllowNegativeYield function. This operates like the PRICE function except that it allows negative yield inputs. It is experimental. We'd love feedback on how this works for folks. (Fixes #13)
10 | 
11 | ## 3.0.0 - Dec 7 2021
12 | * Retarget library onto .NET Standard 2.0
13 | * Adds explicit support for .NET Core 2.0 and higher including 5.0 and 6.0
14 | * Removes support for full .NET Framework 4.6 and lower
15 | 
16 | ## 2.4.1
17 | * Relaxed FSharp.Core dependency
18 | 
19 | ## 2.4
20 | * Only build profile 259 portable profile of the library (net40 not needed)
21 | 
22 | ## 2.3
23 | * Portable version of the library
24 | 
25 | ## 2.2.1
26 | * Price and yield functions now accept rate = 0
27 | 
28 | ## 2.2
29 | * Rename the top-level namespace to `Excel.FinancialFunctions`
30 | 
31 | ## 2.1
32 | * Move to github
33 | 
34 | ## 2.0
35 | * Fixed order of parameter and naming to the Rate function
36 | 
37 | ## 1.0
38 | * Fixed call to throw in bisection
39 | * Changed findBounds algo
40 | * Added TestXirrBugs function
41 | * Removed the NewValue functions everywhere
42 | 
43 | 
44 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.ConsoleTests/README.md:
--------------------------------------------------------------------------------
 1 | # Console Tests
 2 | 
 3 | These tests require Excel 2013 or later installed on your host machine. They directly
 4 | compare the results for many operations against Excel directly using [Excel Interop](https://docs.microsoft.com/en-us/dotnet/api/microsoft.office.interop.excel). A better name for 
 5 | them might be "Interop Tests".
 6 | 
 7 | They also take a very long time to run, as the test matrices get quite complex. For example on my
 8 | 12-core machine, they run for 15 minutes.
 9 | 
10 | You can run just the "Fast" tests as a smoke test:
11 | 
12 | ```
13 | PS tests\ExcelFinancialFunctions.ConsoleTests> dotnet build
14 | 
15 | Microsoft (R) Build Engine version 16.11.0+0538acc04 for .NET
16 | Copyright (C) Microsoft Corporation. All rights reserved.
17 | 
18 |   ExcelFinancialFunctions -> \src\ExcelFinancialFunctions\bin\Debug\netstandard2.0\ExcelFinancialFunctions.dll
19 |   ExcelFinancialFunctions.ConsoleTests -> \tests\ExcelFinancialFunctions.ConsoleTests\bin\Debug\net48\ExcelFinancialFunctions.ConsoleTests.dll
20 | 
21 | Build succeeded.
22 |     0 Warning(s)
23 |     0 Error(s)
24 | 
25 | Time Elapsed 00:00:00.75
26 | 
27 | PS \tests\ExcelFinancialFunctions.ConsoleTests> vstest.console.exe bin\Debug\net48\ExcelFinancialFunctions.ConsoleTests.dll --TestCaseFilter:"Category=Fast"
28 | 
29 | Microsoft (R) Test Execution Command Line Tool Version 16.11.0
30 | Copyright (c) Microsoft Corporation.  All rights reserved.
31 | 
32 | A total of 1 test files matched the specified pattern.
33 | NUnit Adapter 4.1.0.0: Test execution started
34 | Running selected tests in \tests\ExcelFinancialFunctions.ConsoleTests\bin\Debug\net48\ExcelFinancialFunctions.ConsoleTests.dll
35 |    NUnit3TestExecutor discovered 69 of 69 NUnit test cases using Current Discovery mode, Non-Explicit run
36 |   Passed RunMatrix("IRR") [912 ms]
37 | ...
38 | Test Run Successful.
39 | Total tests: 69
40 |      Passed: 69
41 |  Total time: 5.2782 Seconds
42 | ```


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/misc.fs:
--------------------------------------------------------------------------------
 1 | // Various routings that don't have an obvious classification in other files.
 2 | #light
 3 | namespace Excel.FinancialFunctions
 4 | 
 5 | open System
 6 | open Excel.FinancialFunctions.Common
 7 | 
 8 | module internal Misc =
 9 |     
10 |     // Main formulas
11 |     let dollar fractionalDollar fraction f =
12 |         let  aBase = floor fraction
13 |         let dollar = if fractionalDollar > 0. then floor fractionalDollar else ceiling fractionalDollar
14 |         let remainder = fractionalDollar - dollar
15 |         let digits = pow 10. (ceiling (log10  aBase))
16 |         f  aBase dollar remainder digits        
17 |     let dollarDe  aBase dollar remainder digits =
18 |         remainder * digits /  aBase + dollar
19 |     let dollarFr  aBase dollar remainder digits =
20 |         let  absDigits = abs  digits
21 |         remainder *  aBase / absDigits + dollar        
22 |     let effect nominalRate npery =
23 |         let periods = floor npery
24 |         pow (nominalRate / periods + 1.) periods - 1.
25 |     let nominal effectRate npery =
26 |         let periods = floor npery
27 |         (pow (effectRate + 1.) (1. / periods) - 1.) * periods
28 |         
29 |     
30 |     // Preconditions and special cases
31 |     let calcDollarDe fractionalDollar fraction =
32 |         (fraction > 0.) |> elseThrow "fraction must be more than 0"
33 |         dollar fractionalDollar fraction dollarDe
34 |     let calcDollarFr fractionalDollar fraction =
35 |         (fraction > 0.) |> elseThrow "fraction must be more than 0"
36 |         (pow 10. (ceiling (log10 (floor fraction))) <> 0.) |> elseThrow "10^(ceiling (log10 (floor fraction))) must be different from 0"
37 |         dollar fractionalDollar fraction dollarFr
38 |     let calcEffect nominalRate npery =
39 |         (nominalRate > 0.)  |> elseThrow "nominal rate must be more than zero"
40 |         (npery >= 1.)       |> elseThrow "npery must be more or equal to one"
41 |         effect nominalRate npery
42 |     let calcNominal effectRate npery =
43 |         (effectRate > 0.)   |> elseThrow "effective rate must be more than zero"
44 |         (npery >= 1.)       |> elseThrow "npery must be more or equal to one"
45 |         nominal effectRate npery
46 | 


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/ExcelFinancialFunctions.fsproj:
--------------------------------------------------------------------------------
 1 | <Project Sdk="Microsoft.NET.Sdk">
 2 | 
 3 |   <PropertyGroup>
 4 |     <TargetFramework>netstandard2.0</TargetFramework>
 5 |     <GenerateDocumentationFile>true</GenerateDocumentationFile>
 6 |     <GeneratePackageOnBuild>false</GeneratePackageOnBuild>
 7 |     <WarnOn>3390;$(WarnOn)</WarnOn>
 8 |     <Title>ExcelFinancialFunctions</Title>
 9 |     <AssemblyTitle>ExcelFinancialFunctions</AssemblyTitle>
10 |     <Product>ExcelFinancialFunctions</Product>
11 |     <Description>A .NET Standard library that provides the full set of financial functions from Excel.</Description>
12 |     <Authors>Luca Bolognese</Authors>
13 |     <RepositoryUrl>https://github.com/fsprojects/ExcelFinancialFunctions</RepositoryUrl>
14 |     <RepositoryType>git</RepositoryType>
15 |     <PackageId>ExcelFinancialFunctions</PackageId>
16 |     <Version>$(GitVersion)</Version>
17 |     <PackageReleaseNotes>$(ReleaseNotes)</PackageReleaseNotes>
18 |     <PackageReadmeFile>PackageReadmeFile.md</PackageReadmeFile>
19 |     <PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
20 |     <FsDocsLicenseLink>https://github.com/fsprojects/ExcelFinancialFunctions/blob/master/LICENSE.txt</FsDocsLicenseLink>
21 |     <PackageIcon>logo.png</PackageIcon>
22 |     <PackageProjectUrl>https://fsprojects.github.io/ExcelFinancialFunctions</PackageProjectUrl>
23 |     <PackageTags>excel;finance;fsharp;csharp</PackageTags>
24 |     <SignAssembly>True</SignAssembly>
25 |     <AssemblyOriginatorKeyFile>ExcelFinancialFunctions.snk</AssemblyOriginatorKeyFile>
26 |   </PropertyGroup>
27 | 
28 |   <ItemGroup>
29 |     <Compile Include="publicenums.fs" />
30 |     <Compile Include="common.fs" />
31 |     <Compile Include="tvm.fs" />
32 |     <Compile Include="loan.fs" />
33 |     <Compile Include="irr.fs" />
34 |     <Compile Include="daycountbasis.fs" />
35 |     <Compile Include="bonds.fs" />
36 |     <Compile Include="depreciation.fs" />
37 |     <Compile Include="misc.fs" />
38 |     <Compile Include="oddbonds.fs" />
39 |     <Compile Include="tbill.fs" />
40 |     <Compile Include="testpreconditions.fs" />
41 |     <Compile Include="wrapperdotnettype.fs" />
42 |     <None Include="..\..\docs\img\logo.png" Pack="true" PackagePath="\"/>
43 |     <None Include="..\..\PackageReadmeFile.md" Pack="true" PackagePath="\"/>    
44 |   </ItemGroup>
45 | 
46 | </Project>
47 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/concurrencytests.fs:
--------------------------------------------------------------------------------
 1 | namespace Excel.FinancialFunctions.Tests
 2 | 
 3 | open NUnit.Framework
 4 | 
 5 | // These tests check that nothing goes wrong with the memoization which is used in the internal dayCount function
 6 | // that is called by the functions tested below - when used concurrently.
 7 | 
 8 | [<SetCulture("en-US")>]
 9 | module ConcurrencyTests =
10 |     open System 
11 |     open Excel.FinancialFunctions
12 |     open TestPreconditions
13 | 
14 |     let parallelCount = 8
15 | 
16 |     let TestParallel (f : unit -> unit) =
17 |         let expected = true
18 |         let actual =
19 |             try
20 |                 [|1..parallelCount|]
21 |                 |> Array.Parallel.iter (fun _ -> f())
22 |                 true
23 |             with    
24 |             | _ -> false
25 | 
26 |         Assert.AreEqual(expected, actual)
27 | 
28 |     let startDate = DateTime(2000, 1, 1)
29 |     let endDate = DateTime(2010, 1, 1)
30 | 
31 |     [<Test>]
32 |     let YearFracWorksConcurrently() =
33 |         let f = fun () -> (Financial.YearFrac(startDate, endDate, DayCountBasis.Actual365) |> ignore)
34 |         TestParallel f
35 | 
36 |     [<Test>]
37 |     let CoupDaysWorksConcurrently() =
38 |         let f = fun () -> (Financial.CoupDays(startDate, endDate, Frequency.Quarterly, DayCountBasis.Actual365) |> ignore)
39 |         TestParallel f
40 | 
41 |     [<Test>]
42 |     let CoupPCDWorksConcurrently() =
43 |         let f = fun () -> (Financial.CoupPCD(startDate, endDate, Frequency.Quarterly, DayCountBasis.Actual365) |> ignore)
44 |         TestParallel f
45 | 
46 |     [<Test>]
47 |     let CoupNCDWorksConcurrently() =
48 |         let f = fun () -> (Financial.CoupNCD(startDate, endDate, Frequency.Quarterly, DayCountBasis.Actual365) |> ignore)
49 |         TestParallel f
50 | 
51 |     [<Test>]
52 |     let CoupNumWorksConcurrently() =
53 |         let f = fun () -> (Financial.CoupNum(startDate, endDate, Frequency.Quarterly, DayCountBasis.Actual365) |> ignore)
54 |         TestParallel f
55 | 
56 |     [<Test>]
57 |     let CoupDaysBSWorksConcurrently() =
58 |         let f = fun () -> (Financial.CoupDaysBS(startDate, endDate, Frequency.Quarterly, DayCountBasis.Actual365) |> ignore)
59 |         TestParallel f
60 | 
61 |     [<Test>]
62 |     let CoupDaysNCWorksConcurrently() =
63 |         let f = fun () -> (Financial.CoupDaysNC(startDate, endDate, Frequency.Quarterly, DayCountBasis.Actual365) |> ignore)
64 |         TestParallel f
65 | 
66 | 


--------------------------------------------------------------------------------
/.gitattributes:
--------------------------------------------------------------------------------
 1 | ###############################################################################
 2 | # Set default behavior to automatically normalize line endings.
 3 | ###############################################################################
 4 | * text=auto
 5 | 
 6 | ###############################################################################
 7 | # Set default behavior for command prompt diff.
 8 | #
 9 | # This is need for earlier builds of msysgit that does not have it on by
10 | # default for csharp files.
11 | # Note: This is only used by command line
12 | ###############################################################################
13 | #*.cs     diff=csharp
14 | 
15 | ###############################################################################
16 | # Set the merge driver for project and solution files
17 | #
18 | # Merging from the command prompt will add diff markers to the files if there
19 | # are conflicts (Merging from VS is not affected by the settings below, in VS
20 | # the diff markers are never inserted). Diff markers may cause the following 
21 | # file extensions to fail to load in VS. An alternative would be to treat
22 | # these files as binary and thus will always conflict and require user
23 | # intervention with every merge. To do so, just uncomment the entries below
24 | ###############################################################################
25 | #*.sln       merge=binary
26 | #*.csproj    merge=binary
27 | #*.vbproj    merge=binary
28 | #*.vcxproj   merge=binary
29 | #*.vcproj    merge=binary
30 | #*.dbproj    merge=binary
31 | #*.fsproj    merge=binary
32 | #*.lsproj    merge=binary
33 | #*.wixproj   merge=binary
34 | #*.modelproj merge=binary
35 | #*.sqlproj   merge=binary
36 | #*.wwaproj   merge=binary
37 | 
38 | ###############################################################################
39 | # behavior for image files
40 | #
41 | # image files are treated as binary by default.
42 | ###############################################################################
43 | #*.jpg   binary
44 | #*.png   binary
45 | #*.gif   binary
46 | 
47 | ###############################################################################
48 | # diff behavior for common document formats
49 | # 
50 | # Convert binary document formats to text before diffing them. This feature
51 | # is only available from the command line. Turn it on by uncommenting the 
52 | # entries below.
53 | ###############################################################################
54 | #*.doc   diff=astextplain
55 | #*.DOC   diff=astextplain
56 | #*.docx  diff=astextplain
57 | #*.DOCX  diff=astextplain
58 | #*.dot   diff=astextplain
59 | #*.DOT   diff=astextplain
60 | #*.pdf   diff=astextplain
61 | #*.PDF   diff=astextplain
62 | #*.rtf   diff=astextplain
63 | #*.RTF   diff=astextplain
64 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testutils.fs:
--------------------------------------------------------------------------------
 1 | #nowarn "25"
 2 | 
 3 | namespace Excel.FinancialFunctions.Tests
 4 | 
 5 | open FsCheck
 6 | open NUnit.Framework
 7 | open System
 8 | open System.IO
 9 | 
10 | [<AutoOpen>]
11 | module internal TestUtils =
12 |     [<Literal>]
13 |     let PRECISION = 1e-6
14 | 
15 |     let readTestData fname =
16 |         Path.Combine(__SOURCE_DIRECTORY__, "testdata", fname + ".test")
17 |         |> File.ReadAllLines
18 |         |> Seq.filter (fun line -> not (String.IsNullOrEmpty line))
19 |         |> Seq.map (fun line -> line.Split [| ',' |])
20 |     
21 |     let inline shouldEqual msg exp act =
22 |         Assert.AreEqual(exp, float act, PRECISION, msg)
23 | 
24 |     let inline runTests fname parsef f =
25 |         readTestData fname    
26 |         |> Seq.iteri (fun i data ->
27 |             let param, expected = parsef data
28 |             let actual = f param
29 |             shouldEqual (sprintf "%d - %s(%A)" i fname param) expected actual)
30 | 
31 |     let inline parse str =
32 |         let mutable res = Unchecked.defaultof<_>
33 |         let _ = (^a: (static member TryParse: string * byref< ^a > -> bool) (str, &res))
34 |         res
35 | 
36 |     let inline parseArray (str: string) = str.Split [| ';' |] |> Array.map Double.Parse
37 | 
38 |     let inline parseDateArray (str: string) = str.Split [| ';' |] |> Array.map DateTime.Parse
39 | 
40 |     // universal parse methods for function arguments and result
41 |     let inline parse3 [| a; b; c |] =
42 |         (parse a, parse b), parse c
43 |     let inline parse4 [| a; b; c; d |] =
44 |         (parse a, parse b, parse c), parse d
45 |     let inline parse5 [| a; b; c; d; e |] =
46 |         (parse a, parse b, parse c, parse d), parse e
47 |     let inline parse6 [| a; b; c; d; e; f |] =
48 |         (parse a, parse b, parse c, parse d, parse e), parse f
49 |     let inline parse7 [| a; b; c; d; e; f; g |] =
50 |         (parse a, parse b, parse c, parse d, parse e, parse f), parse g
51 |     let inline parse8 [| a; b; c; d; e; f; g; h |] =
52 |         (parse a, parse b, parse c, parse d, parse e, parse f, parse g), parse h
53 |     let inline parse9 [| a; b; c; d; e; f; g; h; i |] =
54 |         (parse a, parse b, parse c, parse d, parse e, parse f, parse g, parse h), parse i
55 |     let inline parse10 [| a; b; c; d; e; f; g; h; i; j |] =
56 |         (parse a, parse b, parse c, parse d, parse e, parse f, parse g, parse h, parse i), parse j
57 | 
58 | 
59 |     let private nUnitRunner =
60 |         { new IRunner with
61 |             member x.OnStartFixture t = ()
62 |             member x.OnArguments(ntest, args, every) = ()
63 |             member x.OnShrink(args, everyShrink) = ()
64 |             member x.OnFinished(name, result) =
65 |                 match result with
66 |                 | TestResult.True (data, _) ->
67 |                     printfn "%s" (Runner.onFinishedToString name result)
68 |                 | _ -> Assert.Fail(Runner.onFinishedToString name result) }
69 |    
70 |     let private nUnitConfig = { Config.Default with Runner = nUnitRunner }
71 | 
72 |     let fsCheck testable =
73 |         FsCheck.Check.One (nUnitConfig, testable)
74 | 
75 |     let inline toFloat x = float x / float Int32.MaxValue


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.ReleaseTests/SpotTests.cs:
--------------------------------------------------------------------------------
 1 | using NUnit.Framework;
 2 | using Excel.FinancialFunctions;
 3 | using System;
 4 | 
 5 | namespace ExcelFinancialFunctions.ReleaseTests
 6 | {
 7 |     [DefaultFloatingPointTolerance(1e-6)]
 8 |     public class SpotTests
 9 |     {
10 |         [Test(ExpectedResult = -796.374758)]
11 |         public double Readme1()
12 |             => Financial.IPmt(rate: 0.005, per: 53, nper: 180, pv: 200000, fv: 0, typ: PaymentDue.EndOfPeriod);
13 | 
14 |         [Test(ExpectedResult = -1687.713656)]
15 |         public double Readme2()
16 |             => Financial.Pmt(rate: 0.005, nper: 180, pv: 200000, fv: 0, typ: PaymentDue.EndOfPeriod);
17 | 
18 |         [Test(ExpectedResult = -0.67428578540657702)]
19 |         public double YieldIssue8()
20 |             => Financial.Yield(new DateTime(2015, 9, 21), new DateTime(2015, 10, 15), 0.04625, 105.124, 100.0, Frequency.SemiAnnual, DayCountBasis.UsPsa30_360);
21 | 
22 |         [Test(ExpectedResult = 0.065)]
23 |         public double spotYield()
24 |             => Financial.Yield(new DateTime(2008, 2, 15), new DateTime(2016, 11, 15), 0.0575, 95.04287, 100.0, Frequency.SemiAnnual, DayCountBasis.UsPsa30_360);
25 | 
26 |         [Test(ExpectedResult = 1.375214)]
27 |         public double spotXnpv()
28 |             => Financial.XNpv(0.14, new double[] { 1.0, 3.0, 4.0 }, new DateTime[] { new DateTime(1970, 3, 2), new DateTime(1988, 2, 3), new DateTime(1999, 3, 5) });
29 | 
30 |         [Test(ExpectedResult = 90.0)]
31 |         public double CoupDays()
32 |             => Financial.CoupDays(new DateTime(1984, 3, 4), new DateTime(1990, 4, 5), Frequency.Quarterly, DayCountBasis.UsPsa30_360);
33 | 
34 |         [Test(ExpectedResult = 59.0)]
35 |         public double CoupDaysBS()
36 |             => Financial.CoupDaysBS(new DateTime(1984,3,4), new DateTime(1990,4,5),Frequency.Quarterly,DayCountBasis.UsPsa30_360 );
37 | 
38 |         [Test(ExpectedResult = 31.0)]
39 |         public double CoupDaysNC()
40 |             => Financial.CoupDaysNC(new DateTime(1984, 3, 4), new DateTime(1990, 4, 5), Frequency.Quarterly, DayCountBasis.UsPsa30_360);
41 | 
42 |         [Test(ExpectedResult = 25.0)]
43 |         public double CoupNum()
44 |             => Financial.CoupNum(new DateTime(1984, 3, 4), new DateTime(1990, 4, 5), Frequency.Quarterly, DayCountBasis.UsPsa30_360);
45 | 
46 |         [Test(ExpectedResult = 1.78125)]
47 |         public double DollarDe()
48 |             => Financial.DollarDe(1.125,16.0);
49 | 
50 |         [Test(ExpectedResult = 1.02)]
51 |         public double DollarFr()
52 |             => Financial.DollarFr(1.125, 16.0);
53 | 
54 |         [Test(ExpectedResult = 0.05354266737)]
55 |         public double Effect()
56 |             => Financial.Effect(0.0525, 4.0);
57 | 
58 |         [Test(ExpectedResult = 121.5236352)]
59 |         public double FvSchedule()
60 |             => Financial.FvSchedule(100.0, new double[] { 0.13, 0.14, -0.2, 0.34, -0.12 });
61 | 
62 |         [Test(ExpectedResult = 0.260952337)]
63 |         public double Irr()
64 |             => Financial.Irr(new double[] { -123.0, 12.0, 15.0, 50.0, 200.0 }, 0.14);
65 | 
66 |         [Test(ExpectedResult = -10.5)]
67 |         public double ISPmt()
68 |             => Financial.ISPmt(0.15, 3.0, 10.0, 100.0);
69 | 
70 |         [Test(ExpectedResult = 0.2409336873)]
71 |         public double Mirr()
72 |             => Financial.Mirr(new double[] { -123.0, 12.0, 15.0, 50.0, 200.0 }, 0.14, 0.12);
73 | 
74 |     }
75 | }


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/tbilleq.test:
--------------------------------------------------------------------------------
 1 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,0.01,0.01014706291179
 2 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.01,0.01015157836184
 3 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.01,0.01015977286645
 4 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.25,0.2672035139092
 5 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.01,0.01019063395621
 6 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.25,0.2903362798279
 7 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.75,1.22881817441
 8 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.01,0.0101922877413
 9 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.25,0.2918378544924
10 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.75,1.265095264028
11 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.01,0.01014339706536
12 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.01,0.01015157836184
13 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.01,0.01018443594966
14 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.25,0.285379202502
15 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.75,1.144200626959
16 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.01,0.01019063395621
17 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.25,0.2903362798279
18 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.75,1.22881817441
19 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.01,0.01015157836184
20 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,0.01,0.01019063395621
21 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,0.25,0.2903362798279
22 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,0.75,1.22881817441
23 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,0.01,0.01015157836184
24 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,0.01,0.01019063395621
25 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,0.25,0.2903362798279
26 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,0.75,1.22881817441
27 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,0.01,0.01015157836184
28 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,0.01,0.01019063395621
29 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,0.25,0.2903362798279
30 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,0.75,1.22881817441
31 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,0.01,0.01020479352113
32 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,0.25,0.3033053166187
33 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,0.75,1.588499572437
34 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.01,0.01021367679499
35 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.25,0.311830002241
36 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.75,1.932789175562
37 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,0.01,0.01015157836184
38 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,0.01,0.01019063395621
39 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,0.25,0.2903362798279
40 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,0.75,1.22881817441
41 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,0.01,0.01015157836184
42 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,0.01,0.01019063395621
43 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,0.25,0.2903362798279
44 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,0.75,1.22881817441
45 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,0.01,0.01015157836184
46 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,0.01,0.01019063395621
47 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,0.25,0.2903362798279
48 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,0.75,1.22881817441
49 | 2/13/2008 12:00:00 AM,1/11/2009 12:00:00 AM,0.25,0.3082483889053
50 | 2/13/2008 12:00:00 AM,1/11/2009 12:00:00 AM,0.25,0.3082483889053
51 | 


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/irr.fs:
--------------------------------------------------------------------------------
 1 | // Finding internal rate of return routines. I use a different algo then excel. The results might be different.
 2 | #light
 3 | namespace Excel.FinancialFunctions
 4 | 
 5 | open System
 6 | open Excel.FinancialFunctions.Common
 7 | open Excel.FinancialFunctions.Tvm
 8 | 
 9 | module internal Irr =
10 | 
11 |     // Main formulas
12 |     let npv r cfs = cfs |> Seq.mapi (fun i cf -> cf * pvFactor r (float (i+1))) |> Seq.sumBy idem        
13 |     let irr cfs guess = findRoot (fun r -> npv r cfs) guess
14 |     let mirr cfs financeRate reinvestRate =
15 |         let n = float (Seq.length cfs)
16 |         let positives = cfs |> Seq.map (fun cf -> if cf > 0. then cf else 0.)
17 |         let negatives = cfs |> Seq.map (fun cf -> if cf < 0. then cf else 0.)
18 |         (((- npv reinvestRate positives) * ((1. + reinvestRate) ** n))/
19 |          ((  npv financeRate negatives)  * ( 1. + financeRate ))) ** (1./(n - 1.)) - 1.
20 |     let xnpv r cfs dates =
21 |         let d0 = Seq.head dates
22 |         cfs |> Seq.map2 (fun d cf -> cf / ((1. + r) ** (float (days d d0) / 365.))) dates |> Seq.sumBy idem
23 |     let xirr cfs dates guess = findRoot (fun r -> xnpv r cfs dates) guess
24 |        
25 |     // Preconditions and special cases
26 |     let validCfs cfs =
27 |         let rec _validCfs cfs pos neg =
28 |             if pos && neg then true
29 |             else match cfs with
30 |                     | h::t when h > 0.  -> _validCfs t true neg
31 |                     | h::t when h <= 0. -> _validCfs t pos true
32 |                     | []                -> false
33 |                     | _                 -> failwith "Should never get here"
34 |         _validCfs (Seq.toList cfs) false false  
35 |     let calcIrr cfs guess =
36 |         validCfs cfs                |> elseThrow "There must be one positive and one negative cash flow"
37 |         irr cfs guess 
38 |     let calcNpv r cfs =
39 |         ( r <> -1.)                 |> elseThrow "r cannot be -100%"
40 |         npv r cfs
41 |     let calcMirr cfs financeRate reinvestRate =
42 |         ( financeRate  <> -1.)      |> elseThrow "financeRate cannot be -100%"
43 |         ( reinvestRate <> -1.)      |> elseThrow "reinvestRate cannot be -100%"
44 |         ( Seq.length cfs <> 1)      |> elseThrow "cfs must contain more than one cashflow"
45 |         ( (npv financeRate (cfs |> Seq.map (fun cf -> if cf < 0. then cf else 0.)))  <> 0. ) |> elseThrow "The NPV calculated using financeRate and the negative cashflows in cfs must be different from zero"
46 |         mirr cfs financeRate reinvestRate        
47 |     let calcXnpv r cfs dates =
48 |         ( r <> -1.)                                         |> elseThrow "r cannot be -100%"
49 |         not(Seq.exists (fun x -> x < Seq.head dates) dates)   |> elseThrow "In dates, one date is less than the first date"
50 |         (Seq.length cfs = Seq.length dates)                 |> elseThrow "cfs and dates must have the same length"
51 |         xnpv r cfs dates    
52 |     let calcXirr cfs dates guess =
53 |         validCfs cfs                                        |> elseThrow "There must be one positive and one negative cash flow"
54 |         not(Seq.exists (fun x -> x < Seq.head dates) dates)   |> elseThrow "In dates, one date is less than the first date"
55 |         (Seq.length cfs = Seq.length dates)                 |> elseThrow "cfs and dates must have the same length"
56 |         xirr cfs dates guess
57 |         
58 |                           
59 | 


--------------------------------------------------------------------------------
/docs/index.fsx:
--------------------------------------------------------------------------------
 1 | (*** hide ***)
 2 | // This block of code is omitted in the generated HTML documentation. Use 
 3 | // it to define helpers that you do not want to show in the documentation.
 4 | #I "../src/ExcelFinancialFunctions/bin/Release/netstandard2.0"
 5 | 
 6 | (**
 7 | 
 8 | Excel Financial Functions
 9 | ===================
10 | 
11 | This is a .NET library that provides the full set of financial functions from Excel. 
12 | It can be used from both F# and C# as well as from other .NET languages.
13 | The main goal for the library is compatibility with Excel, by providing the same functions, 
14 | with the same behaviour. 
15 | 
16 | Note though that this is not a wrapper over the Excel library; the functions have been 
17 | re-implemented in managed code so that you do not need to have Excel installed to use this library.
18 | 
19 | The package is available on <a href="https://nuget.org/packages/ExcelFinancialFunctions">NuGet</a>. [![NuGet Status](//img.shields.io/nuget/v/ExcelFinancialFunctions?style=flat)](https://www.nuget.org/packages/ExcelFinancialFunctions/)
20 | 
21 | You can also use `ExcelFinancialFunctions` in [dotnet interactive](https://github.com/dotnet/interactive) 
22 | notebooks, in [Visual Studio Code](https://code.visualstudio.com/) 
23 | or [Jupyter](https://jupyter.org/), or in F# scripts (`.fsx` files), 
24 | by referencing the package as follows:
25 | 
26 |     #r "nuget: ExcelFinancialFunctions" // Use the latest version 
27 | 
28 | Example
29 | -------
30 | 
31 | This example demonstrates using the YIELD function to calculate bond yield.
32 | 
33 | *)
34 | #r "ExcelFinancialFunctions.dll"
35 | open System
36 | open Excel.FinancialFunctions
37 | 
38 | // returns 0.065 or 6.5%
39 | Financial.Yield (DateTime(2008,2,15), DateTime(2016,11,15), 0.0575, 95.04287, 100.0, 
40 |                  Frequency.SemiAnnual, DayCountBasis.UsPsa30_360)
41 | 
42 | 
43 | (**
44 | 
45 | Samples & documentation
46 | -----------------------
47 | 
48 | The library comes with comprehensible documentation. The tutorials and articles are
49 | automatically generated from `*.fsx` files in [the docs folder][docs]. The API 
50 | reference is automatically generated from Markdown comments in the library implementation.
51 | 
52 | * [API Reference](reference/index.html) contains automatically generated documentation for all types, modules
53 |    and functions in the library. This includes the links to the Excel documentation.
54 | * [Excel Compatibility](compatibility.html) section explains the possible differences with Excel's results. 
55 |   
56 | Contributing and copyright
57 | --------------------------
58 | 
59 | The project is hosted on [GitHub][gh] where you can [report issues][issues], fork 
60 | the project and submit pull requests. If you're adding new public API, please also 
61 | consider adding [samples][content] that can be turned into a documentation. 
62 | 
63 | The library was originally developed by Luca Bolognese, the initial version can be
64 | downloaded [here][msdn]. It is available under Apache License, for more information 
65 | see the [License file][license] in the GitHub repository. 
66 | 
67 |   [content]: https://github.com/fsprojects/ExcelFinancialFunctions/tree/master/docs/content
68 |   [gh]: https://github.com/fsprojects/ExcelFinancialFunctions
69 |   [issues]: https://github.com/fsprojects/ExcelFinancialFunctions/issues
70 |   [readme]: https://github.com/fsprojects/ExcelFinancialFunctions/blob/master/README.md
71 |   [license]: https://github.com/fsprojects/ExcelFinancialFunctions/blob/master/LICENSE.txt
72 |   [msdn]: http://code.msdn.microsoft.com/office/Excel-Financial-functions-6afc7d42
73 | *)
74 | 


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/tbill.fs:
--------------------------------------------------------------------------------
 1 | // Very simple TBill mathematics. The only interesting thing is the 'if' statement on line 17.
 2 | #light
 3 | namespace Excel.FinancialFunctions
 4 | 
 5 | open System
 6 | open Excel.FinancialFunctions.Common
 7 | open Excel.FinancialFunctions.DayCount
 8 | 
 9 | module internal TBill =
10 |     
11 |     // Main formulas
12 |     let getDsm settlement maturity basis = 
13 |         let dc = dayCount basis
14 |         dc.DaysBetween settlement maturity NumDenumPosition.Numerator
15 |     let TBillEq settlement maturity discount =
16 |         let dsm = getDsm settlement maturity DayCountBasis.Actual360
17 |         if dsm > 182. then
18 |             let price = (100. - discount * 100. * dsm / 360.) / 100.
19 |             let days = if dsm = 366. then 366. else 365.
20 |             let tempTerm2 = (pow (dsm / days) 2.) - (2. * dsm / days - 1.) * (1. - 1. / price)
21 |             let term2 = sqr tempTerm2
22 |             let term3 = 2. * dsm / days - 1.
23 |             2. * (term2 - dsm / days) / term3
24 |         else
25 |             // This is the algo in the docs, but it is valid just above 182 ...
26 |             365. * discount / (360. - discount * dsm)
27 |     let TBillYield settlement maturity pr =
28 |         let dsm = getDsm settlement maturity DayCountBasis.ActualActual
29 |         (100. - pr) / pr * 360. / dsm
30 |     let TBillPrice settlement maturity discount =
31 |         let dsm = getDsm settlement maturity DayCountBasis.ActualActual
32 |         100. * (1. - discount * dsm / 360.)
33 |                 
34 |     // Preconditions and special cases
35 |     let calcTBillEq settlement maturity discount =
36 |         let dsm = getDsm settlement maturity DayCountBasis.Actual360
37 |         let price = (100. - discount * 100. * dsm / 360.) / 100.
38 |         let days = if dsm = 366. then 366. else 365.
39 |         let tempTerm2 = (pow (dsm / days) 2.) - (2. * dsm / days - 1.) * (1. - 1. / price)
40 |         (tempTerm2 >= 0.)                       |> elseThrow "(dsm / days)^2 - (2. * dsm / days - 1.) * (1. - 1. / (100. - discount * 100. * dsm / 360.) / 100.) must be positive"
41 |         (2. * dsm / days - 1. <> 0.)            |> elseThrow "2. * dsm / days - 1. must be different from 0"    
42 |         (maturity > settlement)                 |> elseThrow "maturity must be after settlement"
43 |         (maturity <= (addYears settlement 1))   |> elseThrow "maturity must be less than one year after settlement"
44 |         (discount > 0.)                         |> elseThrow "investment must be more than 0"
45 |         TBillEq settlement maturity discount
46 |     let calcTBillYield settlement maturity pr =
47 |         (maturity > settlement)                 |> elseThrow "maturity must be after settlement"
48 |         (maturity <= (addYears settlement 1))   |> elseThrow "maturity must be less than one year after settlement"
49 |         (pr > 0.)                               |> elseThrow "pr must be more than 0"
50 |         TBillYield settlement maturity pr
51 |     let calcTBillPrice settlement maturity discount =
52 |         let dsm = getDsm settlement maturity DayCountBasis.ActualActual
53 |         (100. * (1. - discount * dsm / 360.)) > 0. |> elseThrow "a result less than zero triggers an exception"
54 |         (maturity > settlement)                 |> elseThrow "maturity must be after settlement"
55 |         (maturity <= (addYears settlement 1))   |> elseThrow "maturity must be less than one year after settlement"
56 |         (discount > 0.)                         |> elseThrow "discount must be more than 0"
57 |         TBillPrice settlement maturity discount
58 |     
59 | 
60 | 
61 | 


--------------------------------------------------------------------------------
/ExcelFinancialFunctions.sln:
--------------------------------------------------------------------------------
 1 | 
 2 | Microsoft Visual Studio Solution File, Format Version 12.00
 3 | # Visual Studio Version 16
 4 | VisualStudioVersion = 16.0.31702.278
 5 | MinimumVisualStudioVersion = 10.0.40219.1
 6 | Project("{6EC3EE1D-3C4E-46DD-8F32-0CC8E7565705}") = "ExcelFinancialFunctions", "src\ExcelFinancialFunctions\ExcelFinancialFunctions.fsproj", "{8853070C-D0B3-4DE6-B80B-B1D10F839359}"
 7 | EndProject
 8 | Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "docs", "docs", "{7F0B1813-150B-4B30-8872-625C37BD67D4}"
 9 | EndProject
10 | Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "content", "content", "{5E196AFF-81D3-4BD5-964A-5A9E642CD104}"
11 | 	ProjectSection(SolutionItems) = preProject
12 | 		docs\content\compatibility.fsx = docs\content\compatibility.fsx
13 | 		docs\content\index.fsx = docs\content\index.fsx
14 | 		docs\content\openofficediff.fsx = docs\content\openofficediff.fsx
15 | 	EndProjectSection
16 | EndProject
17 | Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "tools", "tools", "{6FEE0C58-7CBD-4091-8D56-55AA733E1131}"
18 | 	ProjectSection(SolutionItems) = preProject
19 | 		docs\tools\generate.fsx = docs\tools\generate.fsx
20 | 		docs\tools\templates\template.cshtml = docs\tools\templates\template.cshtml
21 | 	EndProjectSection
22 | EndProject
23 | Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "project", "project", "{6A5078DA-C727-406C-B792-ECC502BAA3D9}"
24 | 	ProjectSection(SolutionItems) = preProject
25 | 		build.fsx = build.fsx
26 | 		README.md = README.md
27 | 		RELEASE_NOTES.md = RELEASE_NOTES.md
28 | 	EndProjectSection
29 | EndProject
30 | Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{499DEF1A-0386-4DD9-B276-3CCC6002639E}"
31 | EndProject
32 | Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "tests", "tests", "{A38472EB-1686-402D-8619-EC2BA407C111}"
33 | EndProject
34 | Project("{6EC3EE1D-3C4E-46DD-8F32-0CC8E7565705}") = "ExcelFinancialFunctions.Tests", "tests\ExcelFinancialFunctions.Tests\ExcelFinancialFunctions.Tests.fsproj", "{17FE313F-5304-448C-892E-451E17EEEE83}"
35 | EndProject
36 | Global
37 | 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
38 | 		Debug|Any CPU = Debug|Any CPU
39 | 		Release|Any CPU = Release|Any CPU
40 | 	EndGlobalSection
41 | 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
42 | 		{8853070C-D0B3-4DE6-B80B-B1D10F839359}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
43 | 		{8853070C-D0B3-4DE6-B80B-B1D10F839359}.Debug|Any CPU.Build.0 = Debug|Any CPU
44 | 		{8853070C-D0B3-4DE6-B80B-B1D10F839359}.Release|Any CPU.ActiveCfg = Release|Any CPU
45 | 		{8853070C-D0B3-4DE6-B80B-B1D10F839359}.Release|Any CPU.Build.0 = Release|Any CPU
46 | 		{17FE313F-5304-448C-892E-451E17EEEE83}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
47 | 		{17FE313F-5304-448C-892E-451E17EEEE83}.Debug|Any CPU.Build.0 = Debug|Any CPU
48 | 		{17FE313F-5304-448C-892E-451E17EEEE83}.Release|Any CPU.ActiveCfg = Release|Any CPU
49 | 		{17FE313F-5304-448C-892E-451E17EEEE83}.Release|Any CPU.Build.0 = Release|Any CPU
50 | 	EndGlobalSection
51 | 	GlobalSection(SolutionProperties) = preSolution
52 | 		HideSolutionNode = FALSE
53 | 	EndGlobalSection
54 | 	GlobalSection(NestedProjects) = preSolution
55 | 		{8853070C-D0B3-4DE6-B80B-B1D10F839359} = {499DEF1A-0386-4DD9-B276-3CCC6002639E}
56 | 		{5E196AFF-81D3-4BD5-964A-5A9E642CD104} = {7F0B1813-150B-4B30-8872-625C37BD67D4}
57 | 		{6FEE0C58-7CBD-4091-8D56-55AA733E1131} = {7F0B1813-150B-4B30-8872-625C37BD67D4}
58 | 		{17FE313F-5304-448C-892E-451E17EEEE83} = {A38472EB-1686-402D-8619-EC2BA407C111}
59 | 	EndGlobalSection
60 | 	GlobalSection(ExtensibilityGlobals) = postSolution
61 | 		SolutionGuid = {F7A0269D-790B-4C1C-807C-7415B62CD59B}
62 | 	EndGlobalSection
63 | EndGlobal
64 | 


--------------------------------------------------------------------------------
/.gitignore:
--------------------------------------------------------------------------------
  1 | ## Ignore Visual Studio temporary files, build results, and
  2 | ## files generated by popular Visual Studio add-ons.
  3 | 
  4 | # User-specific files
  5 | *.suo
  6 | *.user
  7 | *.sln.docstates
  8 | 
  9 | # Xamarin Studio / monodevelop user-specific
 10 | *.userprefs
 11 | *.dll.mdb
 12 | *.exe.mdb
 13 | 
 14 | # Build results
 15 | 
 16 | [Dd]ebug/
 17 | [Rr]elease/
 18 | x64/
 19 | build/
 20 | [Bb]in/
 21 | [Oo]bj/
 22 | 
 23 | # MSTest test Results
 24 | [Tt]est[Rr]esult*/
 25 | [Bb]uild[Ll]og.*
 26 | 
 27 | *_i.c
 28 | *_p.c
 29 | *.ilk
 30 | *.meta
 31 | *.obj
 32 | *.pch
 33 | *.pdb
 34 | *.pgc
 35 | *.pgd
 36 | *.rsp
 37 | *.sbr
 38 | *.tlb
 39 | *.tli
 40 | *.tlh
 41 | *.tmp
 42 | *.tmp_proj
 43 | *.log
 44 | *.vspscc
 45 | *.vssscc
 46 | .builds
 47 | *.pidb
 48 | *.log
 49 | *.scc
 50 | 
 51 | # Visual C++ cache files
 52 | ipch/
 53 | *.aps
 54 | *.ncb
 55 | *.opensdf
 56 | *.sdf
 57 | *.cachefile
 58 | 
 59 | # Visual Studio profiler
 60 | *.psess
 61 | *.vsp
 62 | *.vspx
 63 | 
 64 | # Other Visual Studio data
 65 | .vs/
 66 | 
 67 | # Guidance Automation Toolkit
 68 | *.gpState
 69 | 
 70 | # ReSharper is a .NET coding add-in
 71 | _ReSharper*/
 72 | *.[Rr]e[Ss]harper
 73 | 
 74 | # TeamCity is a build add-in
 75 | _TeamCity*
 76 | 
 77 | # DotCover is a Code Coverage Tool
 78 | *.dotCover
 79 | 
 80 | # NCrunch
 81 | *.ncrunch*
 82 | .*crunch*.local.xml
 83 | 
 84 | # Installshield output folder
 85 | [Ee]xpress/
 86 | 
 87 | # DocProject is a documentation generator add-in
 88 | DocProject/buildhelp/
 89 | DocProject/Help/*.HxT
 90 | DocProject/Help/*.HxC
 91 | DocProject/Help/*.hhc
 92 | DocProject/Help/*.hhk
 93 | DocProject/Help/*.hhp
 94 | DocProject/Help/Html2
 95 | DocProject/Help/html
 96 | 
 97 | # Click-Once directory
 98 | publish/
 99 | 
100 | # Publish Web Output
101 | *.Publish.xml
102 | 
103 | # Enable nuget.exe in the .nuget folder (though normally executables are not tracked)
104 | !.nuget/NuGet.exe
105 | 
106 | # Windows Azure Build Output
107 | csx
108 | *.build.csdef
109 | 
110 | # Windows Store app package directory
111 | AppPackages/
112 | 
113 | # Others
114 | sql/
115 | *.Cache
116 | ClientBin/
117 | [Ss]tyle[Cc]op.*
118 | ~$*
119 | *~
120 | *.dbmdl
121 | *.[Pp]ublish.xml
122 | *.pfx
123 | *.publishsettings
124 | 
125 | # RIA/Silverlight projects
126 | Generated_Code/
127 | 
128 | # Backup & report files from converting an old project file to a newer
129 | # Visual Studio version. Backup files are not needed, because we have git ;-)
130 | _UpgradeReport_Files/
131 | Backup*/
132 | UpgradeLog*.XML
133 | UpgradeLog*.htm
134 | 
135 | # SQL Server files
136 | App_Data/*.mdf
137 | App_Data/*.ldf
138 | 
139 | 
140 | #LightSwitch generated files
141 | GeneratedArtifacts/
142 | _Pvt_Extensions/
143 | ModelManifest.xml
144 | 
145 | # =========================
146 | # Windows detritus
147 | # =========================
148 | 
149 | # Windows image file caches
150 | Thumbs.db
151 | ehthumbs.db
152 | 
153 | # Folder config file
154 | Desktop.ini
155 | 
156 | # Recycle Bin used on file shares
157 | $RECYCLE.BIN/
158 | 
159 | # Mac desktop service store files
160 | .DS_Store
161 | 
162 | # ===================================================
163 | # Exclude F# project specific directories and files
164 | # ===================================================
165 | 
166 | # NuGet Packages Directory
167 | packages/
168 | 
169 | # Generated documentation folder
170 | docs/output/
171 | 
172 | # Temp folder used for publishing docs
173 | temp/
174 | 
175 | # Test results produced by build
176 | TestResults.xml
177 | 
178 | # Nuget outputs
179 | nuget/*.nupkg
180 | release.cmd
181 | release.sh
182 | localpackages/
183 | paket-files
184 | *.orig
185 | .paket/paket.exe
186 | docs/content/license.md
187 | docs/content/release-notes.md
188 | .fake
189 | docs/tools/FSharp.Formatting.svclog
190 | tmp
191 | .ionide
192 | .fsdocs
193 | output


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/xirr.test:
--------------------------------------------------------------------------------
 1 | -100;10;10;100,4/1/1970 12:00:00 AM;2/12/1972 12:00:00 AM;4/23/1980 12:00:00 AM;3/30/1983 12:00:00 AM,0.15,0.01563509255648
 2 | -100;10;10;100,4/1/1970 12:00:00 AM;2/12/1972 12:00:00 AM;4/23/1980 12:00:00 AM;3/30/1983 12:00:00 AM,0.5,0.015635099262
 3 | -100;10;10;100,4/1/1970 12:00:00 AM;2/12/1972 12:00:00 AM;4/23/1980 12:00:00 AM;3/30/1983 12:00:00 AM,0,0.01563509277344
 4 | -100;10;10;100,4/1/1970 12:00:00 AM;4/12/1973 12:00:00 AM;5/23/1983 12:00:00 AM;4/30/1987 12:00:00 AM,0.15,0.01183557361364
 5 | -100;10;10;100,4/1/1970 12:00:00 AM;4/12/1973 12:00:00 AM;5/23/1983 12:00:00 AM;4/30/1987 12:00:00 AM,0.5,0.01183557882905
 6 | -100;10;10;100,4/1/1970 12:00:00 AM;4/12/1973 12:00:00 AM;5/23/1983 12:00:00 AM;4/30/1987 12:00:00 AM,0,0.01183557128906
 7 | -100;10;10;100,4/1/1970 12:00:00 AM;2/14/1974 12:00:00 AM;6/26/1985 12:00:00 AM;5/4/1989 12:00:00 AM,0.15,0.01052398234606
 8 | -100;10;10;100,4/1/1970 12:00:00 AM;2/14/1974 12:00:00 AM;6/26/1985 12:00:00 AM;5/4/1989 12:00:00 AM,0.5,0.01052397862077
 9 | -100;10;10;100,4/1/1970 12:00:00 AM;2/14/1974 12:00:00 AM;6/26/1985 12:00:00 AM;5/4/1989 12:00:00 AM,0,0.01052397949219
10 | -100;-10;10;100,4/1/1970 12:00:00 AM;2/12/1972 12:00:00 AM;4/23/1980 12:00:00 AM;3/30/1983 12:00:00 AM,0.15,4.470348358154E-09
11 | -100;-10;10;100,4/1/1970 12:00:00 AM;2/12/1972 12:00:00 AM;4/23/1980 12:00:00 AM;3/30/1983 12:00:00 AM,0.5,3.725290298462E-09
12 | -100;-10;10;100,4/1/1970 12:00:00 AM;2/12/1972 12:00:00 AM;4/23/1980 12:00:00 AM;3/30/1983 12:00:00 AM,0,4.8828125E-09
13 | -100;-10;10;100,4/1/1970 12:00:00 AM;4/12/1973 12:00:00 AM;5/23/1983 12:00:00 AM;4/30/1987 12:00:00 AM,0.15,4.470348358154E-09
14 | -100;-10;10;100,4/1/1970 12:00:00 AM;4/12/1973 12:00:00 AM;5/23/1983 12:00:00 AM;4/30/1987 12:00:00 AM,0.5,3.725290298462E-09
15 | -100;-10;10;100,4/1/1970 12:00:00 AM;4/12/1973 12:00:00 AM;5/23/1983 12:00:00 AM;4/30/1987 12:00:00 AM,0,4.8828125E-09
16 | -100;-10;10;100,4/1/1970 12:00:00 AM;2/14/1974 12:00:00 AM;6/26/1985 12:00:00 AM;5/4/1989 12:00:00 AM,0.15,4.470348358154E-09
17 | -100;-10;10;100,4/1/1970 12:00:00 AM;2/14/1974 12:00:00 AM;6/26/1985 12:00:00 AM;5/4/1989 12:00:00 AM,0.5,3.725290298462E-09
18 | -100;-10;10;100,4/1/1970 12:00:00 AM;2/14/1974 12:00:00 AM;6/26/1985 12:00:00 AM;5/4/1989 12:00:00 AM,0,4.8828125E-09
19 | -1;3;4,3/2/1970 12:00:00 AM;2/3/1988 12:00:00 AM;3/5/1999 12:00:00 AM,0.14,0.08833194077015
20 | -1;3;4,3/2/1970 12:00:00 AM;2/3/1988 12:00:00 AM;3/5/1999 12:00:00 AM,0.14,0.08833194077015
21 | -185550.98;-231887.53;-26756.74;-384010.86;-27114.54;-458667.97;-217853.67;-424924.25;-75076.01;-389630.32;-112094.2;-25646.4;-24164.69;-1222.08;-556.91;1204954.004,5/15/2008 12:00:00 AM;5/19/2008 12:00:00 AM;5/30/2008 12:00:00 AM;6/20/2008 12:00:00 AM;6/26/2008 12:00:00 AM;8/21/2008 12:00:00 AM;9/8/2008 12:00:00 AM;10/13/2008 12:00:00 AM;10/14/2008 12:00:00 AM;10/24/2008 12:00:00 AM;11/19/2008 12:00:00 AM;11/21/2008 12:00:00 AM;11/21/2008 12:00:00 AM;11/21/2008 12:00:00 AM;12/3/2008 12:00:00 AM;12/5/2008 12:00:00 AM,-0.1,-0.9549350477522
22 | -185550.98;-231887.53;-26756.74;-384010.86;-27114.54;-458667.97;-217853.67;-424924.25;-75076.01;-389630.32;-112094.2;-25646.4;-24164.69;-1222.08;-556.91;1204954.004,5/15/2008 12:00:00 AM;5/19/2008 12:00:00 AM;5/30/2008 12:00:00 AM;6/20/2008 12:00:00 AM;6/26/2008 12:00:00 AM;8/21/2008 12:00:00 AM;9/8/2008 12:00:00 AM;10/13/2008 12:00:00 AM;10/14/2008 12:00:00 AM;10/24/2008 12:00:00 AM;11/19/2008 12:00:00 AM;11/21/2008 12:00:00 AM;11/21/2008 12:00:00 AM;11/21/2008 12:00:00 AM;12/3/2008 12:00:00 AM;12/5/2008 12:00:00 AM,-0.1,-0.9549350477522
23 | 105091006;-103250941.8647,4/10/2000 12:00:00 AM;4/30/2000 12:00:00 AM,-0.1,-0.2755730099976
24 | 105091006;-103250941.8647,4/10/2000 12:00:00 AM;4/30/2000 12:00:00 AM,-0.1,-0.2755730099976
25 | 206101714.8494;-156650972.5427,2/28/2001 12:00:00 AM;3/31/2001 12:00:00 AM,-0.1,-0.9604521892965
26 | 206101714.8494;-156650972.5427,2/28/2001 12:00:00 AM;3/31/2001 12:00:00 AM,-0.1,-0.9604521892965
27 | 


--------------------------------------------------------------------------------
/PackageReadmeFile.md:
--------------------------------------------------------------------------------
 1 | # Excel Financial Functions
 2 | 
 3 | This is a .NET Standard library that provides the full set of financial functions from Excel. The main goal for the library is compatibility with Excel, by providing the same functions, with the same behaviour. Note though that this is not a wrapper over the Excel library; the functions have been re-implemented in managed code so that you do not need to have Excel installed to use this library.
 4 | 
 5 | [![NuGet Badge](https://img.shields.io/nuget/v/ExcelFinancialFunctions.svg?style=flat)](https://www.nuget.org/packages/ExcelFinancialFunctions/)
 6 | [![Build+Test+Docs](https://github.com/fsprojects/ExcelFinancialFunctions/actions/workflows/push-master.yml/badge.svg)](https://github.com/fsprojects/ExcelFinancialFunctions/actions/workflows/push-master.yml)
 7 | 
 8 | ## Goal: Match Excel 
 9 | 
10 | We replicate the results Excel would produce in every situation,
11 | even in cases where we might disagree with Excel\'s approach. Please have a look at the [Compatibility](http://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html) page for more detail on this topic.
12 | 
13 | Microsoft\'s official documentation on [Excel Functions](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb) is the best place to learn more about how the functions should work. The scope for this library is the full set of functions in the "Financial Functions" category.
14 | 
15 | ### Thoroughly tested
16 | 
17 | As of last count, the library is validated against 199,252 test cases.
18 | 
19 | * **ExcelFinancialFunctions.Tests**: Unit tests checking against previously-determined truth values from Excel 2010. Inputs and expected outputs are read from data files.
20 | * **ExcelFinancialFunctions.ConsoleTests**: Test cases comparing the library results directly to running Excel code via interop. These should be run on a Windows machine with Excel 2013 (or later) installed.  
21 | 
22 | ### You can help!
23 | 
24 | Found a discrepency? [Open an Issue](https://github.com/fsprojects/ExcelFinancialFunctions/issues)! Or better yet, a [Pull Request](https://github.com/fsprojects/ExcelFinancialFunctions/pulls).
25 | 
26 | ## Adding it to your project
27 | 
28 | Excel Financial Functions is a .NET Standard 2.0 library, which you can add to any project
29 | based on a .NET implementation which [supports the standard](https://docs.microsoft.com/en-us/dotnet/standard/net-standard). This includes .NET Framework 4.6.1 or later, and .NET Core 2.0 or later.
30 | 
31 | Simply add it from NuGet in the usual way:
32 | 
33 | ```
34 | PS> dotnet add package ExcelFinancialFunctions
35 | 
36 |   Determining projects to restore...
37 | info : Adding PackageReference for package 'ExcelFinancialFunctions' into project 
38 | info :   GET https://api.nuget.org/v3/registration5-gz-semver2/excelfinancialfunctions/index.json
39 | info :   OK https://api.nuget.org/v3/registration5-gz-semver2/excelfinancialfunctions/index.json 69ms
40 | info : Restoring packages for project.csproj...
41 | info : PackageReference for package 'ExcelFinancialFunctions' version '2.4.1' added to file 'project.csproj'.
42 | info : Committing restore...
43 | log  : Restored project.csproj (in 72 ms).
44 | ```
45 | 
46 | ## Using it
47 | 
48 | Even though the libary is written in F#, you can use it from any .NET language, including C#. The functions are provided as static methods on a Financial class in the Excel.FinancialFunctions namespace.
49 | 
50 | ``` c#
51 | using Excel.FinancialFunctions;
52 | 
53 | Console.WriteLine( Financial.IPmt(rate: 0.005, per: 53, nper: 180, pv: 200000, fv: 0, typ: PaymentDue.EndOfPeriod) );
54 | // Displays -796.3747578439793
55 | 
56 | Console.WriteLine( Financial.Pmt(rate: 0.005, nper: 180, pv: 200000, fv: 0, typ: PaymentDue.EndOfPeriod) );
57 | // Displays -1687.7136560969248
58 | ```
59 | 
60 | Or from F#:
61 | 
62 | ```F#
63 | open Excel.FinancialFunctions
64 | 
65 | printfn "%f" <| Financial.IPmt (0.005, 53., 180., 200000., 0., PaymentDue.EndOfPeriod) 
66 | // Displays -796.374758
67 | 
68 | printfn "%f" <| Financial.Pmt (0.005, 180., 200000., 0., PaymentDue.EndOfPeriod) 
69 | // Displays -1687.713656
70 | ```
71 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/syd.test:
--------------------------------------------------------------------------------
  1 | 100,10,1,0.3,153
  2 | 100,10,1,1,90
  3 | 100,10,13,0.3,13.54945054945
  4 | 100,10,13,1,12.85714285714
  5 | 100,10,13,1.7,12.16483516484
  6 | 100,10,13,2,11.86813186813
  7 | 100,10,13,10,3.956043956044
  8 | 100,10,13,11.3,2.67032967033
  9 | 100,10,13,13,0.989010989011
 10 | 100,10,12.7,0.3,13.86286568194
 11 | 100,10,12.7,1,13.13868613139
 12 | 100,10,12.7,1.7,12.41450658084
 13 | 100,10,12.7,2,12.10414391632
 14 | 100,10,12.7,10,3.827806195758
 15 | 100,10,12.7,11.3,2.482901316168
 16 | 100,10,40,0.3,4.467073170732
 17 | 100,10,40,1,4.390243902439
 18 | 100,10,40,1.7,4.313414634146
 19 | 100,10,40,2,4.280487804878
 20 | 100,10,40,10,3.40243902439
 21 | 100,10,40,11.3,3.259756097561
 22 | 100,10,40,13,3.073170731707
 23 | 100,50,1,0.3,85
 24 | 100,50,1,1,50
 25 | 100,50,13,0.3,7.527472527473
 26 | 100,50,13,1,7.142857142857
 27 | 100,50,13,1.7,6.758241758242
 28 | 100,50,13,2,6.593406593407
 29 | 100,50,13,10,2.197802197802
 30 | 100,50,13,11.3,1.483516483516
 31 | 100,50,13,13,0.5494505494506
 32 | 100,50,12.7,0.3,7.70159204552
 33 | 100,50,12.7,1,7.299270072993
 34 | 100,50,12.7,1.7,6.896948100466
 35 | 100,50,12.7,2,6.724524397954
 36 | 100,50,12.7,10,2.126558997644
 37 | 100,50,12.7,11.3,1.379389620093
 38 | 100,50,40,0.3,2.481707317073
 39 | 100,50,40,1,2.439024390244
 40 | 100,50,40,1.7,2.396341463415
 41 | 100,50,40,2,2.378048780488
 42 | 100,50,40,10,1.890243902439
 43 | 100,50,40,11.3,1.810975609756
 44 | 100,50,40,13,1.707317073171
 45 | 100,0,1,0.3,170
 46 | 100,0,1,1,100
 47 | 100,0,13,0.3,15.05494505495
 48 | 100,0,13,1,14.28571428571
 49 | 100,0,13,1.7,13.51648351648
 50 | 100,0,13,2,13.18681318681
 51 | 100,0,13,10,4.395604395604
 52 | 100,0,13,11.3,2.967032967033
 53 | 100,0,13,13,1.098901098901
 54 | 100,0,12.7,0.3,15.40318409104
 55 | 100,0,12.7,1,14.59854014599
 56 | 100,0,12.7,1.7,13.79389620093
 57 | 100,0,12.7,2,13.44904879591
 58 | 100,0,12.7,10,4.253117995287
 59 | 100,0,12.7,11.3,2.758779240186
 60 | 100,0,40,0.3,4.963414634146
 61 | 100,0,40,1,4.878048780488
 62 | 100,0,40,1.7,4.792682926829
 63 | 100,0,40,2,4.756097560976
 64 | 100,0,40,10,3.780487804878
 65 | 100,0,40,11.3,3.621951219512
 66 | 100,0,40,13,3.414634146341
 67 | 200,10,1,0.3,323
 68 | 200,10,1,1,190
 69 | 200,10,13,0.3,28.6043956044
 70 | 200,10,13,1,27.14285714286
 71 | 200,10,13,1.7,25.68131868132
 72 | 200,10,13,2,25.05494505495
 73 | 200,10,13,10,8.351648351648
 74 | 200,10,13,11.3,5.637362637363
 75 | 200,10,13,13,2.087912087912
 76 | 200,10,12.7,0.3,29.26604977298
 77 | 200,10,12.7,1,27.73722627737
 78 | 200,10,12.7,1.7,26.20840278177
 79 | 200,10,12.7,2,25.55319271222
 80 | 200,10,12.7,10,8.080924191045
 81 | 200,10,12.7,11.3,5.241680556354
 82 | 200,10,40,0.3,9.430487804878
 83 | 200,10,40,1,9.268292682927
 84 | 200,10,40,1.7,9.106097560976
 85 | 200,10,40,2,9.036585365854
 86 | 200,10,40,10,7.182926829268
 87 | 200,10,40,11.3,6.881707317073
 88 | 200,10,40,13,6.487804878049
 89 | 200,50,1,0.3,255
 90 | 200,50,1,1,150
 91 | 200,50,13,0.3,22.58241758242
 92 | 200,50,13,1,21.42857142857
 93 | 200,50,13,1.7,20.27472527473
 94 | 200,50,13,2,19.78021978022
 95 | 200,50,13,10,6.593406593407
 96 | 200,50,13,11.3,4.450549450549
 97 | 200,50,13,13,1.648351648352
 98 | 200,50,12.7,0.3,23.10477613656
 99 | 200,50,12.7,1,21.89781021898
100 | 200,50,12.7,1.7,20.6908443014
101 | 200,50,12.7,2,20.17357319386
102 | 200,50,12.7,10,6.379676992931
103 | 200,50,12.7,11.3,4.138168860279
104 | 200,50,40,0.3,7.44512195122
105 | 200,50,40,1,7.317073170732
106 | 200,50,40,1.7,7.189024390244
107 | 200,50,40,2,7.134146341463
108 | 200,50,40,10,5.670731707317
109 | 200,50,40,11.3,5.432926829268
110 | 200,50,40,13,5.121951219512
111 | 200,0,1,0.3,340
112 | 200,0,1,1,200
113 | 200,0,13,0.3,30.10989010989
114 | 200,0,13,1,28.57142857143
115 | 200,0,13,1.7,27.03296703297
116 | 200,0,13,2,26.37362637363
117 | 200,0,13,10,8.791208791209
118 | 200,0,13,11.3,5.934065934066
119 | 200,0,13,13,2.197802197802
120 | 200,0,12.7,0.3,30.80636818208
121 | 200,0,12.7,1,29.19708029197
122 | 200,0,12.7,1.7,27.58779240186
123 | 200,0,12.7,2,26.89809759182
124 | 200,0,12.7,10,8.506235990574
125 | 200,0,12.7,11.3,5.517558480372
126 | 200,0,40,0.3,9.926829268293
127 | 200,0,40,1,9.756097560976
128 | 200,0,40,1.7,9.585365853659
129 | 200,0,40,2,9.512195121951
130 | 200,0,40,10,7.560975609756
131 | 200,0,40,11.3,7.243902439024
132 | 200,0,40,13,6.829268292683
133 | 130,10,10,4,15.27272727273
134 | 130,10,10,4,15.27272727273
135 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/tbillyield.test:
--------------------------------------------------------------------------------
 1 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,75,4.137931034483
 2 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,100,0
 3 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,130,-2.864721485411
 4 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,75,2.666666666667
 5 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,100,0
 6 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,130,-1.846153846154
 7 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,75,1.621621621622
 8 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,100,0
 9 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,130,-1.122661122661
10 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,75,0.6315789473684
11 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,100,0
12 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,130,-0.4372469635628
13 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,75,0.5479452054795
14 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,100,0
15 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,130,-0.3793466807165
16 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,75,7.5
17 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,100,0
18 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,130,-5.192307692308
19 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,75,2.666666666667
20 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,100,0
21 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,130,-1.846153846154
22 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,75,0.7453416149068
23 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,100,0
24 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,130,-0.516005733397
25 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,75,0.6315789473684
26 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,100,0
27 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,130,-0.4372469635628
28 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,75,2.666666666667
29 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,100,0
30 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,130,-1.846153846154
31 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,75,0.6315789473684
32 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,100,0
33 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,130,-0.4372469635628
34 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,75,2.666666666667
35 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,100,0
36 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,130,-1.846153846154
37 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,75,0.6315789473684
38 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,100,0
39 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,130,-0.4372469635628
40 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,75,2.666666666667
41 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,100,0
42 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,130,-1.846153846154
43 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,75,0.6315789473684
44 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,100,0
45 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,130,-0.4372469635628
46 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,75,0.3921568627451
47 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,100,0
48 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,130,-0.2714932126697
49 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,75,0.3418803418803
50 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,100,0
51 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,130,-0.2366863905325
52 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,75,2.666666666667
53 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,100,0
54 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,130,-1.846153846154
55 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,75,0.6315789473684
56 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,100,0
57 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,130,-0.4372469635628
58 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,75,2.666666666667
59 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,100,0
60 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,130,-1.846153846154
61 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,75,0.6315789473684
62 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,100,0
63 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,130,-0.4372469635628
64 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,75,2.666666666667
65 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,100,0
66 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,130,-1.846153846154
67 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,75,0.6315789473684
68 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,100,0
69 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,130,-0.4372469635628
70 | 2/28/2008 12:00:00 AM,2/27/2009 12:00:00 AM,0.25,393.5342465753
71 | 2/28/2008 12:00:00 AM,2/27/2009 12:00:00 AM,0.25,393.5342465753
72 | 


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/tvm.fs:
--------------------------------------------------------------------------------
 1 | // Time value of money routines, note the extensive treatment of error condition to help the user with sensible error messages
 2 | #light
 3 | namespace Excel.FinancialFunctions
 4 | 
 5 | open System
 6 | open Excel.FinancialFunctions.Common
 7 | 
 8 | module internal Tvm =
 9 |         
10 |     // Main formulas       
11 |     let fvFactor r nper = (1. + r) ** nper
12 |     let pvFactor r nper = 1. / fvFactor r nper
13 |     let annuityCertainPvFactor r nper (pd:PaymentDue) = if r = 0. then nper else (1. + r * float pd) * (1. - pvFactor r nper) / r 
14 |     let annuityCertainFvFactor r nper (pd:PaymentDue) = annuityCertainPvFactor r nper pd * fvFactor r nper
15 |     let nperFactor r pmt v (pd:PaymentDue) = v * r + pmt * ( 1. + r * float pd )
16 | 
17 |     let pv r nper pmt fv pd = - (fv * pvFactor r nper + pmt * annuityCertainPvFactor r nper pd)
18 |     let fv r nper pmt pv pd = - (pv * fvFactor r nper + pmt * annuityCertainFvFactor r nper pd)
19 |     let pmt r nper pv fv pd = - (pv + fv * pvFactor r nper) / annuityCertainPvFactor r nper pd
20 |     let nper r pmt pv fv (pd:PaymentDue) = ln ( nperFactor r pmt (-fv) pd / nperFactor r pmt pv pd ) / ln (r+1.)
21 |              
22 |     // Preconditions and special cases    
23 |     let calcPv r nper pmt fv pd =
24 |         ( raisable r nper)          |> elseThrow "r is not raisable to nper (r is less than -1 and nper not an integer"
25 |         ( pmt <> 0. || fv <> 0. )   |> elseThrow "pmt or fv need to be different from 0"
26 |         ( r <> -1.)                 |> elseThrow "r cannot be -100%"
27 |         pv r nper pmt fv pd
28 |     let calcFv r nper pmt pv pd =
29 |         ( raisable r nper)                          |> elseThrow "r is not raisable to nper (r is negative and nper not an integer"
30 |         ( r <> -1. || (r = -1. && nper > 0.) )      |> elseThrow "r cannot be -100% when nper is <= 0"
31 |         if r = -1. && pd = PaymentDue.BeginningOfPeriod then - (pv * fvFactor r nper)
32 |         elif r = -1. && pd = PaymentDue.EndOfPeriod then - (pv * fvFactor r nper + pmt)
33 |         else fv r nper pmt pv pd
34 |     let calcPmt r nper pv fv pd =
35 |         ( raisable r nper)                                                          |> elseThrow "r is not raisable to nper (r is negative and nper not an integer"
36 |         ( r <> -1. || (r = -1. && nper > 0. && pd = PaymentDue.EndOfPeriod) )       |> elseThrow "r cannot be -100% when nper is <= 0"
37 |         ( annuityCertainPvFactor r nper pd <> 0. )                                  |> elseThrow "1 * pd + 1 - (1 / (1 + r)^nper) / nper has to be <> 0"
38 |         if r = -1. then -fv
39 |         else pmt r nper pv fv pd
40 |     let calcNper r pmt pv fv pd =
41 |         if r = 0. && pmt <> 0. then
42 |             - (fv + pv) / pmt
43 |         else
44 |             nper r pmt pv fv pd
45 |     let calcRri nper pv fv =
46 |         ( nper > 0. )                  |> elseThrow "nper must be > 0"
47 |         if fv = pv then 0.
48 |         else
49 |             ( pv <> 0. )               |> elseThrow "pv must be non-zero unless fv is zero"
50 |             ( fv/pv >= 0. )            |> elseThrow "fv and pv must have same sign"
51 |             ( pow (fv/pv) (1.0/nper) ) - 1.
52 |     let calcRate nper pmt pv fv pd guess =
53 |         let haveRightSigns x y z =
54 |             not( sign x = sign y && sign y = sign z) &&
55 |             not (sign x = sign y && z = 0.) &&
56 |             not (sign x = sign z && y = 0.) &&
57 |             not (sign y = sign z && x = 0.)
58 |             
59 |         ( pmt <> 0. || pv <> 0. )                   |> elseThrow "pmt or pv need to be different from 0"
60 |         ( nper > 0.)                                |> elseThrow "nper needs to be more than 0"
61 |         ( haveRightSigns pmt pv fv )                |> elseThrow "There must be at least a change in sign in pv, fv and pmt"
62 |         
63 |         if fv = 0. && pv = 0. then
64 |             if pmt < 0. then -1. else 1.
65 |         else
66 |             let f = fun r -> calcFv r nper pmt pv pd - fv            
67 |             findRoot f guess
68 |     let calcFvSchedule (pv:float) interests =
69 |         let mutable result = pv
70 |         for i in interests do result <- result * (1. + i)
71 |         result
72 |     let calcPduration rate pv fv =
73 |         ( rate > 0. )               |> elseThrow "rate must be positive"
74 |         ( pv > 0. )                 |> elseThrow "pv must be positive"
75 |         ( fv > 0. )                 |> elseThrow "fv must be positive"
76 |         ( (log fv) - (log pv) ) / log ( 1. + rate)


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/spottests.fs:
--------------------------------------------------------------------------------
  1 | namespace Excel.FinancialFunctions.Tests
  2 | 
  3 | open FsCheck
  4 | open NUnit.Framework
  5 | 
  6 | [<SetCulture("en-US")>]
  7 | [<DefaultFloatingPointTolerance(1e-6)>]
  8 | module SpotTests =
  9 |     open System 
 10 |     open Excel.FinancialFunctions
 11 |     open TestPreconditions
 12 |     
 13 |     [<Test(ExpectedResult = -796.374758)>]
 14 |     let Readme1() =
 15 |         Financial.IPmt (0.005, 53., 180., 200000., 0., PaymentDue.EndOfPeriod) 
 16 | 
 17 |     [<Test(ExpectedResult = -1687.713656)>]
 18 |     let Readme2() =
 19 |         Financial.Pmt (0.005, 180., 200000., 0., PaymentDue.EndOfPeriod) 
 20 | 
 21 |     [<Test(ExpectedResult = 0.)>]
 22 |     let FvPull67() =
 23 |         Financial.Fv (0.005, 180., 0., 0., PaymentDue.EndOfPeriod)
 24 | 
 25 |     [<Test(ExpectedResult = 0.)>]
 26 |     let PmtPull67() =
 27 |         Financial.Pmt (0.005, 180., 0., 0., PaymentDue.EndOfPeriod)
 28 | 
 29 |     [<Test>]
 30 |     let YieldIssue8() =
 31 |         let param = DateTime(2015,9,21), DateTime(2015,10,15), 0.04625, 105.124, 100. , Frequency.SemiAnnual, DayCountBasis.UsPsa30_360
 32 |         Financial.Yield param
 33 |         |> shouldEqual (sprintf "YieldIssue8(%A)" param) -0.67428578540657702
 34 | 
 35 |     [<Test>]
 36 |     let XirrIssue27() =
 37 |         let values = [ -177900000.; 8799805.85 ] 
 38 |         let dates = [ DateTime(2020,7,3); DateTime(2021,2,25) ]
 39 |         Financial.XIrr (values, dates)
 40 |         |> shouldEqual (sprintf "XirrIssue27(%A,%A)" values dates) -0.990247691899517
 41 | 
 42 |     [<Test>]
 43 |     let spotYield() =
 44 |         let param = 
 45 |             DateTime(2008, 2, 15), DateTime(2016, 11, 15), 0.0575, 95.04287, 100.0,
 46 |             Frequency.SemiAnnual, DayCountBasis.UsPsa30_360
 47 |         Financial.Yield param
 48 |         |> shouldEqual (sprintf "spotYield(%A)" param) 0.065
 49 |     
 50 |     [<Test>]
 51 |     let spotXnpv() =
 52 |         let param = 0.14, [1.;3.;4.], [DateTime(1970, 3, 2); DateTime(1988, 2, 3); DateTime(1999, 3, 5)]
 53 |         Financial.XNpv param
 54 |         |> shouldEqual (sprintf "xnpv(%A)" param) 1.375214
 55 | 
 56 |     [<Test>]
 57 |     [<Explicit("This test fails intermittently")>]
 58 |     let ``duration shouldn't be greater than maturity``() =
 59 |         fsCheck (fun (sd: DateTime) yrs cpn' yld' freq basis ->
 60 |             let md, cpn, yld = sd.AddYears yrs, toFloat cpn', toFloat yld'
 61 | 
 62 |             tryDuration sd md cpn yld freq basis
 63 |             ==>
 64 |             lazy (let duration = Financial.Duration(sd, md, cpn, yld, freq, basis)
 65 |                   duration - float yrs < PRECISION))
 66 | 
 67 |     [<Test>]
 68 |     [<Explicit("This test fails intermittently")>]
 69 |     let ``mduration shouldn't be greater than maturity``() =
 70 |         fsCheck (fun (sd: DateTime) yrs cpn' yld' freq basis ->
 71 |             let md, cpn, yld = sd.AddYears yrs, toFloat cpn', toFloat yld'
 72 |             
 73 |             tryMDuration sd md cpn yld freq basis
 74 |             ==>
 75 |             lazy (let duration = Financial.MDuration(sd, md, cpn, yld, freq, basis)
 76 |                   duration - float yrs < PRECISION))
 77 | 
 78 |     [<Test>]
 79 |     let ``tbill price is less than 100``() =
 80 |          fsCheck (fun (sd: DateTime) t disc' ->
 81 |             let md, disc = sd.AddDays (toFloat t * 365.), toFloat disc'
 82 | 
 83 |             tryTBillPrice sd md disc
 84 |             ==>
 85 |             lazy (Financial.TBillPrice(sd, md, disc) - 100. < PRECISION))
 86 | 
 87 |     [<Test>]
 88 |     let ``vdb in the period should be the same as the sum by subperiods``() =
 89 |         fsCheck (fun c s len switchToStraightLine ->
 90 |             let start, life = 0., 10.
 91 |             let cost, salvage, period = toFloat c * 1000., toFloat s * 100., toFloat len
 92 |             let p1, p2 = period, period * 2.
 93 |             
 94 |             tryVdb cost salvage life start p2 1. switchToStraightLine
 95 |             ==>
 96 |             lazy (let inline vdb sd ed = Financial.Vdb(cost, salvage, life, sd, ed, 1., switchToStraightLine)
 97 |                   abs (vdb start p1 + vdb p1 p2 - vdb start p2) < PRECISION))
 98 | 
 99 |     [<Test>]
100 |     let ``cumulative accrint should be the same as the sum of payments``() =
101 |         fsCheck (fun (issue: DateTime) p r freq basis frac ->
102 |             let par, rate = toFloat p * 1000000., toFloat r
103 |             let fd, md = issue.AddDays 30., issue.AddYears 10            
104 |             let ncd = Financial.CoupNCD(fd, md, freq, basis)
105 | 
106 |             tryAccrInt issue ncd fd rate par freq basis
107 |             ==>
108 |             lazy (let inline accrint interest settlement =
109 |                       Financial.AccrInt(issue, interest, settlement, rate, par, freq, basis)
110 | 
111 |                   let daysTillInterest = max (360. / float freq * toFloat frac) 1.
112 |                   let interest = ncd.AddDays daysTillInterest
113 |                   abs (accrint ncd fd + accrint interest ncd - accrint interest fd) < PRECISION))
114 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/tbillprice.test:
--------------------------------------------------------------------------------
 1 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,0.01,99.91944444444
 2 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,0.25,97.98611111111
 3 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,0.75,93.95833333333
 4 | 2/15/1980 12:00:00 AM,3/15/1980 12:00:00 AM,2,83.88888888889
 5 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.01,99.875
 6 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.25,96.875
 7 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.75,90.625
 8 | 2/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,2,75
 9 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.01,99.79444444444
10 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.25,94.86111111111
11 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.75,84.58333333333
12 | 2/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,2,58.88888888889
13 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.01,99.47222222222
14 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.25,86.80555555556
15 | 2/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.75,60.41666666667
16 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.01,99.39166666667
17 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.25,84.79166666667
18 | 2/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.75,54.375
19 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.01,99.95555555556
20 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.25,98.88888888889
21 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,0.75,96.66666666667
22 | 3/15/1980 12:00:00 AM,3/31/1980 12:00:00 AM,2,91.11111111111
23 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.01,99.875
24 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.25,96.875
25 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,0.75,90.625
26 | 3/15/1980 12:00:00 AM,4/29/1980 12:00:00 AM,2,75
27 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.01,99.55277777778
28 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.25,88.81944444444
29 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,0.75,66.45833333333
30 | 3/15/1980 12:00:00 AM,8/23/1980 12:00:00 AM,2,10.55555555556
31 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.01,99.47222222222
32 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.25,86.80555555556
33 | 3/15/1980 12:00:00 AM,9/21/1980 12:00:00 AM,0.75,60.41666666667
34 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.01,99.875
35 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.25,96.875
36 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.75,90.625
37 | 12/31/1993 12:00:00 AM,2/14/1994 12:00:00 AM,2,75
38 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,0.01,99.47222222222
39 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,0.25,86.80555555556
40 | 12/31/1993 12:00:00 AM,7/9/1994 12:00:00 AM,0.75,60.41666666667
41 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,0.01,99.875
42 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,0.25,96.875
43 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,0.75,90.625
44 | 2/14/2003 12:00:00 AM,3/31/2003 12:00:00 AM,2,75
45 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,0.01,99.47222222222
46 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,0.25,86.80555555556
47 | 2/14/2003 12:00:00 AM,8/23/2003 12:00:00 AM,0.75,60.41666666667
48 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,0.01,99.875
49 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,0.25,96.875
50 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,0.75,90.625
51 | 10/31/2007 12:00:00 AM,12/15/2007 12:00:00 AM,2,75
52 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,0.01,99.47222222222
53 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,0.25,86.80555555556
54 | 10/31/2007 12:00:00 AM,5/8/2008 12:00:00 AM,0.75,60.41666666667
55 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,0.01,99.15
56 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,0.25,78.75
57 | 2/28/1993 12:00:00 AM,12/31/1993 12:00:00 AM,0.75,36.25
58 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.01,99.025
59 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.25,75.625
60 | 2/28/1993 12:00:00 AM,2/14/1994 12:00:00 AM,0.75,26.875
61 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,0.01,99.875
62 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,0.25,96.875
63 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,0.75,90.625
64 | 2/28/1993 12:00:00 AM,4/14/1993 12:00:00 AM,2,75
65 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,0.01,99.47222222222
66 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,0.25,86.80555555556
67 | 2/28/1993 12:00:00 AM,9/6/1993 12:00:00 AM,0.75,60.41666666667
68 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,0.01,99.875
69 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,0.25,96.875
70 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,0.75,90.625
71 | 3/31/1981 12:00:00 AM,5/15/1981 12:00:00 AM,2,75
72 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,0.01,99.47222222222
73 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,0.25,86.80555555556
74 | 3/31/1981 12:00:00 AM,10/7/1981 12:00:00 AM,0.75,60.41666666667
75 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,0.01,99.875
76 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,0.25,96.875
77 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,0.75,90.625
78 | 3/31/2004 12:00:00 AM,5/15/2004 12:00:00 AM,2,75
79 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,0.01,99.47222222222
80 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,0.25,86.80555555556
81 | 3/31/2004 12:00:00 AM,10/7/2004 12:00:00 AM,0.75,60.41666666667
82 | 2/29/2008 12:00:00 AM,2/27/2009 12:00:00 AM,0.25,74.72222222222
83 | 2/29/2008 12:00:00 AM,2/27/2009 12:00:00 AM,0.25,74.72222222222
84 | 


--------------------------------------------------------------------------------
/docs/compatibility.fsx:
--------------------------------------------------------------------------------
  1 | (*** hide ***)
  2 | #I "../src/ExcelFinancialFunctions/bin/Release/netstandard2.0"
  3 | #r "ExcelFinancialFunctions.dll"
  4 | 
  5 | open System
  6 | open Excel.FinancialFunctions
  7 | 
  8 | (**
  9 | Compatibility
 10 | =============
 11 | 
 12 | This library replicates Excel behavior. There're 199,252 tests verifying the results against Excel 2010 and their number can be raised significantly by adding new test values. Several tests check the function properties, e.g. that bond duration can't be greater than maturity.    
 13 | The current version matches Excel 2010, which is slightly different from 2003, see [Function Improvements in Excel 2010](http://blogs.office.com/b/microsoft-excel/archive/2009/09/10/function-improvements-in-excel-2010.aspx). 
 14 | Note, that console tests require Excel, whereas the unit tests can be run even on mono - their parameters and expected results are stored in files. 
 15 |   
 16 | 
 17 | However, there're still some differences comparing to Excel. 
 18 | _Read more about OpenOffice vs Excel [here](openofficediff.html)._
 19 | 
 20 | 
 21 | COUPDAYS
 22 | --------
 23 | 
 24 | The Excel algorithm doesn't respect equality `coupDays = coupDaysBS + coupDaysNC`. The library result differs from Excel by +/- one or two days when the date spans a leap year. ([office docs](http://office.microsoft.com/en-us/excel/HP052090311033.aspx))  
 25 | *)
 26 | 
 27 | let settlement = DateTime(2012, 1, 1)
 28 | let maturity   = DateTime(2016, 2, 29)
 29 | 
 30 | let param = settlement, maturity, Frequency.SemiAnnual, DayCountBasis.ActualActual
 31 | 
 32 | let days = Financial.CoupDays param
 33 | let bs = Financial.CoupDaysBS param
 34 | let nc = Financial.CoupDaysNC param
 35 | // Excel: 2
 36 | days - bs - nc
 37 | // [fsi:val days : float = 182.0]
 38 | // [fsi:val bs : float = 123.0]
 39 | // [fsi:val nc : float = 59.0]
 40 | // [fsi:val it : float = 0.0]
 41 | 
 42 | 
 43 | (** 
 44 | VDB
 45 | ---
 46 | 
 47 | In the Excel version of this algorithm the depreciation in the period (0,1) is not the same as the sum of the depreciations in periods (0,0.5) (0.5,1)  
 48 | Notice that in Excel by using '1' (no_switch) instead of '0' as the last parameter everything works as expected.  
 49 | In truth, the last parameter should have no influence in the calculation given that in the first period there is no switch to sln depreciation.  
 50 | Overall, the algorithm is correct, even if it disagrees with Excel when startperiod is fractional. ([office docs](http://office.microsoft.com/en-us/excel/HP052093341033.aspx))  
 51 | *)
 52 | 
 53 | let vdb sp ep switch = 
 54 |     Financial.Vdb(100.0, 10.0, 13.0, sp, ep, 1.0, 
 55 |         if switch then VdbSwitch.SwitchToStraightLine else VdbSwitch.DontSwitchToStraightLine)
 56 | 
 57 | let p1 = vdb 0.0 0.5 false
 58 | let p2 = vdb 0.5 1.0 false
 59 | let total = vdb 0.0 1.0 false
 60 | // Excel: 0.1479
 61 | total - p1 - p2 
 62 | // [fsi:val p1 : float = 3.846153846]
 63 | // [fsi:val p2 : float = 3.846153846]
 64 | // [fsi:val total : float = 7.692307692]
 65 | // [fsi:val it : float = 0.0]
 66 | 
 67 | let p1sw = vdb 0.0 0.5 true
 68 | let p2sw = vdb 0.5 1.0 true
 69 | let totalsw = vdb 0.0 1.0 true
 70 | // Excel: 0.0000
 71 | totalsw - p1sw - p2sw 
 72 | // [fsi:val p1sw : float = 3.846153846]
 73 | // [fsi:val p2sw : float = 3.846153846]
 74 | // [fsi:val totalsw : float = 7.692307692]
 75 | // [fsi:val it : float = 0.0]
 76 | 
 77 | 
 78 | (**
 79 | AMORDEGRC
 80 | ---------
 81 | 
 82 | ExcelCompliant is used because Excel stores 13 digits. AmorDegrc algorithm rounds numbers  
 83 | and returns different results unless the numbers get rounded to 13 digits before rounding them.  
 84 | I.E. 22.49999999999999 is considered 22.5 by Excel, but 22.4 by the .NET framework. ([office docs](http://office.microsoft.com/en-us/excel/HP052089841033.aspx))     
 85 | *)
 86 | 
 87 | let amorDegrc excelCompliant = 
 88 |     Financial.AmorDegrc(100.0, DateTime(2014,1,1), DateTime(2016,1,1), 
 89 |         50.0, 1.0, 0.3, DayCountBasis.ActualActual, excelCompliant)
 90 | 
 91 | amorDegrc true
 92 | // [fsi:val it : float = 23.0]
 93 | amorDegrc false
 94 | // [fsi:val it : float = 22.0]
 95 | 
 96 | 
 97 | (**
 98 | DDB
 99 | ---
100 | 
101 | Excel Ddb has two interesting characteristics:  
102 | 1. It special cases ddb for fractional periods between 0 and 1 by considering them to be 1  
103 | 2. It is inconsistent with VDB(..., True) for fractional periods, even if VDB(..., True) is defined to be the same as ddb. The algorithm for VDB is theoretically correct.  
104 | This function makes the same 1. adjustment.([office docs](http://office.microsoft.com/en-us/excel/HP052090511033.aspx))
105 | *)
106 | 
107 | 
108 | (**
109 | RATE and ODDFYIELD
110 | ------------------
111 | 
112 | Excel uses a different root finding algo. Sometimes the library results are better, sometimes Excel's. ([office docs](http://office.microsoft.com/en-us/excel/HP052092321033.aspx))
113 | *)
114 | 
115 | (**
116 | XIRR and XNPV
117 | -------------
118 | 
119 | XIRR and XNPV functions are related: the net present value, given the internal rate of return, should be zero.
120 | However, XNPV works only for positive rates even though the XIRR results might be negative. 
121 | The results can also be different because of the root finding functions. ([office docs](http://office.microsoft.com/en-us/excel/HP052093411033.aspx))
122 | *)
123 | 
124 | let dates = [|DateTime(2000, 2, 29); DateTime(2000, 3, 31)|]
125 | let values = [|206101714.849377; -156650972.54265|]
126 | // Excel: -0.960452189
127 | Financial.XIrr(values, dates, -0.1)
128 | // [fsi:val it : float = -0.960452195]
129 | // Excel: #NUM!
130 | Financial.XNpv(-0.960452195, values, dates)
131 | // [fsi:val it : float = -0.008917063475]
132 | // Excel: #NUM!
133 | Financial.XNpv(-0.960452189, values, dates)
134 | // [fsi:val it : float = 2.646784514]
135 | 
136 | let values2 = [|15108163.3840923; -75382259.6628424|]
137 | // Excel: #NUM!
138 | Financial.XIrr(values2, dates, -0.1)
139 | // [fsi:val it : float = 165601346.1]
140 | // Excel: 165601345.6
141 | Financial.XIrr(values2, dates, 0.1)
142 | // [fsi:val it : float = 165601346.1]
143 | Financial.XNpv(165601346.1, values2, dates)
144 | // [fsi:val it : float = -0.000269997865]
145 | Financial.XNpv(165601345.6, values2, dates)
146 | // [fsi:val it : float = -0.004144238308]
147 | 


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/loan.fs:
--------------------------------------------------------------------------------
 1 | // Loan related calculation routines, small variations on TVM
 2 | #light
 3 | namespace Excel.FinancialFunctions
 4 | 
 5 | open System
 6 | open Excel.FinancialFunctions.Common
 7 | open Excel.FinancialFunctions.Tvm
 8 | 
 9 | module internal Loan =
10 |     let inline approxEqual x y = abs (x - y) < 1e-10
11 |     
12 |     // Main formulas
13 |     let ipmt r per nper pv fv pd = 
14 |         let result = - ( pv * fvFactor r (per - 1.) * r + (pmt r nper pv fv PaymentDue.EndOfPeriod) * (fvFactor r (per - 1.) - 1.) )
15 |         if pd = PaymentDue.EndOfPeriod then result else result / (1. + r)
16 |     let ppmt r per nper pv fv pd =
17 |         pmt r nper pv fv pd - ipmt r per nper pv fv pd
18 |     let ispmt r per nper pv =
19 |         let coupon = - pv * r
20 |         coupon - (coupon / nper * per)
21 | 
22 |     // Preconditions and special cases
23 |     let calcIpmt r per nper pv fv pd =
24 |         ( raisable r nper)                                                          |> elseThrow "r is not raisable to nper (r is negative and nper not an integer)"
25 |         ( raisable r (per - 1.))                                                    |> elseThrow "r is not raisable to (per - 1) (r is negative and nper not an integer)"
26 |         ( fv <> 0. || pv <> 0. )                                                    |> elseThrow "fv or pv need to be different from 0"
27 |         ( r > -1.)                                                                  |> elseThrow "r must be more than -100%"
28 |         ( annuityCertainPvFactor r nper pd <> 0. )                                  |> elseThrow "1 * pd + 1 - (1 / (1 + r)^nper) / nper has to be <> 0"
29 |         ( per >= 1. && per <= nper )                                                |> elseThrow "per must be in the range 1 to nper"
30 |         ( nper > 0. )                                                               |> elseThrow "nper must be more than 0"
31 |         if approxEqual per 1. && pd = PaymentDue.BeginningOfPeriod then 0.
32 |         elif r = -1. then -fv
33 |         else ipmt r per nper pv fv pd
34 |     let calcPpmt r per nper pv fv pd =
35 |         ( raisable r nper)                                                          |> elseThrow "r is not raisable to nper (r is negative and nper not an integer)"
36 |         ( raisable r (per - 1.))                                                    |> elseThrow "r is not raisable to (per - 1) (r is negative and nper not an integer)"
37 |         ( fv <> 0. || pv <> 0. )                                                    |> elseThrow "fv or pv need to be different from 0"
38 |         ( r > -1. )                                                                 |> elseThrow "r must be more than -100%"
39 |         ( annuityCertainPvFactor r nper pd <> 0. )                                  |> elseThrow "1 * pd + 1 - (1 / (1 + r)^nper) / nper has to be <> 0"
40 |         ( per >= 1. && per <= nper )                                                |> elseThrow "per must be in the range 1 to nper"
41 |         ( nper > 0. )                                                               |> elseThrow "nper must be more than 0"
42 |         if approxEqual per 1. && pd = PaymentDue.BeginningOfPeriod then pmt r nper pv fv pd
43 |         elif r = -1. then 0.
44 |         else ppmt r per nper pv fv pd       
45 |     let calcCumipmt r nper pv startPeriod endPeriod pd =
46 |         ( raisable r nper)                                                          |> elseThrow "r is not raisable to nper (r is negative and nper not an integer)"
47 |         ( raisable r (startPeriod - 1.))                                            |> elseThrow "r is not raisable to (per - 1) (r is negative and nper not an integer)"
48 |         ( pv > 0. )                                                                 |> elseThrow "pv must be more than 0"
49 |         ( r > 0. )                                                                  |> elseThrow "r must be more than 0"
50 |         ( nper > 0. )                                                               |> elseThrow "nper must be more than 0"
51 |         ( annuityCertainPvFactor r nper pd <> 0. )                                  |> elseThrow "1 * pd + 1 - (1 / (1 + r)^nper) / nper has to be <> 0"
52 |         ( startPeriod <= endPeriod )                                                |> elseThrow "startPeriod must be less or equal to endPeriod"
53 |         ( startPeriod >= 1. )                                                       |> elseThrow "startPeriod must be more or equal to 1"
54 |         ( endPeriod <= nper )                                                       |> elseThrow "startPeriod and endPeriod must be less or equal to nper"
55 |         aggrBetween (int (ceiling startPeriod)) (int endPeriod) (fun acc per -> acc + calcIpmt r (float per) nper pv 0. pd) 0.
56 |     let calcCumprinc r nper pv startPeriod endPeriod pd =
57 |         ( raisable r nper)                                                          |> elseThrow "r is not raisable to nper (r is negative and nper not an integer)"
58 |         ( raisable r (startPeriod - 1.))                                            |> elseThrow "r is not raisable to (per - 1) (r is negative and nper not an integer)"
59 |         ( pv > 0. )                                                                 |> elseThrow "pv must be more than 0"
60 |         ( r > 0. )                                                                  |> elseThrow "r must be more than 0"
61 |         ( nper > 0. )                                                               |> elseThrow "nper must be more than 0"
62 |         ( annuityCertainPvFactor r nper pd <> 0. )                                  |> elseThrow "1 * pd + 1 - (1 / (1 + r)^nper) / nper has to be <> 0"
63 |         ( startPeriod <= endPeriod )                                                |> elseThrow "startPeriod must be less or equal to endPeriod"
64 |         ( startPeriod >= 1. )                                                       |> elseThrow "startPeriod must be more or equal to 1"
65 |         ( endPeriod <= nper )                                                       |> elseThrow "startPeriod and endPeriod must be less or equal to nper"
66 |         aggrBetween (int (ceiling startPeriod)) (int endPeriod) (fun acc per -> acc + calcPpmt r (float per) nper pv 0. pd) 0.
67 |     let calcIspmt r per nper pv =
68 |         ( per >= 1. && per <= nper )                                                |> elseThrow "per must be in the range 1 to nper"
69 |         ( nper > 0. )                                                               |> elseThrow "nper must be more than 0"
70 |         ispmt r per nper pv


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/mirr.test:
--------------------------------------------------------------------------------
  1 | -100;10;10;100,-1.5,-1.5,-0.008403758659613
  2 | -100;10;10;100,-1.5,-2,0
  3 | -100;10;10;100,-1.5,-0.4,0.03102734709515
  4 | -100;10;10;100,-1.5,-0.1,0.05402836501767
  5 | -100;10;10;100,-1.5,0,0.06265856918261
  6 | -100;10;10;100,-1.5,0.6,0.1229344816003
  7 | -100;10;10;100,-1.5,1.5,0.2331060371652
  8 | -100;10;10;100,-2,-1.5,-0.008403758659613
  9 | -100;10;10;100,-2,-2,0
 10 | -100;10;10;100,-2,-0.4,0.03102734709515
 11 | -100;10;10;100,-2,-0.1,0.05402836501767
 12 | -100;10;10;100,-2,0,0.06265856918261
 13 | -100;10;10;100,-2,0.6,0.1229344816003
 14 | -100;10;10;100,-2,1.5,0.2331060371652
 15 | -100;10;10;100,-0.4,-1.5,-0.008403758659613
 16 | -100;10;10;100,-0.4,-2,0
 17 | -100;10;10;100,-0.4,-0.4,0.03102734709515
 18 | -100;10;10;100,-0.4,-0.1,0.05402836501767
 19 | -100;10;10;100,-0.4,0,0.06265856918261
 20 | -100;10;10;100,-0.4,0.6,0.1229344816003
 21 | -100;10;10;100,-0.4,1.5,0.2331060371652
 22 | -100;10;10;100,-0.1,-1.5,-0.008403758659613
 23 | -100;10;10;100,-0.1,-2,0
 24 | -100;10;10;100,-0.1,-0.4,0.03102734709515
 25 | -100;10;10;100,-0.1,-0.1,0.05402836501767
 26 | -100;10;10;100,-0.1,0,0.06265856918261
 27 | -100;10;10;100,-0.1,0.6,0.1229344816003
 28 | -100;10;10;100,-0.1,1.5,0.2331060371652
 29 | -100;10;10;100,0,-1.5,-0.008403758659613
 30 | -100;10;10;100,0,-2,0
 31 | -100;10;10;100,0,-0.4,0.03102734709515
 32 | -100;10;10;100,0,-0.1,0.05402836501767
 33 | -100;10;10;100,0,0,0.06265856918261
 34 | -100;10;10;100,0,0.6,0.1229344816003
 35 | -100;10;10;100,0,1.5,0.2331060371652
 36 | -100;10;10;100,0.6,-1.5,-0.008403758659613
 37 | -100;10;10;100,0.6,-2,0
 38 | -100;10;10;100,0.6,-0.4,0.03102734709515
 39 | -100;10;10;100,0.6,-0.1,0.05402836501767
 40 | -100;10;10;100,0.6,0,0.06265856918261
 41 | -100;10;10;100,0.6,0.6,0.1229344816003
 42 | -100;10;10;100,0.6,1.5,0.2331060371652
 43 | -100;10;10;100,1.5,-1.5,-0.008403758659613
 44 | -100;10;10;100,1.5,-2,0
 45 | -100;10;10;100,1.5,-0.4,0.03102734709515
 46 | -100;10;10;100,1.5,-0.1,0.05402836501767
 47 | -100;10;10;100,1.5,0,0.06265856918261
 48 | -100;10;10;100,1.5,0.6,0.1229344816003
 49 | -100;10;10;100,1.5,1.5,0.2331060371652
 50 | -100;-10;10;100,-1.5,-1.5,0.05895589606372
 51 | -100;-10;10;100,-1.5,-2,0.04004191152595
 52 | -100;-10;10;100,-1.5,-0.4,0.09834461751387
 53 | -100;-10;10;100,-1.5,-0.1,0.1086101154833
 54 | -100;-10;10;100,-1.5,0,0.1119900452847
 55 | -100;-10;10;100,-1.5,0.6,0.131851195963
 56 | -100;-10;10;100,-1.5,1.5,0.1603972084032
 57 | -100;-10;10;100,-2,-1.5,0.01818579071493
 58 | -100;-10;10;100,-2,-2,0
 59 | -100;-10;10;100,-2,-0.4,0.05605803510589
 60 | -100;-10;10;100,-2,-0.1,0.06592830846284
 61 | -100;-10;10;100,-2,0,0.06917810999861
 62 | -100;-10;10;100,-2,0.6,0.08827460068633
 63 | -100;-10;10;100,-2,1.5,0.1157215834703
 64 | -100;-10;10;100,-0.4,-1.5,-0.06618910089637
 65 | -100;-10;10;100,-0.4,-2,-0.08286787380136
 66 | -100;-10;10;100,-0.4,-0.4,-0.03145524887418
 67 | -100;-10;10;100,-0.4,-0.1,-0.02240290408416
 68 | -100;-10;10;100,-0.4,0,-0.01942240669193
 69 | -100;-10;10;100,-0.4,0.6,-0.001908401584573
 70 | -100;-10;10;100,-0.4,1.5,0.02326410809381
 71 | -100;-10;10;100,-0.1,-1.5,-0.05087800419707
 72 | -100;-10;10;100,-0.1,-2,-0.06783024821384
 73 | -100;-10;10;100,-0.1,-0.4,-0.01557464354357
 74 | -100;-10;10;100,-0.1,-0.1,-0.006373873278356
 75 | -100;-10;10;100,-0.1,0,-0.003344506587404
 76 | -100;-10;10;100,-0.1,0.6,0.01445666439695
 77 | -100;-10;10;100,-0.1,1.5,0.04004191152595
 78 | -100;-10;10;100,0,-1.5,-0.04769300718637
 79 | -100;-10;10;100,0,-2,-0.06470213835438
 80 | -100;-10;10;100,0,-0.4,-0.01227117799179
 81 | -100;-10;10;100,0,-0.1,-0.003039532427178
 82 | -100;-10;10;100,0,0,0
 83 | -100;-10;10;100,0,0.6,0.01786090690516
 84 | -100;-10;10;100,0,1.5,0.04353201121162
 85 | -100;-10;10;100,0.6,-1.5,-0.0366186775264
 86 | -100;-10;10;100,0.6,-2,-0.05382560701702
 87 | -100;-10;10;100,0.6,-0.4,-0.0007849296788888
 88 | -100;-10;10;100,0.6,-0.1,0.008554070223199
 89 | -100;-10;10;100,0.6,0,0.01162894921862
 90 | -100;-10;10;100,0.6,0.6,0.02969755970318
 91 | -100;-10;10;100,0.6,1.5,0.055667191978
 92 | -100;-10;10;100,1.5,-1.5,-0.02972072431552
 93 | -100;-10;10;100,1.5,-2,-0.04705085797438
 94 | -100;-10;10;100,1.5,-0.4,0.006369598483423
 95 | -100;-10;10;100,1.5,-0.1,0.01577546701049
 96 | -100;-10;10;100,1.5,0,0.01887236259575
 97 | -100;-10;10;100,1.5,0.6,0.03707034701231
 98 | -100;-10;10;100,1.5,1.5,0.06322592570748
 99 | -200;0;10;-10;300,-1.5,-1.5,0.2600449358144
100 | -200;0;10;-10;300,-1.5,-2,0.2677835488884
101 | -200;0;10;-10;300,-1.5,-0.4,0.2611888724766
102 | -200;0;10;-10;300,-1.5,-0.1,0.2658364965098
103 | -200;0;10;-10;300,-1.5,0,0.2677835488884
104 | -200;0;10;-10;300,-1.5,0.6,0.2834406414325
105 | -200;0;10;-10;300,-1.5,1.5,0.3183529375264
106 | -200;0;10;-10;300,-2,-1.5,0.1232927206602
107 | -200;0;10;-10;300,-2,-2,0.130191464893
108 | -200;0;10;-10;300,-2,-0.4,0.1243125062956
109 | -200;0;10;-10;300,-2,-0.1,0.1284557253956
110 | -200;0;10;-10;300,-2,0,0.130191464893
111 | -200;0;10;-10;300,-2,0.6,0.1441492989207
112 | -200;0;10;-10;300,-2,1.5,0.1752725763127
113 | -200;0;10;-10;300,-0.4,-1.5,0.05272969727662
114 | -200;0;10;-10;300,-0.4,-2,0.05919507606371
115 | -200;0;10;-10;300,-0.4,-0.4,0.05368542199869
116 | -200;0;10;-10;300,-0.4,-0.1,0.05756837228284
117 | -200;0;10;-10;300,-0.4,0,0.05919507606371
118 | -200;0;10;-10;300,-0.4,0.6,0.07227610660928
119 | -200;0;10;-10;300,-0.4,1.5,0.1014442813731
120 | -200;0;10;-10;300,-0.1,-1.5,0.09074031008576
121 | -200;0;10;-10;300,-0.1,-2,0.09743913247226
122 | -200;0;10;-10;300,-0.1,-0.4,0.09173054288949
123 | -200;0;10;-10;300,-0.1,-0.1,0.09575369375903
124 | -200;0;10;-10;300,-0.1,0,0.09743913247226
125 | -200;0;10;-10;300,-0.1,0.6,0.1109924760802
126 | -200;0;10;-10;300,-0.1,1.5,0.1412138178633
127 | -200;0;10;-10;300,0,-1.5,0.0955356663742
128 | -200;0;10;-10;300,0,-2,0.1022639396206
129 | -200;0;10;-10;300,0,-0.4,0.09653025266066
130 | -200;0;10;-10;300,0,-0.1,0.1005710910051
131 | -200;0;10;-10;300,0,0,0.1022639396206
132 | -200;0;10;-10;300,0,0.6,0.1158768694664
133 | -200;0;10;-10;300,0,1.5,0.1462310770654
134 | -200;0;10;-10;300,0.6,-1.5,0.105621583878
135 | -200;0;10;-10;300,0.6,-2,0.1124118001638
136 | -200;0;10;-10;300,0.6,-0.4,0.1066253267036
137 | -200;0;10;-10;300,0.6,-0.1,0.1107033665408
138 | -200;0;10;-10;300,0.6,0,0.1124118001638
139 | -200;0;10;-10;300,0.6,0.6,0.1261500558128
140 | -200;0;10;-10;300,0.6,1.5,0.1567837157776
141 | -200;0;10;-10;300,1.5,-1.5,0.1080949227489
142 | -200;0;10;-10;300,1.5,-2,0.1149003291378
143 | -200;0;10;-10;300,1.5,-0.4,0.1091009110048
144 | -200;0;10;-10;300,1.5,-0.1,0.1131880736509
145 | -200;0;10;-10;300,1.5,0,0.1149003291378
146 | -200;0;10;-10;300,1.5,0.6,0.1286693180524
147 | -200;0;10;-10;300,1.5,1.5,0.1593715072708
148 | -123;12;15;50;200,0.14,0.12,0.2409336872986
149 | -123;12;15;50;200,0.14,0.12,0.2409336872986
150 | 


--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
  1 | # Excel Financial Functions
  2 | 
  3 | This is a .NET Standard library that provides the full set of financial functions from Excel. The main goal for the library is compatibility with Excel, by providing the same functions, with the same behaviour. Note though that this is not a wrapper over the Excel library; the functions have been re-implemented in managed code so that you do not need to have Excel installed to use this library.
  4 | 
  5 | [![Build+Test+Docs](https://github.com/fsprojects/ExcelFinancialFunctions/actions/workflows/push-master.yml/badge.svg)](https://github.com/fsprojects/ExcelFinancialFunctions/actions/workflows/push-master.yml)
  6 | [![NuGet Badge](https://img.shields.io/nuget/v/ExcelFinancialFunctions.svg?style=flat)](https://www.nuget.org/packages/ExcelFinancialFunctions/)
  7 | 
  8 | ## Goal: Match Excel 
  9 | 
 10 | We replicate the results Excel would produce in every situation,
 11 | even in cases where we might disagree with Excel\'s approach. Please have a look at the [Compatibility](http://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html) page for more detail on this topic.
 12 | 
 13 | Microsoft\'s official documentation on [Excel Functions](https://support.microsoft.com/en-us/office/excel-functions-by-category-5f91f4e9-7b42-46d2-9bd1-63f26a86c0eb) is the best place to learn more about how the functions should work. The scope for this library is the full set of functions in the "Financial Functions" category.
 14 | 
 15 | ### Thoroughly tested
 16 | 
 17 | As of last count, the library is validated against 199,252 test cases.
 18 | 
 19 | * [ExcelFinancialFunctions.Tests](./tests/ExcelFinancialFunctions.Tests): Unit tests checking against previously-determined truth values from Excel 2010. Inputs and expected outputs are read from data files.
 20 | * [ExcelFinancialFunctions.ConsoleTests](./tests/ExcelFinancialFunctions.ConsoleTests): Test cases comparing the library results directly to running Excel code via interop. These should be run on a Windows machine with Excel 2013 (or later) installed.  
 21 | 
 22 | ### Difference #1: CoupDays
 23 | 
 24 | There are two notable areas where we judged that Excel was sufficiently incorrect
 25 | such that we needed to deviate from the primary goal of matching Excel precisely.
 26 | 
 27 | The first is the coupDays algorithm. Excel doesn't respect the following:
 28 | 
 29 | ```
 30 | coupDays = coupDaysBS + coupDaysNC.
 31 | ```
 32 | 
 33 | This equality should stand. The result differs from Excel by +/- one or two days when the date spans a leap year.
 34 | 
 35 | ### Difference #2: VDB
 36 | 
 37 | In the excel version of this algorithm the depreciation in the period (0,1) is not the same as 
 38 | the sum of the depreciations in periods (0,0.5) (0.5,1).
 39 | 
 40 | ```
 41 | VDB(100,10,13,0,0.5,1,0) + VDB(100,10,13,0.5,1,1,0) <> VDB(100,10,13,0,1,1,0)
 42 | ```    
 43 | 
 44 | Notice that in Excel by using '1' (no_switch) instead of '0' as the last parameter everything works as expected.  The last parameter should have no influence in the calculation given that in the first period there is no switch to sln depreciation.
 45 | 
 46 | ### You can help!
 47 | 
 48 | Found a discrepency? [Open an Issue](https://github.com/fsprojects/ExcelFinancialFunctions/issues)! Or better yet, a [Pull Request](https://github.com/fsprojects/ExcelFinancialFunctions/pulls).
 49 | 
 50 | ## Adding it to your project
 51 | 
 52 | Excel Financial Functions is a .NET Standard 2.0 library, which you can add to any project
 53 | based on a .NET implementation which [supports the standard](https://docs.microsoft.com/en-us/dotnet/standard/net-standard). This includes .NET Framework 4.6.1 or later, and .NET Core 2.0 or later.
 54 | 
 55 | Simply add it from NuGet in the usual way:
 56 | 
 57 | ```
 58 | PS> dotnet add package ExcelFinancialFunctions
 59 | 
 60 |   Determining projects to restore...
 61 | info : Adding PackageReference for package 'ExcelFinancialFunctions' into project 
 62 | info :   GET https://api.nuget.org/v3/registration5-gz-semver2/excelfinancialfunctions/index.json
 63 | info :   OK https://api.nuget.org/v3/registration5-gz-semver2/excelfinancialfunctions/index.json 69ms
 64 | info : Restoring packages for project.csproj...
 65 | info : PackageReference for package 'ExcelFinancialFunctions' version '2.4.1' added to file 'project.csproj'.
 66 | info : Committing restore...
 67 | log  : Restored project.csproj (in 72 ms).
 68 | ```
 69 | 
 70 | ## Using it
 71 | 
 72 | Even though the libary is written in F#, you can use it from any .NET language, including C#. The functions are provided as static methods on a Financial class in the Excel.FinancialFunctions namespace.
 73 | 
 74 | ``` c#
 75 | using Excel.FinancialFunctions;
 76 | 
 77 | Console.WriteLine( Financial.IPmt(rate: 0.005, per: 53, nper: 180, pv: 200000, fv: 0, typ: PaymentDue.EndOfPeriod) );
 78 | // Displays -796.3747578439793
 79 | 
 80 | Console.WriteLine( Financial.Pmt(rate: 0.005, nper: 180, pv: 200000, fv: 0, typ: PaymentDue.EndOfPeriod) );
 81 | // Displays -1687.7136560969248
 82 | ```
 83 | 
 84 | Or from F#:
 85 | 
 86 | ```F#
 87 | open Excel.FinancialFunctions
 88 | 
 89 | printfn "%f" <| Financial.IPmt (0.005, 53., 180., 200000., 0., PaymentDue.EndOfPeriod) 
 90 | // Displays -796.374758
 91 | 
 92 | printfn "%f" <| Financial.Pmt (0.005, 180., 200000., 0., PaymentDue.EndOfPeriod) 
 93 | // Displays -1687.713656
 94 | ```
 95 | 
 96 | ## Code of Conduct
 97 | 
 98 | This repository is governed by the [Contributor Covenant Code of Conduct](https://www.contributor-covenant.org/).
 99 | 
100 | We pledge to be overt in our openness, welcoming all people to contribute, and pledging in return to value them as whole human beings and to foster an atmosphere of kindness, cooperation, and understanding.
101 | 
102 | ## Library license
103 | 
104 | The library is available under Apache 2.0. For more information see the [License file](./LICENSE.txt).
105 | 
106 | ## The origin
107 | 
108 | The original author is [Luca Bolognese](https://github.com/lucabol). His story:
109 | 
110 | > I coded it the summer my daughter was born 12 years ago while back in Italy for three months. It is one of my first forays into functional programming.
111 | > 
112 | > I coded most of them with the sea in front of me. I would bet that it is one of the most Excel-compliant libraries in existence across all languages.
113 | > 
114 | > I am happy that the tests still pass! This is a testament to good backward compatibility in the language.
115 | > 
116 | > We think this is one of the most Excel compliant libraries in existence because of the extensive test-suite.
117 | 
118 | ## Maintainers
119 | 
120 | Current maintainer is [James Coliz](https://github.com/jcoliz).
121 | 
122 | Historical maintainers of this project are [Natallie Baikevich](https://github.com/luajalla) and [Chris Pell](https://github.com/jcoliz). And of course, where would we be without [Don Syme](https://github.com/dsyme)?
123 | 
124 | The default maintainer account for projects under "fsprojects" is [@fsprojectsgit](https://github.com/fsprojectsgit) - F# Community Project Incubation Space (repo management)
125 | 


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/src/ExcelFinancialFunctions/common.fs:
--------------------------------------------------------------------------------
  1 | // Common math, error management, zero finding, etc... routines used in all the rest of the library
  2 | #light
  3 | namespace Excel.FinancialFunctions
  4 | 
  5 | open System
  6 | open System.Collections.Generic
  7 | 
  8 | module internal Common =
  9 |     
 10 |     // Error management functions
 11 |     let mutable precision = 0.0001
 12 |     let areEqual x y = if abs(x - y) < precision then true else false
 13 |     let throw s = failwith s
 14 |     let elseThrow s c = if not(c) then throw s   
 15 |     let raisable b p = not( (1. + b) < 0. && (p - float (int p)) <> 0. )   
 16 |     // Mathematical functions
 17 |     let ln x = Math.Log(x)
 18 |     let sign (x:float) = Math.Sign(x)
 19 |     let idem x = x
 20 |     let min (x:float) y = Math.Min(x, y)
 21 |     let max (x:float) y = Math.Max(x, y)
 22 |     let rest x = x - float (int x)
 23 |     let ceiling (x:float) = Math.Ceiling(x)
 24 |     let floor (x:float) = Math.Floor(x)
 25 |     let pow x y = Math.Pow(x, y)
 26 |     let sqr x = Math.Sqrt(x)
 27 |     let log10 x = Math.Log(x, 10.)
 28 |     let round excelComplaint (x:float) =
 29 |         // Excel precision is of 13 digits so to be Excel compatible you need to preround to 13 digits ...
 30 |         if excelComplaint then
 31 |             let k = Math.Round(x, 13, MidpointRounding.AwayFromZero)
 32 |             Math.Round(k, MidpointRounding.AwayFromZero)
 33 |         else Math.Round(x, MidpointRounding.AwayFromZero)
 34 | 
 35 |     // Don't want to use fold directly as it is hard to read. Building simpler utility func instead ...
 36 |     let aggrBetween startPeriod endPeriod f initialValue=
 37 |         let s = if startPeriod <= endPeriod then {startPeriod .. 1 .. endPeriod} else {startPeriod .. -1 .. endPeriod}
 38 |         s |> Seq.fold f initialValue
 39 |            
 40 |     // Date functions
 41 |     let days (after:DateTime) (before:DateTime) = (after - before).Days
 42 |     let date y m d = new DateTime(y, m, d)
 43 |     let (|Date|) (d1:DateTime) = (d1.Year,d1.Month,d1.Day)
 44 |     let isLeapYear (Date(y,_,_) as d) = DateTime.IsLeapYear(y)
 45 |     let leapYear y = DateTime.IsLeapYear(y)
 46 |     let lastDayOfMonth y m d = DateTime.DaysInMonth(y, m) = d
 47 |     let lastDayOfFebruary (Date(y, m, d) as dt) = m = 2 && lastDayOfMonth y m d
 48 |     let daysOfMonth y m = DateTime.DaysInMonth(y, m)
 49 |     let addYears (d: DateTime) n = d.AddYears(n)
 50 |        
 51 |     // Find an interval that bounds the root, (shift, factor, maxtTries) are guesses
 52 |     let findBounds f guess minBound maxBound precision =
 53 |         if guess <= minBound || guess >= maxBound then throw (sprintf "guess needs to be between %f and %f" minBound maxBound) 
 54 |         let shift = 0.01
 55 |         let factor = 1.6
 56 |         let maxTries = 60
 57 |         let adjValueToMin value = if value <= minBound then minBound + precision else value
 58 |         let adjValueToMax value = if value >= maxBound then maxBound - precision else value
 59 |         let rec rfindBounds low up tries =
 60 |             let tries = tries - 1
 61 |             if tries = 0 then throw (sprintf "Not found an interval comprising the root after %i tries, last tried was (%f, %f)" maxTries low up) 
 62 |             let lower = adjValueToMin low
 63 |             let upper = adjValueToMax up 
 64 |             match f lower, f upper with
 65 |             | x, y when (x*y = 0.)          -> lower, upper
 66 |             | x, y when (x*y < 0.)          -> lower, upper
 67 |             | x, y when (x*y > 0.)          -> rfindBounds (lower + factor * (lower - upper)) (upper + factor * (upper - lower)) tries 
 68 |             | x, y                          -> throw (sprintf "FindBounds: one of the values (%f, %f) cannot be used to evaluate the objective function" lower upper)        
 69 |         let low = adjValueToMin (guess - shift) 
 70 |         let high = adjValueToMax (guess + shift)        
 71 |         rfindBounds low high maxTries
 72 | 
 73 |     // Very simple bisection algo. (200) is a guess. It is high. The reason is that if a root doesn't exist, I don't mind the slight perf degradation of 200 iters. But I want to catch it if it exists.
 74 |     let bisection =
 75 |         let maxCount = 200
 76 |         let rec helper f a b count precision =
 77 |             if a = b then throw (sprintf "(a=b=%f) impossible to start bisection" a) 
 78 |             
 79 |             let fa = f a
 80 |             if abs fa < precision then a // a is the root
 81 |             else
 82 |                 let fb = f b
 83 |                 if abs fb < precision then b // b is the root
 84 |                 else
 85 |                     let newCount = count + 1
 86 |                 
 87 |                     if newCount > maxCount then throw (sprintf "No root found in %i iterations" maxCount)
 88 |                     if fa * fb > 0. then throw (sprintf "(%f,%f) don't bracket the root" a b)
 89 |                     
 90 |                     let midvalue = a + 0.5 * (b - a)
 91 |                     let fmid = f midvalue
 92 |                     
 93 |                     if abs fmid < precision then midvalue // the midvalue is the root
 94 |                     elif fa * fmid < 0. then helper f a midvalue newCount precision
 95 |                     elif fa * fmid > 0. then helper f midvalue b newCount precision
 96 |                     else throw "Bisection: It should never get here" 
 97 |         helper
 98 |         
 99 |     let newton =
100 |         let maxCount = 20
101 |         let rec helper f x count precision =
102 |             let d f x = (f (x + precision) - f (x - precision))/(2. * precision)
103 |             let fx = f x
104 |             let Fx = d f x
105 |             let newX = x - (fx / Fx)
106 |             if abs (newX - x) < precision then Some( newX )
107 |             elif count > maxCount then None
108 |             else helper f newX (count + 1) precision
109 |         helper
110 | 
111 |     // This is my main root finding algo. My strategy is to try a fast but not precise one (newton) first.
112 |     // If the result is sensible (it exist and has the same sign as guess), then return it, else try bisection.
113 |     // I'm sure more complex way to pick algos exist (i.e. Brent's method). But I favor simplicity here ...         
114 |     let findRoot f guess =
115 |         let precision = 0.000001 // Excel precision on this, from docs
116 |         let newtValue = newton f guess 0 precision
117 |         if newtValue.IsSome && sign guess = sign newtValue.Value
118 |         then newtValue.Value
119 |         else
120 |             let lower, upper = findBounds f guess -1.0 Double.MaxValue precision
121 |             bisection f lower upper 0 precision
122 |      
123 |     let memoize f =
124 |         let m = new Dictionary<_,_> ()
125 |         fun x ->
126 |                 lock m (fun () ->
127 |                     let foundIt, res = m.TryGetValue(x)
128 |                     if foundIt then res
129 |                     else
130 |                         let r = f x
131 |                         m.Add(x, r)
132 |                         r
133 |                 )


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/tests/ExcelFinancialFunctions.ConsoleTests/excel.fs:
--------------------------------------------------------------------------------
 1 | // Wrappers for Excel functions to be used in the testcases
 2 | #light
 3 | namespace Excel.FinancialFunctions
 4 | open Microsoft.Office.Interop.Excel // You need Excel 12 to test this
 5 | 
 6 | open System
 7 | open System.Runtime.InteropServices // For COMException
 8 | open Excel.FinancialFunctions.Common
 9 | open Excel.FinancialFunctions.Tvm
10 | open Excel.FinancialFunctions.DayCount
11 | 
12 | module internal ExcelTesting =
13 |     // Need to be a singleton for perf reasons
14 |     let app = new ApplicationClass()
15 |     let funcs = app.WorksheetFunction
16 |     
17 |     let pvEx r nper pmt fv (pd:PaymentDue) = funcs.Pv(r, nper, pmt, fv, int pd) 
18 |     let fvEx r nper pmt thePv (pd:PaymentDue) = funcs.Fv(r, nper, pmt, thePv, int pd)
19 |     let pmtEx r nper pv fv (pd:PaymentDue) = funcs.Pmt(r, nper, pv, fv, int pd)
20 |     let ipmtEx r per nper pv fv (pd:PaymentDue) = funcs.Ipmt(r, per, nper, pv, fv, int pd)
21 |     let ppmtEx r per nper pv fv (pd:PaymentDue) = funcs.Ppmt(r, per, nper, pv, fv, int pd)
22 |     let nperEx r pmt pv fv (pd:PaymentDue) = float (funcs.NPer(r, pmt, pv, fv, float pd))
23 |     let rateEx nper pmt pv fv (pd:PaymentDue) guess = funcs.Rate (nper, pmt, pv, fv, float pd, guess)
24 |     let fvScheduleEx pv interests = funcs.FVSchedule(pv, interests)
25 |     let irrEx cfs guess = funcs.Irr(cfs, guess)
26 |     let npvEx r cfs = funcs.Npv(r, cfs)
27 |     let mirrEx cfs financeRate reinvestRate = funcs.MIrr(cfs, financeRate, reinvestRate)
28 |     // Is there a bug in the Excel managed OM in that Worksheet.Xnpv takes 2 params instead of three??
29 |     // Trying to make it work with app.Run, but giving up after a day. XIRR should provide enough test
30 |     //let convertDatesToLong (dates:array<DateTime>) = dates |> Array.map (fun x -> x.ToOADate())
31 |     //let xnpvEx r cfs dates: float = Convert.ToDouble (app.Run(Macro = "atpvbaen.xlam!XNPV", Arg1 = r, Arg2 = cfs, Arg3 = (convertDatesToLong dates) ))
32 |     let xirrEx cfs dates guess = funcs.Xirr(cfs, dates, guess)
33 |     let dbEx cost salvage life period month = funcs.Db(cost, salvage, life, period, month)
34 |     let slnEx cost salvage life = funcs.Sln(cost, salvage, life)
35 |     let sydEx cost salvage life period = funcs.Syd(cost, salvage, life, period)
36 |     let ddbEx cost salvage life period factor = funcs.Ddb(cost, salvage, life, period, factor)
37 |     let vdbEx cost salvage life startPeriod endPeriod factor bflag = funcs.Vdb(cost, salvage, life, startPeriod, endPeriod, factor, bflag)
38 |     let cumipmtEx r nper pv startPeriod endPeriod (pd:PaymentDue) = funcs.CumIPmt(r, nper, pv, startPeriod, endPeriod, int pd)
39 |     let cumprincEx r nper pv startPeriod endPeriod (pd:PaymentDue) = funcs.CumPrinc(r, nper, pv, startPeriod, endPeriod, int pd)
40 |     let ispmtEx r per nper pv = funcs.Ispmt (r, per, nper, pv)
41 |     let coupDaysEx settl mat (freq:Frequency) (basis:DayCountBasis) = funcs.CoupDays (settl, mat, int freq, int basis)
42 |     let coupPCDEx settl mat (freq:Frequency) (basis:DayCountBasis) = float (DateTime.FromOADate (funcs.CoupPcd (settl, mat, int freq, int basis))).Ticks
43 |     let coupNCDEx settl mat (freq:Frequency) (basis:DayCountBasis) = float (DateTime.FromOADate (funcs.CoupNcd (settl, mat, int freq, int basis))).Ticks
44 |     let coupNumEx settl mat (freq:Frequency) (basis:DayCountBasis) = funcs.CoupNum (settl, mat, int freq, int basis)
45 |     let coupDaysBSEx settl mat (freq:Frequency) (basis:DayCountBasis) = funcs.CoupDayBs (settl, mat, int freq, int basis)
46 |     let coupDaysNCEx settl mat (freq:Frequency) (basis:DayCountBasis) = funcs.CoupDaysNc (settl, mat, int freq, int basis)
47 |     let accrIntMEx issue settlement rate par (basis:DayCountBasis) = funcs.AccrIntM(issue, settlement, rate, par, int basis)
48 |     let accrIntEx issue firstInterest settlement rate par (frequency:Frequency) (basis:DayCountBasis) = funcs.AccrInt(issue, firstInterest, settlement, rate, par, int frequency, int basis)
49 |     let priceEx settlement maturity rate yld redemption (frequency:Frequency) basis = funcs.Price(settlement, maturity, rate, yld, redemption, int frequency, basis) 
50 |     let priceMatEx settlement maturity issue rate yld basis = funcs.PriceMat(settlement, maturity, issue, rate, yld, basis)
51 |     let yieldMatEx settlement maturity issue rate pr basis = funcs.YieldMat(settlement, maturity, issue, rate, pr, basis)
52 |     let yearFracEx startDate endDate basis = funcs.YearFrac(startDate, endDate, basis)
53 |     let intRateEx settlement maturity investment redemption basis = funcs.IntRate(settlement, maturity, investment, redemption, basis)
54 |     let receivedEx settlement maturity investment discount basis = funcs.Received(settlement, maturity, investment, discount, basis)
55 |     let discEx settlement maturity pr redemption basis = funcs.Disc(settlement, maturity, pr, redemption, basis)
56 |     let priceDiscEx settlement maturity discount redemption basis = funcs.PriceDisc(settlement, maturity, discount, redemption, basis)
57 |     let yieldDiscEx settlement maturity pr redemption basis = funcs.YieldDisc(settlement, maturity, pr, redemption, basis)
58 |     let TBillEqEx settlement maturity discount = funcs.TBillEq(settlement, maturity, discount)
59 |     let TBillYieldEx settlement maturity pr = funcs.TBillYield(settlement, maturity, pr)
60 |     let TBillPriceEx settlement maturity discount = funcs.TBillPrice(settlement, maturity, discount)
61 |     let dollarDeEx fractionalDollar fraction = funcs.DollarDe(fractionalDollar, fraction)
62 |     let dollarFrEx fractionalDollar fraction = funcs.DollarFr(fractionalDollar, fraction)
63 |     let effectEx nominalRate npery = funcs.Effect(nominalRate, npery)
64 |     let nominalEx effectRate npery = funcs.Nominal(effectRate, npery)
65 |     let durationEx settlement maturity coupon yld frequency basis = funcs.Duration(settlement, maturity, coupon, yld, frequency, basis)
66 |     let mdurationEx settlement maturity coupon yld frequency basis = funcs.MDuration(settlement, maturity, coupon, yld, frequency, basis)
67 |     let oddFPriceEx settlement maturity issue firstCoupon rate yld redemption (frequency:Frequency) basis = funcs.OddFPrice(settlement, maturity, issue, firstCoupon, rate, yld, redemption, int frequency, basis)
68 |     let oddFYieldEx settlement maturity issue firstCoupon rate pr redemption (frequency:Frequency) basis = funcs.OddFYield(settlement, maturity, issue, firstCoupon, rate, pr, redemption, int frequency, basis)
69 |     let oddLPriceEx settlement maturity lastInterest rate yld redemption (frequency:Frequency) basis = funcs.OddLPrice(settlement, maturity, lastInterest, rate, yld, redemption, int frequency, basis)
70 |     let oddLYieldEx settlement maturity lastInterest rate pr redemption (frequency:Frequency) basis = funcs.OddLYield(settlement, maturity, lastInterest, rate, pr, redemption, int frequency, basis)
71 |     let amorLincEx cost datePurchased firstPeriod salvage period rate (basis:DayCountBasis) = funcs.AmorLinc(cost, datePurchased, firstPeriod, salvage, period, rate, basis)
72 |     let amorDegrcEx cost datePurchased firstPeriod salvage period rate (basis:DayCountBasis) = funcs.AmorDegrc(cost, datePurchased, firstPeriod, salvage, period, rate, basis)
73 |    


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/tests/ExcelFinancialFunctions.ConsoleTests/testinfrastructure.fs:
--------------------------------------------------------------------------------
  1 | // Test infrastructure. The idea is that Excel is the oracle.
  2 | // I test a whole bunch of different values for parameters against Excel and check that the result is the same.
  3 | #light
  4 | namespace Excel.FinancialFunctions
  5 | 
  6 | open System
  7 | open System.Collections
  8 | open Excel.FinancialFunctions.ExcelTesting
  9 | open Excel.FinancialFunctions.Common
 10 | open Excel.FinancialFunctions.Tvm
 11 | 
 12 | module internal TestInfrastructure =
 13 |     
 14 |     let totTries = ref 0
 15 |     let totSuccess = ref 0
 16 |     // Closing down Excel singleton
 17 |     let endTests () =
 18 |         printfn "###### Total Test Cases Succeeded %i/%i" !totSuccess !totTries |> ignore
 19 |         app.Quit() 
 20 |         Console.ReadKey ()
 21 |                    
 22 |     let tuplize f = fun (x, y) -> f x y
 23 | 
 24 |     type Result = 
 25 |         | Ok 
 26 |         | Fail of (float * float * obj) 
 27 |         | Exn of (exn * obj)
 28 | 
 29 |     let check1 f1 f2 inp = 
 30 |         try 
 31 |             let r1,r2 = f1 inp, f2 inp 
 32 |             if areEqual r1 r2 then
 33 |                Ok
 34 |             else             
 35 |                Fail(r1,r2,box(inp))
 36 |         with exn -> 
 37 |             Exn (exn,box(inp))
 38 |            
 39 |     let test1 f1 f2 inputs precond =
 40 |         let tries = ref 0
 41 |         let successes = ref 0
 42 |         let failures = new ResizeArray<_>()
 43 |         let exceptions = new ResizeArray<_>()
 44 |         for inp in inputs  do
 45 |             if precond inp then
 46 |                 incr tries;
 47 |                 incr totTries
 48 |                 let res = check1 f1 f2 inp
 49 |                 match res with 
 50 |                 | Ok ->
 51 |                     incr successes
 52 |                     incr totSuccess
 53 |                 | Fail(data) -> failures.Add(data)
 54 |                 | Exn(data) -> exceptions.Add(data)
 55 |         !successes, !tries, failures.ToArray(), exceptions.ToArray()
 56 | 
 57 |     let square s1 s2 = 
 58 |             seq { for x in s1 do for y in s2 do yield (x,y) }
 59 | 
 60 |     /// Pack an pair of sequences together
 61 |     let pack checker f1 f2 s1 s2    = 
 62 |         checker (fun (x,y) -> f1 x y) (fun (x,y) -> f2 x y) (square s1 s2)
 63 |     let test2 f1 f2 s1 s2 precond                   = pack test1 f1 f2 s1 s2 (tuplize precond)
 64 |     let test3 f1 f2 s1 s2 s3 precond                = pack test2 f1 f2 s1 s2 s3 (tuplize precond)
 65 |     let test4 f1 f2 s1 s2 s3 s4 precond             = pack test3 f1 f2 s1 s2 s3 s4 (tuplize precond)
 66 |     let test5 f1 f2 s1 s2 s3 s4 s5 precond          = pack test4 f1 f2 s1 s2 s3 s4 s5 (tuplize precond)
 67 |     let test6 f1 f2 s1 s2 s3 s4 s5 s6 precond       = pack test5 f1 f2 s1 s2 s3 s4 s5 s6 (tuplize precond) 
 68 |     let test7 f1 f2 s1 s2 s3 s4 s5 s6 s7 precond    = pack test6 f1 f2 s1 s2 s3 s4 s5 s6 s7 (tuplize precond)
 69 |     let test8 f1 f2 s1 s2 s3 s4 s5 s6 s7 s8 precond = pack test7 f1 f2 s1 s2 s3 s4 s5 s6 s7 s8 (tuplize precond)
 70 |     let test9 f1 f2 s1 s2 s3 s4 s5 s6 s7 s8 s9 precond = pack test8 f1 f2 s1 s2 s3 s4 s5 s6 s7 s8 s9 (tuplize precond)
 71 | 
 72 |     let precondOk1 _ = true
 73 |     let precondOk2 _ _ = true
 74 |     
 75 |     let spotTest1 f1 f2 p1 =
 76 |         (areEqual (f1 p1) (f2 p1)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1) (f2 p1))
 77 |     let spotTest2 f1 f2 p1 p2 =
 78 |         (areEqual (f1 p1 p2) (f2 p1 p2)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2) (f2 p1 p2))
 79 |     let spotTest3 f1 f2 p1 p2 p3 =
 80 |         (areEqual (f1 p1 p2 p3) (f2 p1 p2 p3)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2 p3) (f2 p1 p2 p3))
 81 |     let spotTest4 f1 f2 p1 p2 p3 p4 =
 82 |         (areEqual (f1 p1 p2 p3 p4) (f2 p1 p2 p3 p4)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2 p3 p4) (f2 p1 p2 p3 p4))
 83 |     let spotTest5 f1 f2 p1 p2 p3 p4 p5 =
 84 |         (areEqual (f1 p1 p2 p3 p4 p5) (f2 p1 p2 p3 p4 p5)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2 p3 p4 p5) (f2 p1 p2 p3 p4 p5))
 85 |     let spotTest6 f1 f2 p1 p2 p3 p4 p5 p6 =
 86 |         (areEqual (f1 p1 p2 p3 p4 p5 p6) (f2 p1 p2 p3 p4 p5 p6)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2 p3 p4 p5 p6) (f2 p1 p2 p3 p4 p5 p6))
 87 |     let spotTest7 f1 f2 p1 p2 p3 p4 p5 p6 p7 =
 88 |         (areEqual (f1 p1 p2 p3 p4 p5 p6 p7) (f2 p1 p2 p3 p4 p5 p6 p7)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2 p3 p4 p5 p6 p7) (f2 p1 p2 p3 p4 p5 p6 p7))
 89 |     let spotTest8 f1 f2 p1 p2 p3 p4 p5 p6 p7 p8 =
 90 |         (areEqual (f1 p1 p2 p3 p4 p5 p6 p7 p8) (f2 p1 p2 p3 p4 p5 p6 p7 p8)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2 p3 p4 p5 p6 p7 p8) (f2 p1 p2 p3 p4 p5 p6 p7 p8))
 91 |     let spotTest9 f1 f2 p1 p2 p3 p4 p5 p6 p7 p8 p9 =
 92 |         (areEqual (f1 p1 p2 p3 p4 p5 p6 p7 p8 p9) (f2 p1 p2 p3 p4 p5 p6 p7 p8 p9)) |> elseThrow (sprintf "%f <> %f in a spot test" (f1 p1 p2 p3 p4 p5 p6 p7 p8 p9) (f2 p1 p2 p3 p4 p5 p6 p7 p8 p9))
 93 |            
 94 |     // Pretty (?) print functions
 95 |     let banner name s t =
 96 |         printfn "## Succeeded %A/%A for %s" s t name
 97 |         
 98 |     let printSummary suc tr = printfn "### Successes/tries %i/%i" suc tr
 99 |     
100 |     let printEndSpotTests () = printfn "#### Spot tests completed succesfully as well!!"
101 |         
102 |     let printExceptions exns =
103 |         for e in exns do
104 |             let (ex:Exception), parms = e
105 |             printfn "\tException < %s > thrown when passing %A" (ex.Message) parms
106 |              
107 |     let printErrors errors =
108 |         for r in errors do
109 |             let (r1:float), (r2:float), parms = r
110 |             if r1 > 10000000. then
111 |                 printfn "\t%A <> %A | when passing %A" ((new DateTime(int64 r1)).ToShortDateString()) ((new DateTime(int64 r2)).ToShortDateString()) parms
112 |             else            
113 |                 printfn "\t%A <> %A | when passing %A" r1 r2 parms
114 |                         
115 |     let printResults results =
116 |         let mutable succ = 0
117 |         let mutable tr = 0
118 |         for r in results do
119 |             let name, (s, t, errors, exns) = r
120 |             banner name s t
121 |             printErrors errors
122 |             printExceptions exns
123 |             succ <- succ + s
124 |             tr <- tr + t
125 | 
126 | 
127 | // Multithreading away, adapted from "F# for scientists" ...              
128 |     open System.Threading
129 |     let spawn (f: unit -> unit) =
130 |         let thread = new Thread(f)
131 |         thread.Start ()
132 |         thread
133 |                                
134 |     let execute n f =
135 |         [|for i in 1 .. n ->
136 |             spawn f|]
137 |         |> Array.iter (fun t -> t.Join())
138 |         
139 |     let next i n () =
140 |         if !i = n then None else
141 |             incr i
142 |             Some(!i - 1)
143 |             
144 |     let map max_threads a =
145 |         let n = Array.length a
146 |         let b = Array.create n None
147 |         let i = ref 0
148 |         let rec apply i =
149 |             let (name, func) = a.[i]
150 |             b.[i] <- Some(name, func ())
151 |             loop ()
152 |         and loop () =
153 |             Option.iter apply (lock i (next i n))
154 |         execute max_threads loop
155 |         Array.map Option.get b
156 |      
157 |     let cpu_map a = map System.Environment.ProcessorCount a
158 | 
159 | 


--------------------------------------------------------------------------------
/docs/openofficediff.fsx:
--------------------------------------------------------------------------------
  1 | (*** hide ***)
  2 | #I "../src/ExcelFinancialFunctions/bin/Release/netstandard2.0"
  3 | #r "ExcelFinancialFunctions.dll"
  4 | 
  5 | open System
  6 | open Excel.FinancialFunctions
  7 | 
  8 | (**
  9 | Difference between OpenOffice and the library
 10 | =============================================
 11 | 
 12 | The library was designed to be Excel-compliant (see [Compatibility](compatibility.html) section), therefore its behavior is different from OpenOffice/LibreOffice. 
 13 | Most of the differences are because of the day count conventions and root finding algorithm implementation details.
 14 | Some examples are provided below. 
 15 | *)
 16 | 
 17 | (**
 18 | ODDFYIELD, ODDFPRICE
 19 | --------------------
 20 | 
 21 | According to the [OO wiki](https://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_ODDFYIELD_function), 
 22 | these functions currently return invalid results (it's #VALUE! even for valid inputs). 
 23 | *)
 24 | 
 25 | Financial.OddFYield(DateTime(2008, 12, 11), DateTime(2021, 4, 1), DateTime(2008, 10, 15), 
 26 |     DateTime(2009, 4, 1), 0.06, 100., 100., Frequency.Quarterly, DayCountBasis.ActualActual)
 27 | // [fsi:Excel: 0.059976999]
 28 | Financial.OddFPrice(DateTime(1999, 2, 28), DateTime(2010, 6, 30), DateTime(1998, 2, 28),
 29 |     DateTime(2009, 6, 30), 0.07, 0.03, 100., Frequency.Annual, DayCountBasis.Actual360)
 30 | // [fsi:Excel: 127.9031274]
 31 | 
 32 | (**
 33 | ODDLYIELD, OODLPRICE
 34 | --------------------
 35 | 
 36 | The functions return different results. ODDLYIELD example can be found [here](https://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_ODDLYIELD_function).
 37 | *)
 38 | 
 39 | Financial.OddLPrice(DateTime(1999, 2, 28), DateTime(2000, 2, 28), DateTime(1998, 2, 28),
 40 |     0.07, 0.03, 130., Frequency.SemiAnnual, DayCountBasis.Actual360)
 41 | // [fsi:Excel: 132.8058252  LibreOffice: 132.8407748124]
 42 | 
 43 | Financial.OddLYield(DateTime(1990, 6, 1), DateTime(1995, 12, 31), DateTime(1990, 1, 1),
 44 |     0.002, 103., 100., Frequency.Quarterly, DayCountBasis.ActualActual)
 45 | // [fsi:Excel: -0.00327563  LibreOffice: -0.002925876]
 46 | // Returns the same value even though the frequency is different
 47 | Financial.OddLYield(DateTime(1990, 6, 1), DateTime(1995, 12, 31), DateTime(1990, 1, 1),
 48 |     0.002, 103., 100., Frequency.Annual, DayCountBasis.ActualActual)
 49 | // [fsi:Excel: -0.00327205  LibreOffice: -0.002925876] 
 50 | 
 51 | (**
 52 | ACCRINT, DISC, DURATION, PRICE, YIELD, INTRATE, TBILL* and others
 53 | ---------------------------------------------------------
 54 | 
 55 | Most likely the differences can be explained with YEARFRAC/day count implementations. 
 56 | DURATION in OO is a completely different function, the analog of Excel one is called DURATION\_ADD.
 57 | *)
 58 | // in our tests, the numbers for European 30/360 basis were the same.
 59 | let accrint basis = 
 60 |     Financial.AccrInt(DateTime(1990, 3, 4), DateTime(1993, 3, 31), 
 61 |         DateTime(1992, 3, 4), 0.07, 10000., Frequency.SemiAnnual, basis)
 62 | 
 63 | accrint DayCountBasis.UsPsa30_360
 64 | // [fsi:Excel: 1401.944444  LibreOffice: 1400.000000]
 65 | accrint DayCountBasis.ActualActual
 66 | // [fsi:Excel: 1398.076923  LibreOffice: 1401.917808]
 67 | accrint DayCountBasis.Actual360
 68 | // [fsi:Excel: 1394.166667  LibreOffice: 1421.388889]
 69 | accrint DayCountBasis.Actual365
 70 | // [fsi:Excel: 1399.041096  LibreOffice: 1401.917808]
 71 | 
 72 | Financial.AccrIntM(DateTime(1990, 3, 4), DateTime(2010, 6, 5), 0.1, 12030.34, DayCountBasis.ActualActual)
 73 | // [fsi:Excel: 24367.7909   LibreOffice: 24383.68639]
 74 | 
 75 | Financial.Disc(DateTime(2003, 2, 14), DateTime(2004, 3, 31), 23., 100., DayCountBasis.ActualActual)
 76 | // [fsi:Excel: 0.684757     LibreOffice: 0.683820]
 77 | 
 78 | Financial.Duration(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 100., 0.03, 
 79 |     Frequency.Annual, DayCountBasis.Actual360)
 80 | // [fsi:Excel: 8.949173     LibreOffice: 9.254729]
 81 | 
 82 | Financial.MDuration(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 100., 0.03,
 83 |     Frequency.SemiAnnual, DayCountBasis.Actual360)
 84 | // [fsi:Excel: 8.860247     LibreOffice: 9.158550]
 85 | 
 86 | Financial.Price(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 0.07, 0.1, 100., 
 87 |     Frequency.Annual, DayCountBasis.Actual360)
 88 | // [fsi:Excel: 74.442516    LibreOffice: 74.334983]    
 89 | 
 90 | Financial.PriceDisc(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 0.01, 100., DayCountBasis.ActualActual)
 91 | // [fsi:Excel: 79.966367    LibreOffice: 80.005464] 
 92 | 
 93 | Financial.IntRate(DateTime(1980, 2, 15), DateTime(1980, 5, 4), 23., 130., DayCountBasis.UsPsa30_360)
 94 | // [fsi:Excel: 21.199780    LibreOffice: 21.471572]
 95 | 
 96 | Financial.TBillPrice(DateTime(1980, 2, 15), DateTime(1980, 3, 15), 2.)
 97 | // [fsi:Excel: 83.888889    LibreOffice: 82.777778]
 98 | 
 99 | Financial.Received(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 200., 0.01, DayCountBasis.ActualActual)
100 | // [fsi:Excel: 250.105148   LibreOffice: 249.982925]
101 | 
102 | // the only function which seems to behave differently in Excel Office for Mac
103 | Financial.AmorDegrc(100., DateTime(1998, 2, 28), DateTime(2000, 2, 29), 
104 |     10., 0.3, 0.15, DayCountBasis.Actual365, true)
105 | // [fsi:Excel: 0    Excel for Mac: -2   LibreOffice: 75]
106 | 
107 | (**
108 | AMORLINC
109 | --------
110 | 
111 | As stated [here](https://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_AMORLINC_function), 
112 | when the date of purchase is the end of a period, Excel regards the initial period 0 as the first full period, 
113 | whereas OO regards the initial period as of zero length and returns 0.  
114 | However, there're other differences too.
115 | *)
116 | 
117 | Financial.AmorLinc(100., DateTime(1998, 2, 28), DateTime(2000, 2, 29), 10., 0., 0.07, DayCountBasis.Actual365)
118 | // [fsi:Excel: 14.000000   LibreOffice: 14.019178]
119 | Financial.AmorLinc(100., DateTime(1998, 2, 28), DateTime(2009, 6, 30), 50., 1.7, 0.1, DayCountBasis.UsPsa30_360)
120 | // [fsi:Excel: 0.0000000   LibreOffice: -63.33333]
121 | 
122 | (**
123 | COUPDAYS, COUPDAYSBS, COUPDAYSNC
124 | --------------------------------
125 | 
126 | In Excel the equality `coupDays = coupDaysBS + coupDaysNC` doesn't necessary hold when basis is other than Actual/Actual.
127 | *)
128 | let cdParam = DateTime(1980, 2, 15), DateTime(2000, 2, 28), Frequency.Annual, DayCountBasis.UsPsa30_360
129 | 
130 | Financial.CoupDays cdParam 
131 | Financial.CoupDaysBS cdParam
132 | Financial.CoupDaysNC cdParam
133 | // [fsi:Excel: 360 <> 345 + 13  LibreOffice: 360 = 345 + 15]
134 | 
135 | (** 
136 | CUMIPMT, CUMPRINC
137 | -----------------
138 | 
139 | OO analogs are called CUMIPMT\_ADD and CUMPRINC\_ADD (they're expected to be [compatible with Excel](https://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_CUMIPMT_ADD_function))
140 | *)
141 | Financial.CumIPmt(0.6, 10., 100., 1.3, 2., PaymentDue.EndOfPeriod)
142 | // [fsi:Excel: -59.669577   LibreOffice: -119.669577]
143 | Financial.CumPrinc(0.6, 10., 100., 1.3, 2., PaymentDue.EndOfPeriod)
144 | // [fsi:Excel: -0.8811289   LibreOffice: -1.431834]
145 | 
146 | (**
147 | DB, DDB
148 | -------
149 | 
150 | Seems like DDB doesn't accept fractional periods.
151 | *)
152 | Financial.Db(100., 10., 1., 0.3, 1.)
153 | // [fsi:Excel: 7.5  LibreOffice: 0.0]
154 | Financial.Ddb(100., 10., 1., 0.3, 1.)
155 | // [fsi:Excel: 90.0 LibreOffice: Err:502]
156 | 
157 | (** 
158 | IRR, XIRR
159 | ---------
160 | 
161 | The implementation details of root finding algorithms might be the cause of differences. 
162 | We didn't check all the tests, because OO doesn't accept arrays as parameters (e.g. {-100;100}). But some of them don't work anyway.
163 | *)
164 | Financial.XIrr([206101714.849377; -156650972.54265], [DateTime(2001, 2, 28); DateTime(2001, 3, 31)], -0.1)
165 | // [fsi:Excel: -0.960452    LibreOffice: Err:502 (Invalid argument)]


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.ConsoleTests/testsdef.fs:
--------------------------------------------------------------------------------
  1 | // All the test values that I want to throw at the testcase infrastructure. Just add values here if you want to run 1,000,0000,000 tests
  2 | #light
  3 | 
  4 | namespace Excel.FinancialFunctions
  5 | 
  6 | open System
  7 | open System.Collections
  8 | open Excel.FinancialFunctions.ExcelTesting
  9 | open Excel.FinancialFunctions.Common
 10 | open Excel.FinancialFunctions.Tvm
 11 | open Excel.FinancialFunctions.Irr
 12 | open Excel.FinancialFunctions.TestInfrastructure
 13 | open Excel.FinancialFunctions.Depreciation
 14 | open Excel.FinancialFunctions.DayCount
 15 | open Excel.FinancialFunctions.Bonds
 16 | open Excel.FinancialFunctions.OddBonds
 17 | 
 18 | module internal TestsDef =
 19 | 
 20 |     // Test values
 21 |     let pvs = [ -300.; -100.; -5.4;  0.;  100.;  150.5]
 22 |     let fvs = pvs
 23 |     let rates = [ -1.5; -1.; -2.0;  -0.4;  -0.1;  0.;  0.6;  1.5]
 24 |     let npers = [ -2.; 0.;  1.;  2.;  2.7; 10.]
 25 |     let pers = [ 0.; 1.; 1.3; 2.; 2.5; 5.]
 26 |     let endPers = [ 1.2; 2.; 3.; 5.; 7.]
 27 |     let dues = [PaymentDue.BeginningOfPeriod; PaymentDue.EndOfPeriod]
 28 |     let pmts = [ 50.;  30.;  -10.;  0.]
 29 |     let guesses = [ 0.15; 0.5; 0.]
 30 |     let pvRates = [0.; -10.; -20.; -100.5]
 31 |     let fvRates = [0.; 10.; 100.; -20.]
 32 |     let testInterests = [ [|0.3; -0.5; 0.2; 1.3; -0.2|]; [|0.3; -0.5; 0.2; 0.; -1.2|]]       
 33 |     let testCfs = [[| -100.;10.;10.;100.|]; [| -100.; -10.; 10.; 100.|]; [| -200.; 0.; 10.; -10.; 300.|]]
 34 |     let testDates = [
 35 |         [|date 1970 4 1; date 1972 2 12; date 1980 4 23; date 1983 3 30|];
 36 |         [|date 1970 4 1; date 1973 4 12; date 1983 5 23; date 1987 4 30|];
 37 |         [|date 1970 4 1; date 1974 2 14; date 1985 6 26; date 1989 5 4|]]     
 38 |     let testCosts = [100.; 200.; -100.]
 39 |     let testSalvages = [10.;50.; 0.; -20.]
 40 |     let testLives = [0.; 1.; 13.; 12.7; 40.]
 41 |     let testPeriods = [0.; 0.3; 1.; 1.7; 2.; 10.; 11.3; 13.]
 42 |     let testDdbPeriods = [0.3; 1.; 2.; 10.; 11.; 13.]
 43 |     let testMonths = [1.; 4.; 9.]
 44 |     let testFactors = [1.;3. ; 4.5; 50.3]
 45 |     let testEndPeriods = [0.8; 1.; 3.; 4.2; 13.; 3.3; 20.]
 46 |     let testVdbSwitch = [ VdbSwitch.DontSwitchToStraightLine; VdbSwitch.SwitchToStraightLine]
 47 |     let testDayCountBasis = [DayCountBasis.Actual360;DayCountBasis.Actual365;DayCountBasis.ActualActual;DayCountBasis.Europ30_360;DayCountBasis.UsPsa30_360]
 48 |     let testSettlDates = [date 1980 2 15; date 1980 3 15; date 1993 12 31; date 2003 2 14; date 2007 10 31; date 1993 2 28; date 1981 3 31; date 2004 3 31]
 49 |     let testMatDates = [date 2000 2 28; date 1995 11 30; date 1980 5 4; date 2010 6 30; date 2008 2 29;  date 1994 1 31;  date 2003 5 14; date 2009 10 1; date 2010 6 5; date 2004 3 31]
 50 |     let testMatDates2 = [date 2000 2 28; date 1995 11 30; date 1980 5 4; date 2010 6 30;  date 2003 5 14; date 2004 3 31]
 51 |     let testFirstInterestDates = testMatDates2 |> List.map (fun x -> x.AddYears(-1)) |> List.append [date 2000 2 29]
 52 |     let testSettlDates2 = testFirstInterestDates |> List.map (fun x -> x.AddYears(-1))
 53 |     let testIssueDates = testSettlDates2 |> List.map (fun x -> x.AddYears(-1))
 54 |     let testFrequency = [Frequency.Annual;Frequency.SemiAnnual;Frequency.Quarterly]
 55 |     let testIssue = [date 1990 3 4; date 1993 2 28; date 1995 5 31; date 2000 3 28; date 1999 4 2]
 56 |     let testSettl = [date 1992 3 4; date 1995 3 1; date 1995 2 28; date 1996 3 30; date 2010 6 5; date 2000 7 2]
 57 |     let testTBillMat1 = testSettlDates |> List.map (fun x -> x.AddDays(+190.))
 58 |     let testTBillMat2 = testSettlDates |> List.map (fun x -> x.AddDays(+45.))
 59 |     let testTBillMat3 = testSettlDates |> List.map idem
 60 |     let testTBillMat = testTBillMat1 |> List.append testTBillMat2 |> List.append testTBillMat3
 61 |     let testBondRates = [0.07; 0.1]
 62 |     let testDeprRates = [0.15; 0.3; 0.5; 0.1; 0.07]
 63 |     let testYlds = [ 0.03; 0.1]
 64 |     let testRedemptions = [100.; 67.; 130.]
 65 |     let testInvestments = [100.; 23.; 200.]
 66 |     let testPars = [ 10000.; 12030.34]
 67 |     let testFirstInt = [date 1990 1 4; date 1993 3 31; date 1988 2 28; date 1986 3 30; date 2010 7 5; date 2002 1 2];
 68 |     let testSDates =  [date 1980 3 4; date 1993 12 31; date 2003 2 14; date 2007 10 31; date 1993 2 28; date 1981 3 31; date 2000 2 28;
 69 |         date 1992 1 4; date 1995 3 1; date 1995 2 28; date 1996 3 30; date 2010 6 5; date 2000 1 2;
 70 |         date 1992 3 4; date 1995 3 1; date 1998 3 30; date 2010 10 5; date 2004 7 2;
 71 |         date 1990 3 4; date 1993 2 28; date 1995 5 31; date 2000 2 28; date 1999 3 31]
 72 |     let testEDates = testSDates |> List.map (fun x -> x.AddDays(+1.))
 73 |     let testPrices = [ 75. ; 100.; 130.]
 74 |     let testDiscounts = [ 0.01; 0.25; 0.75; 2.]
 75 |     let testFractionalDollars = [0.34; 1.02; 2.34; -1.5]
 76 |     let testFractions = [ 1.; 17.; 20.] 
 77 | 
 78 |     let testRate () =
 79 |         spotTest6 calcRate rateEx 1. 10. 100. -100. PaymentDue.EndOfPeriod 0.15
 80 |         spotTest6 calcRate rateEx 5. 20. 120. -50. PaymentDue.BeginningOfPeriod 0.
 81 |         spotTest6 calcRate rateEx 10. -10. 0. 100. PaymentDue.EndOfPeriod -0.15
 82 |         spotTest6 calcRate rateEx 25. -40. -200. 100. PaymentDue.BeginningOfPeriod 0.15
 83 |         
 84 |     let testXirrBugs () =
 85 |         let t = @"-185550.98 5/15/2008
 86 |         -231887.53 5/19/2008
 87 |         -26756.74 5/30/2008
 88 |         -384010.86 6/20/2008
 89 |         -27114.54 6/26/2008
 90 |         -458667.97 8/21/2008
 91 |         -217853.67 9/8/2008
 92 |         -424924.25 10/13/2008
 93 |         -75076.01 10/14/2008
 94 |         -389630.32 10/24/2008
 95 |         -112094.2 11/19/2008
 96 |         -25646.4 11/21/2008
 97 |         -24164.69 11/21/2008
 98 |         -1222.08 11/21/2008
 99 |         -556.91 12/3/2008
100 |         1204954.004 12/5/2008"
101 | 
102 |         let pairs = t.Split([|' '; '\n'; '\r'|]) |> Array.filter (fun x -> not(x = ""))
103 |         let dates = pairs |> Array.filter (fun x -> fst(DateTime.TryParse(x))) |> Array.map (fun x -> DateTime.Parse(x))  
104 |         let values = pairs |> Array.filter (fun x -> not(fst(DateTime.TryParse(x)))) |> Array.map (fun x -> float x)
105 |         let guess = - 0.1
106 |         spotTest3 calcXirr xirrEx values dates guess
107 |         
108 |         let values = [|105091006.;-103250941.864729|]
109 |         let dates = [|date 2000 4 10; date 2000 4 30|]
110 |         spotTest3 calcXirr xirrEx values dates guess
111 |         
112 |         let values = [|206101714.849377;-156650972.54265|]
113 |         let dates = [|date 2001 2 28; date 2001 3 31|]
114 |         spotTest3 calcXirr xirrEx values dates guess
115 |         
116 |         let values = [|15108163.3840923;-75382259.6628424|]
117 |         let dates = [|date 2000 2 29; date 2000 3 31|]
118 |         let res = calcXirr values dates guess
119 |         areEqual res 165601346.13484925 |> elseThrow "XIrr manual test fails"
120 |                    
121 |     let testOddFYield () =
122 |         spotTest9 calcOddFYield oddFYieldEx (date 2008 12 11) (date 2021 4 1) (date 2008 10 15) (date 2009 4 1) 0.06 100. 100. Frequency.Quarterly DayCountBasis.ActualActual 
123 |         spotTest9 calcOddFYield oddFYieldEx (date 2009 2 28) (date 2020 5 30) (date 2008 9 15) (date 2009 5 30) 0.05 75. 89. Frequency.Annual DayCountBasis.Actual360 
124 |         spotTest9 calcOddFYield oddFYieldEx (date 2009 10 31) (date 2021 12 31) (date 2009 10 15) (date 2009 12 31) 0.06 100. 100. Frequency.Quarterly DayCountBasis.ActualActual 
125 | 
126 |     let vdbWrap cost salvage life startPeriod endPeriod factor bflag = calcVdb cost salvage life startPeriod endPeriod factor bflag  
127 | 
128 |     let coupPCDWrapper settlement maturity (frequency:Frequency) basis =
129 |         float (calcCoupPCD settlement maturity frequency basis).Ticks
130 | 
131 |     let coupNCDWrapper settlement maturity (frequency:Frequency) basis =
132 |         float (calcCoupNCD settlement maturity frequency basis).Ticks
133 | 
134 |     let calcAccrIntWrap issue firstInterest settlement rate par (frequency:Frequency) basis =
135 |         calcAccrInt issue firstInterest settlement rate par frequency basis AccrIntCalcMethod.FromIssueToSettlement    
136 | 
137 |     let amorDegrcWrapper cost datePurchased firstPeriod salvage period rate basis =
138 |         calcAmorDegrc cost datePurchased firstPeriod salvage period rate basis true
139 | 


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/crosstests.fs:
--------------------------------------------------------------------------------
  1 | #nowarn "25"
  2 | 
  3 | namespace Excel.FinancialFunctions.Tests
  4 | 
  5 | open NUnit.Framework
  6 | open System.IO
  7 | open System
  8 | 
  9 | [<SetCulture("en-US")>]
 10 | module CrossTests = 
 11 |     open Excel.FinancialFunctions
 12 | 
 13 |     // I am prototyping a new way of doing cross tests. The idea is to let the NUnit framework
 14 |     // do more of the work. So we read in the test data into a TestCaseData object, and then 
 15 |     // let NUnit work with that as normal.
 16 |     //
 17 |     // Also these files will be slightly different. They'll have a header, because I exported
 18 |     // them from Excel, and they'll have .csv file extension.
 19 | 
 20 |     let readTestCaseData fname goodcases =
 21 |         Path.Combine(__SOURCE_DIRECTORY__, "testdata", fname + ".csv")
 22 |         |> File.ReadLines
 23 |         |> Seq.tail // Skip header
 24 |         |> Seq.filter (fun line -> not (String.IsNullOrEmpty line))
 25 |         |> Seq.filter (fun line -> line.Contains("#NUM!") <> goodcases )
 26 |         |> Seq.map (fun line -> line.Split [| ',' |] )
 27 |         |> Seq.map TestCaseData
 28 | 
 29 |     let inline shouldEqual exp act =
 30 |         Assert.AreEqual(exp, float act, PRECISION)
 31 |       
 32 |     let inline elseThrow s c = if not(c) then failwith s
 33 | 
 34 |     let pduration_testdata_fromfile =
 35 |         readTestCaseData "pduration" true
 36 | 
 37 |     [<TestCaseSource( nameof pduration_testdata_fromfile)>]
 38 |     let pduration inputs =
 39 |         let (param,expected) = parse4 inputs
 40 |         Financial.Pduration param
 41 |         |> shouldEqual expected
 42 | 
 43 |     let pduration_failures_fromfile =
 44 |         readTestCaseData "pduration" false
 45 | 
 46 |     [<TestCaseSource( nameof pduration_failures_fromfile)>]
 47 |     let pduration_fail inputs =
 48 |         let (param,expected) = parse4 inputs
 49 |         ( expected = 0.0 ) |> elseThrow "Failure test must not have an expected value"
 50 |         Assert.Throws(fun () -> Financial.Pduration param |> ignore) |> ignore
 51 | 
 52 |     let rri_testdata_fromfile =
 53 |         readTestCaseData "rri" true
 54 | 
 55 |     [<TestCaseSource( nameof rri_testdata_fromfile)>]
 56 |     let rri inputs =
 57 |         let (param,expected) = parse4 inputs
 58 |         Financial.Rri param
 59 |         |> shouldEqual expected
 60 | 
 61 |     let rri_failures_fromfile =
 62 |         readTestCaseData "rri" false
 63 | 
 64 |     [<TestCaseSource( nameof rri_failures_fromfile)>]
 65 |     let rri_fail inputs =
 66 |         let (param,expected) = parse4 inputs
 67 |         ( expected = 0.0 ) |> elseThrow "Failure test must not have an expected value"
 68 |         Assert.Throws(fun () -> Financial.Rri param |> ignore) |> ignore
 69 | 
 70 |     // Prices for negative yielding bonds match reverse-figured Excel results to 1e-6 until yields get lower than -0.05%
 71 |     // Down to -1.0%, the difference is usually pennies. Once the yield reaches -10%, the difference can be up to $150, but let's hope
 72 |     // we never get there!
 73 |     //
 74 |     // See the file yieldnegativefails.csv for the cases which fail
 75 | 
 76 |     let yieldnegative_testdata_fromfile =
 77 |         readTestCaseData "yieldnegative" true
 78 | 
 79 |     [<TestCaseSource( nameof yieldnegative_testdata_fromfile)>]
 80 |     let yieldnegative inputs =
 81 |         let (param,expected) = parse8 inputs
 82 |         Financial.PriceAllowNegativeYield param
 83 |         |> shouldEqual expected
 84 | 
 85 |     [<Test>]
 86 |     let accrint() = runTests "accrint" parse8 Financial.AccrInt
 87 |         
 88 |     [<Test>]
 89 |     let accrintm() = runTests "accrintm" parse6 Financial.AccrIntM
 90 | 
 91 |     [<Test>]
 92 |     let amordegrc() = runTests "amordegrc" parse9 Financial.AmorDegrc
 93 | 
 94 |     [<Test>]
 95 |     let amorlinc() = runTests "amorlinc" parse8 Financial.AmorLinc
 96 |     
 97 |     [<Test>]
 98 |     let coupdays() = runTests "coupdays" parse5 Financial.CoupDays
 99 | 
100 |     [<Test>]
101 |     let coupdaysbs() = runTests "coupdaysbs" parse5 Financial.CoupDaysBS
102 | 
103 |     [<Test>]
104 |     let coupdaysnc() = runTests "coupdaysnc" parse5 Financial.CoupDaysNC
105 | 
106 |     [<Test>]
107 |     let coupncd() = 
108 |         // compare DateTime result as ticks to use universal runTests method
109 |         runTests "coupncd" parse5 (fun args -> (Financial.CoupNCD args).Ticks)
110 | 
111 |     [<Test>]
112 |     let coupnum() = runTests "coupnum" parse5 Financial.CoupNum
113 | 
114 |     [<Test>]
115 |     let couppcd() = runTests "couppcd" parse5 (fun args -> (Financial.CoupPCD args).Ticks)
116 | 
117 |     [<Test>]
118 |     let cumipm() = runTests "cumipmt" parse7 Financial.CumIPmt
119 | 
120 |     [<Test>]
121 |     let cumprinc() = runTests "cumprinc" parse7 Financial.CumPrinc
122 | 
123 |     [<Test>]
124 |     let db() = runTests "db" parse6 Financial.Db
125 | 
126 |     [<Test>]
127 |     let ddb() = runTests "ddb" parse6 Financial.Ddb
128 | 
129 |     [<Test>]
130 |     let disc() = runTests "disc" parse6 Financial.Disc
131 | 
132 |     [<Test>]
133 |     let dollarde() = runTests "dollarde" parse3 Financial.DollarDe
134 | 
135 |     [<Test>]
136 |     let dollarfr() = runTests "dollarfr" parse3 Financial.DollarFr
137 | 
138 |     [<Test>]
139 |     let duration() = runTests "duration" parse7 Financial.Duration
140 | 
141 |     [<Test>]
142 |     let effect() = runTests "effect" parse3 Financial.Effect
143 | 
144 |     [<Test>]
145 |     let fv() = runTests "fv" parse6 Financial.Fv
146 | 
147 |     [<Test>]
148 |     let ipmt() = runTests "ipmt" parse7 Financial.IPmt
149 | 
150 |     [<Test>]
151 |     let ispmt() = runTests "ispmt" parse5 Financial.ISPmt
152 | 
153 |     [<Test>]
154 |     let intrate() = runTests "intrate" parse6 Financial.IntRate
155 | 
156 |     [<Test>]
157 |     let mduration() = runTests "mduration" parse7 Financial.MDuration
158 | 
159 |     [<Test>]
160 |     let nper() = runTests "nper" parse6 Financial.NPer
161 | 
162 |     [<Test>]
163 |     let nominal() = runTests "nominal" parse3 Financial.Nominal
164 | 
165 |     [<Test>]
166 |     let oddfprice() = runTests "oddfprice" parse10 Financial.OddFPrice
167 | 
168 |     [<Test>]
169 |     let oddfyield() = runTests "oddfyield" parse10 Financial.OddFYield
170 | 
171 |     [<Test>]
172 |     let ppmt() = runTests "ppmt" parse7 Financial.PPmt
173 | 
174 |     [<Test>]
175 |     let pmt() = runTests "pmt" parse6 Financial.Pmt
176 | 
177 |     [<Test>]
178 |     let price() = runTests "price" parse8 Financial.Price
179 | 
180 |     [<Test>]
181 |     let pricedisc() = runTests "pricedisc" parse6 Financial.PriceDisc
182 | 
183 |     [<Test>]
184 |     let pricemat() = runTests "pricemat" parse7 Financial.PriceMat
185 | 
186 |     [<Test>]
187 |     let pv() = runTests "pv" parse6 Financial.Pv
188 | 
189 |     [<Test>]
190 |     let rate() = runTests "rate" parse7 Financial.Rate
191 | 
192 |     [<Test>]
193 |     let received() = runTests "received" parse6 Financial.Received
194 | 
195 |     [<Test>]
196 |     let sln() = runTests "sln" parse4 Financial.Sln
197 | 
198 |     [<Test>]
199 |     let syd() = runTests "syd" parse5 Financial.Syd
200 | 
201 |     [<Test>]
202 |     let tbilleq() = runTests "tbilleq" parse4 Financial.TBillEq
203 | 
204 |     [<Test>]
205 |     let tbillprice() = runTests "tbillprice" parse4 Financial.TBillPrice
206 | 
207 |     [<Test>]
208 |     let tbillyield() = runTests "tbillyield" parse4 Financial.TBillYield
209 | 
210 |     [<Test>]
211 |     let vdb() = runTests "vdb" parse8 Financial.Vdb
212 | 
213 |     [<Test>]
214 |     let yearfrac() = runTests "yearfrac" parse4 Financial.YearFrac
215 | 
216 |     [<Test>]
217 |     let yielddisc() = runTests "yielddisc" parse6 Financial.YieldDisc
218 | 
219 |     [<Test>]
220 |     let yieldmat() = runTests "yieldmat" parse7 Financial.YieldMat
221 | 
222 |     [<Test>]
223 |     let fvschedule() = runTests "fvschedule" (fun [| pv; interests; res |] ->
224 |         (parse pv, parseArray interests), parse res) Financial.FvSchedule
225 | 
226 |     [<Test>]
227 |     let irr() = runTests "irr" (fun [| cfs; guess; res |] ->
228 |         (parseArray cfs, parse guess), parse res) Financial.Irr
229 | 
230 |     [<Test>]
231 |     let npv() = runTests "npv" (fun [| r; cfs; res |] ->
232 |         (parse r, parseArray cfs), parse res) Financial.Npv
233 | 
234 |     [<Test>]
235 |     let ``npv given irr should be zero``() = 
236 |         runTests "irr" (fun [| cfs; _; res |] ->
237 |             (parse res, parseArray cfs), 0.) Financial.Npv
238 |         
239 |     [<Test>]
240 |     let mirr() = runTests "mirr" (fun [| cfs; fr; rr; res |] ->
241 |         (parseArray cfs, parse fr, parse rr), parse res) Financial.Mirr
242 |         
243 |     [<Test>]
244 |     let xirr() = runTests "xirr" (fun [| cfs; dates; guess; res |] ->
245 |         (parseArray cfs, parseDateArray dates, parse guess), parse res) Financial.XIrr
246 |   


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.ConsoleTests/MatrixTests.fs:
--------------------------------------------------------------------------------
  1 | namespace Excel.FinancialFunctions
  2 | 
  3 | open NUnit.Framework
  4 | open TestInfrastructure
  5 | open Excel.FinancialFunctions.ExcelTesting
  6 | open Excel.FinancialFunctions.Tvm
  7 | open Excel.FinancialFunctions.Loan
  8 | open Excel.FinancialFunctions.Irr
  9 | open Excel.FinancialFunctions.Depreciation
 10 | open Excel.FinancialFunctions.DayCount
 11 | open Excel.FinancialFunctions.TestsDef
 12 | open Excel.FinancialFunctions.Bonds
 13 | open Excel.FinancialFunctions.TBill
 14 | open Excel.FinancialFunctions.Misc
 15 | open Excel.FinancialFunctions.OddBonds
 16 | open Excel.FinancialFunctions.TestPreconditions
 17 | 
 18 | [<Parallelizable(ParallelScope.Children)>]
 19 | type MatrixTests () =
 20 |     let tests = [|
 21 |         // --------------------------------------------------------------------------------------------------
 22 |         //"RATE", Excel uses a different root finding algo. Sometimes mine is better, sometimes Excel's is. Using the TestRate function instead.
 23 |         //"ODDFYIELD", Excel uses a different root finding algo. Sometimes mine is better, sometimes Excel's is. Using the TestOddFYield function instead.        
 24 |         //"XNPV", the excel object model has an xnpv function with a different number of args. Tested through XIRR and separate testcase.
 25 |         //"YIELD", the excel object model lacks this function. Tested through the price function and separate testcase.
 26 |         // --------------------------------------------------------------------------------------------------
 27 |         "PV", (fun _ -> test5 calcPv pvEx rates npers pmts fvs dues tryPv);
 28 |         "FV", (fun _ -> test5 calcFv fvEx rates npers pmts pvs dues tryFv);  
 29 |         "PMT", (fun _ -> test5 calcPmt pmtEx rates npers pvs fvs dues tryPmt);
 30 |         "NPER", (fun _ -> test5 calcNper nperEx rates pmts pvs fvs dues tryNper);        
 31 |         "IPMT", (fun _ -> test6 calcIpmt ipmtEx rates pers npers pvs fvs dues tryIpmt); 
 32 |         "PPMT", (fun _ -> test6 calcPpmt ppmtEx rates pers npers pvs fvs dues tryPpmt);
 33 |         "CUMIPMT", (fun _ -> test6 calcCumipmt cumipmtEx rates npers pvs pers endPers dues tryCumipmt);
 34 |         "CUMPRINC", (fun _ -> test6 calcCumprinc cumprincEx rates npers pvs pers endPers dues tryCumprinc);
 35 |         "ISPMT", (fun _ -> test4 calcIspmt ispmtEx rates pers npers pvs tryIspmt);      
 36 |         "FVSCHEDULE", (fun _ -> test2 calcFvSchedule fvScheduleEx pvs testInterests precondOk2);
 37 |         "IRR", (fun _ -> test2 calcIrr irrEx testCfs guesses precondOk2);
 38 |         "NPV", (fun _ -> test2 calcNpv npvEx rates testCfs tryNpv);
 39 |         "MIRR", (fun _ -> test3 calcMirr mirrEx testCfs rates rates tryMirr);
 40 |         //"XIRR", fun _-> test3 calcXirr xirrEx testCfs testDates guesses tryXirr;
 41 |         "DB", fun _ -> test5 calcDb dbEx testCosts testSalvages testLives testPeriods testMonths tryDb;
 42 |         "SLN", fun _ -> test3 calcSln slnEx testCosts testSalvages testLives trySln;
 43 |         "SYD", fun _ -> test4 calcSyd sydEx testCosts testSalvages testLives testPeriods trySyd;
 44 |         "DDB", fun _ -> test5 calcDdb ddbEx testCosts testSalvages testLives testDdbPeriods testFactors tryDdb;
 45 |         "VDB excluding fractional startdates", fun _ -> test7 vdbWrap vdbEx testCosts testSalvages testLives testPeriods testEndPeriods testFactors testVdbSwitch tryVdb; 
 46 |         "AMORLINC", fun _ -> test7 calcAmorLinc amorLincEx testCosts testIssueDates testFirstInterestDates testSalvages testPeriods testBondRates testDayCountBasis tryAmorLinc;
 47 |         "AMORDEGRC", fun _ -> test7 amorDegrcWrapper amorDegrcEx testCosts testIssueDates testFirstInterestDates testSalvages testPeriods testDeprRates testDayCountBasis tryAmorDegrc;
 48 |         "COUPDAYS excluding leap years", fun _ -> test4 calcCoupDays coupDaysEx testSettlDates testMatDates testFrequency testDayCountBasis tryCoupDays;
 49 |         "COUPDAYSBS", fun _ -> test4 calcCoupDaysBS coupDaysBSEx testSettlDates testMatDates testFrequency testDayCountBasis tryCoupDaysBS;
 50 |         "COUPDAYSNC", fun _ -> test4 calcCoupDaysNC coupDaysNCEx testSettlDates testMatDates testFrequency testDayCountBasis tryCoupDaysNC;
 51 |         "COUPNUM", fun _ -> test4 calcCoupNum coupNumEx testSettlDates testMatDates testFrequency testDayCountBasis tryCoupNum;
 52 |         "COUPPCD", fun _ -> test4 coupPCDWrapper coupPCDEx testSettlDates testMatDates testFrequency testDayCountBasis tryCoupPCD;      
 53 |         "COUPNCD", fun _ -> test4 coupNCDWrapper coupNCDEx testSettlDates testMatDates testFrequency testDayCountBasis tryCoupNCD;     
 54 |         "ACCRINTM", fun _ -> test5 calcAccrIntM accrIntMEx testIssue testSettl testBondRates testPars testDayCountBasis tryAccrIntM;
 55 |         "ACCRINT", fun _ -> test7 calcAccrIntWrap accrIntEx testIssue testFirstInt testSettl testBondRates testPars testFrequency testDayCountBasis tryAccrInt;
 56 |         "PRICE", fun _ -> test7 calcPrice priceEx testSettlDates testMatDates testBondRates testYlds testRedemptions testFrequency testDayCountBasis tryPrice 
 57 |         "PRICEMAT", fun _ -> test6 calcPriceMat priceMatEx testSettlDates testMatDates testIssue testBondRates testYlds testDayCountBasis tryPriceMat 
 58 |         "YIELDMAT", fun _ -> test6 calcYieldMat yieldMatEx testSettlDates testMatDates testIssue testBondRates testPrices testDayCountBasis tryYieldMat 
 59 |         "YEARFRAC", fun _ -> test3 calcYearFrac yearFracEx testSDates testEDates testDayCountBasis tryYearFrac; 
 60 |         "INTRATE", fun _ -> test5 calcIntRate intRateEx testSettlDates testMatDates testInvestments testRedemptions testDayCountBasis tryIntRate; 
 61 |         "RECEIVED", fun _ -> test5 calcReceived receivedEx testSettlDates testMatDates testInvestments testDiscounts testDayCountBasis tryReceived; 
 62 |         "DISC", fun _ -> test5 calcDisc discEx testSettlDates testMatDates testInvestments testRedemptions testDayCountBasis tryDisc; 
 63 |         "PRICEDISC", fun _ -> test5 calcPriceDisc priceDiscEx testSettlDates testMatDates testDiscounts testRedemptions testDayCountBasis tryPriceDisc; 
 64 |         "YIELDDISC", fun _ -> test5 calcYieldDisc yieldDiscEx testSettlDates testMatDates testInvestments testRedemptions testDayCountBasis tryYieldDisc;
 65 |         "TBILLEQ", fun _ -> test3 calcTBillEq TBillEqEx testSettlDates testTBillMat testDiscounts tryTBillEq; 
 66 |         "TBILLYIELD", fun _ -> test3 calcTBillYield TBillYieldEx testSettlDates testTBillMat testPrices tryTBillYield; 
 67 |         "TBILLPrice", fun _ -> test3 calcTBillPrice TBillPriceEx testSettlDates testTBillMat testDiscounts tryTBillPrice; 
 68 |         "DOLLARDE", fun _ -> test2 calcDollarDe dollarDeEx testFractionalDollars testFractions tryDollarDe; 
 69 |         "DOLLARFR", fun _ -> test2 calcDollarFr dollarFrEx testFractionalDollars testFractions tryDollarFr; 
 70 |         "EFFECT", fun _ -> test2 calcEffect effectEx rates testPeriods tryEffect;
 71 |         "NOMINAL", fun _ -> test2 calcNominal nominalEx rates testPeriods tryNominal; 
 72 |         "DURATION", fun _ -> test6 calcDuration durationEx testSettlDates testMatDates testInvestments testYlds testFrequency testDayCountBasis tryDuration; 
 73 |         "MDURATION", fun _ -> test6 calcMDuration mdurationEx testSettlDates testMatDates testInvestments testYlds testFrequency testDayCountBasis tryMDuration;
 74 |         "ODDFPRICE", fun _ -> test9 calcOddFPrice oddFPriceEx testSettlDates2 testMatDates testIssueDates testFirstInterestDates testBondRates testYlds testRedemptions testFrequency testDayCountBasis tryOddFPrice;
 75 |         "ODDLPRICE", fun _ -> test8 calcOddLPrice oddLPriceEx testSettlDates2 testMatDates testIssueDates testBondRates testYlds testRedemptions testFrequency testDayCountBasis tryOddLPrice;
 76 |         "ODDLYIELD", fun _ -> test8 calcOddLYield oddLYieldEx testSettlDates2 testMatDates testIssueDates testBondRates testRedemptions testRedemptions testFrequency testDayCountBasis tryOddLYield;
 77 |         |]
 78 | 
 79 |     [<TestCase("PV")>]
 80 |     [<TestCase("FV")>]
 81 |     [<TestCase("PMT")>]
 82 |     [<TestCase("NPER")>]
 83 |     [<TestCase("IPMT")>]
 84 |     [<TestCase("PPMT")>]
 85 |     [<TestCase("CUMIPMT",Category="Fast")>]
 86 |     [<TestCase("CUMPRINC",Category="Fast")>]
 87 |     [<TestCase("ISPMT")>]
 88 |     [<TestCase("DB")>]
 89 |     [<TestCase("SLN",Category="Fast")>]
 90 |     [<TestCase("SYD",Category="Fast")>]
 91 |     [<TestCase("DDB")>]
 92 |     [<TestCase("VDB excluding fractional startdates")>]
 93 |     [<TestCase("FVSCHEDULE",Category="Fast")>]
 94 |     [<TestCase("MIRR",Category="Fast")>]
 95 |     [<TestCase("NPV")>]
 96 |     [<TestCase("ISPMT")>]
 97 |     [<TestCase("IRR",Category="Fast")>]
 98 |     [<TestCase("AMORLINC")>]
 99 |     [<TestCase("AMORDEGRC")>]
100 |     [<TestCase("COUPDAYS excluding leap years")>]
101 |     [<TestCase("COUPDAYSBS")>]
102 |     [<TestCase("COUPDAYSNC")>]
103 |     [<TestCase("COUPNUM")>]
104 |     [<TestCase("COUPPCD")>]
105 |     [<TestCase("COUPNCD")>]
106 |     [<TestCase("ACCRINTM")>]
107 |     [<TestCase("ACCRINT")>]
108 |     [<TestCase("PRICE")>]
109 |     [<TestCase("PRICEMAT")>]
110 |     [<TestCase("YIELDMAT")>]
111 |     [<TestCase("YEARFRAC")>]
112 |     [<TestCase("INTRATE")>]
113 |     [<TestCase("RECEIVED")>]
114 |     [<TestCase("DISC")>]
115 |     [<TestCase("PRICEDISC")>]
116 |     [<TestCase("YIELDDISC")>]
117 |     [<TestCase("TBILLEQ")>]
118 |     [<TestCase("TBILLYIELD",Category="Fast")>]
119 |     [<TestCase("TBILLPrice",Category="Fast")>]
120 |     [<TestCase("DOLLARDE",Category="Fast")>]
121 |     [<TestCase("DOLLARFR",Category="Fast")>]
122 |     [<TestCase("EFFECT",Category="Fast")>]
123 |     [<TestCase("NOMINAL",Category="Fast")>]
124 |     [<TestCase("DURATION")>]
125 |     [<TestCase("MDURATION")>]
126 |     [<TestCase("ODDFPRICE")>]
127 |     [<TestCase("ODDLPRICE")>]
128 |     [<TestCase("ODDLYIELD")>]
129 |     member __.RunMatrix test =
130 |         let found = Array.tryFind (fun x -> fst x = test) tests
131 |         let (_,func) = found.Value
132 |         let (tries,success,_,_) = func ()
133 |         Assert.AreEqual(success,tries)


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/cumipmt.test:
--------------------------------------------------------------------------------
  1 | 0.6,2,100,1,1.2,BeginningOfPeriod,0
  2 | 0.6,2,100,1,1.2,EndOfPeriod,-60
  3 | 0.6,2,100,1,2,BeginningOfPeriod,-23.07692307692
  4 | 0.6,2,100,1,2,EndOfPeriod,-96.92307692308
  5 | 0.6,2,100,1.3,2,BeginningOfPeriod,-23.07692307692
  6 | 0.6,2,100,1.3,2,EndOfPeriod,-36.92307692308
  7 | 0.6,2,100,2,2,BeginningOfPeriod,-23.07692307692
  8 | 0.6,2,100,2,2,EndOfPeriod,-36.92307692308
  9 | 0.6,2,150.5,1,1.2,BeginningOfPeriod,0
 10 | 0.6,2,150.5,1,1.2,EndOfPeriod,-90.3
 11 | 0.6,2,150.5,1,2,BeginningOfPeriod,-34.73076923077
 12 | 0.6,2,150.5,1,2,EndOfPeriod,-145.8692307692
 13 | 0.6,2,150.5,1.3,2,BeginningOfPeriod,-34.73076923077
 14 | 0.6,2,150.5,1.3,2,EndOfPeriod,-55.56923076923
 15 | 0.6,2,150.5,2,2,BeginningOfPeriod,-34.73076923077
 16 | 0.6,2,150.5,2,2,EndOfPeriod,-55.56923076923
 17 | 0.6,2.7,100,1,1.2,BeginningOfPeriod,0
 18 | 0.6,2.7,100,1,1.2,EndOfPeriod,-60
 19 | 0.6,2.7,100,1,2,BeginningOfPeriod,-28.70175552692
 20 | 0.6,2.7,100,1,2,EndOfPeriod,-105.9228088431
 21 | 0.6,2.7,100,1.3,2,BeginningOfPeriod,-28.70175552692
 22 | 0.6,2.7,100,1.3,2,EndOfPeriod,-45.92280884307
 23 | 0.6,2.7,100,2,2,BeginningOfPeriod,-28.70175552692
 24 | 0.6,2.7,100,2,2,EndOfPeriod,-45.92280884307
 25 | 0.6,2.7,150.5,1,1.2,BeginningOfPeriod,0
 26 | 0.6,2.7,150.5,1,1.2,EndOfPeriod,-90.3
 27 | 0.6,2.7,150.5,1,2,BeginningOfPeriod,-43.19614206801
 28 | 0.6,2.7,150.5,1,2,EndOfPeriod,-159.4138273088
 29 | 0.6,2.7,150.5,1.3,2,BeginningOfPeriod,-43.19614206801
 30 | 0.6,2.7,150.5,1.3,2,EndOfPeriod,-69.11382730882
 31 | 0.6,2.7,150.5,2,2,BeginningOfPeriod,-43.19614206801
 32 | 0.6,2.7,150.5,2,2,EndOfPeriod,-69.11382730882
 33 | 0.6,10,100,1,1.2,BeginningOfPeriod,0
 34 | 0.6,10,100,1,1.2,EndOfPeriod,-60
 35 | 0.6,10,100,1,2,BeginningOfPeriod,-37.29348545324
 36 | 0.6,10,100,1,2,EndOfPeriod,-119.6695767252
 37 | 0.6,10,100,1,3,BeginningOfPeriod,-74.25654763166
 38 | 0.6,10,100,1,3,EndOfPeriod,-178.8104762107
 39 | 0.6,10,100,1,5,BeginningOfPeriod,-146.2794339256
 40 | 0.6,10,100,1,5,EndOfPeriod,-294.0470942809
 41 | 0.6,10,100,1,7,BeginningOfPeriod,-212.5841471948
 42 | 0.6,10,100,1,7,EndOfPeriod,-400.1346355117
 43 | 0.6,10,100,1.3,2,BeginningOfPeriod,-37.29348545324
 44 | 0.6,10,100,1.3,2,EndOfPeriod,-59.66957672518
 45 | 0.6,10,100,1.3,3,BeginningOfPeriod,-74.25654763166
 46 | 0.6,10,100,1.3,3,EndOfPeriod,-118.8104762107
 47 | 0.6,10,100,1.3,5,BeginningOfPeriod,-146.2794339256
 48 | 0.6,10,100,1.3,5,EndOfPeriod,-234.0470942809
 49 | 0.6,10,100,1.3,7,BeginningOfPeriod,-212.5841471948
 50 | 0.6,10,100,1.3,7,EndOfPeriod,-340.1346355117
 51 | 0.6,10,100,2,2,BeginningOfPeriod,-37.29348545324
 52 | 0.6,10,100,2,2,EndOfPeriod,-59.66957672518
 53 | 0.6,10,100,2,3,BeginningOfPeriod,-74.25654763166
 54 | 0.6,10,100,2,3,EndOfPeriod,-118.8104762107
 55 | 0.6,10,100,2,5,BeginningOfPeriod,-146.2794339256
 56 | 0.6,10,100,2,5,EndOfPeriod,-234.0470942809
 57 | 0.6,10,100,2,7,BeginningOfPeriod,-212.5841471948
 58 | 0.6,10,100,2,7,EndOfPeriod,-340.1346355117
 59 | 0.6,10,100,2.5,3,BeginningOfPeriod,-36.96306217842
 60 | 0.6,10,100,2.5,3,EndOfPeriod,-59.14089948548
 61 | 0.6,10,100,2.5,5,BeginningOfPeriod,-108.9859484723
 62 | 0.6,10,100,2.5,5,EndOfPeriod,-174.3775175557
 63 | 0.6,10,100,2.5,7,BeginningOfPeriod,-175.2906617416
 64 | 0.6,10,100,2.5,7,EndOfPeriod,-280.4650587865
 65 | 0.6,10,100,5,5,BeginningOfPeriod,-35.58850135519
 66 | 0.6,10,100,5,5,EndOfPeriod,-56.9416021683
 67 | 0.6,10,100,5,7,BeginningOfPeriod,-101.8932146244
 68 | 0.6,10,100,5,7,EndOfPeriod,-163.0291433991
 69 | 0.6,10,150.5,1,1.2,BeginningOfPeriod,0
 70 | 0.6,10,150.5,1,1.2,EndOfPeriod,-90.3
 71 | 0.6,10,150.5,1,2,BeginningOfPeriod,-56.12669560713
 72 | 0.6,10,150.5,1,2,EndOfPeriod,-180.1027129714
 73 | 0.6,10,150.5,1,3,BeginningOfPeriod,-111.7561041857
 74 | 0.6,10,150.5,1,3,EndOfPeriod,-269.109766697
 75 | 0.6,10,150.5,1,5,BeginningOfPeriod,-220.150548058
 76 | 0.6,10,150.5,1,5,EndOfPeriod,-442.5408768928
 77 | 0.6,10,150.5,1,7,BeginningOfPeriod,-319.9391415282
 78 | 0.6,10,150.5,1,7,EndOfPeriod,-602.2026264451
 79 | 0.6,10,150.5,1.3,2,BeginningOfPeriod,-56.12669560713
 80 | 0.6,10,150.5,1.3,2,EndOfPeriod,-89.8027129714
 81 | 0.6,10,150.5,1.3,3,BeginningOfPeriod,-111.7561041857
 82 | 0.6,10,150.5,1.3,3,EndOfPeriod,-178.809766697
 83 | 0.6,10,150.5,1.3,5,BeginningOfPeriod,-220.150548058
 84 | 0.6,10,150.5,1.3,5,EndOfPeriod,-352.2408768928
 85 | 0.6,10,150.5,1.3,7,BeginningOfPeriod,-319.9391415282
 86 | 0.6,10,150.5,1.3,7,EndOfPeriod,-511.9026264451
 87 | 0.6,10,150.5,2,2,BeginningOfPeriod,-56.12669560713
 88 | 0.6,10,150.5,2,2,EndOfPeriod,-89.8027129714
 89 | 0.6,10,150.5,2,3,BeginningOfPeriod,-111.7561041857
 90 | 0.6,10,150.5,2,3,EndOfPeriod,-178.809766697
 91 | 0.6,10,150.5,2,5,BeginningOfPeriod,-220.150548058
 92 | 0.6,10,150.5,2,5,EndOfPeriod,-352.2408768928
 93 | 0.6,10,150.5,2,7,BeginningOfPeriod,-319.9391415282
 94 | 0.6,10,150.5,2,7,EndOfPeriod,-511.9026264451
 95 | 0.6,10,150.5,2.5,3,BeginningOfPeriod,-55.62940857853
 96 | 0.6,10,150.5,2.5,3,EndOfPeriod,-89.00705372564
 97 | 0.6,10,150.5,2.5,5,BeginningOfPeriod,-164.0238524509
 98 | 0.6,10,150.5,2.5,5,EndOfPeriod,-262.4381639214
 99 | 0.6,10,150.5,2.5,7,BeginningOfPeriod,-263.8124459211
100 | 0.6,10,150.5,2.5,7,EndOfPeriod,-422.0999134737
101 | 0.6,10,150.5,5,5,BeginningOfPeriod,-53.56069453956
102 | 0.6,10,150.5,5,5,EndOfPeriod,-85.69711126329
103 | 0.6,10,150.5,5,7,BeginningOfPeriod,-153.3492880098
104 | 0.6,10,150.5,5,7,EndOfPeriod,-245.3588608156
105 | 1.5,2,100,1,1.2,BeginningOfPeriod,0
106 | 1.5,2,100,1,1.2,EndOfPeriod,-150
107 | 1.5,2,100,1,2,BeginningOfPeriod,-42.85714285714
108 | 1.5,2,100,1,2,EndOfPeriod,-257.1428571429
109 | 1.5,2,100,1.3,2,BeginningOfPeriod,-42.85714285714
110 | 1.5,2,100,1.3,2,EndOfPeriod,-107.1428571429
111 | 1.5,2,100,2,2,BeginningOfPeriod,-42.85714285714
112 | 1.5,2,100,2,2,EndOfPeriod,-107.1428571429
113 | 1.5,2,150.5,1,1.2,BeginningOfPeriod,0
114 | 1.5,2,150.5,1,1.2,EndOfPeriod,-225.75
115 | 1.5,2,150.5,1,2,BeginningOfPeriod,-64.5
116 | 1.5,2,150.5,1,2,EndOfPeriod,-387
117 | 1.5,2,150.5,1.3,2,BeginningOfPeriod,-64.5
118 | 1.5,2,150.5,1.3,2,EndOfPeriod,-161.25
119 | 1.5,2,150.5,2,2,BeginningOfPeriod,-64.5
120 | 1.5,2,150.5,2,2,EndOfPeriod,-161.25
121 | 1.5,2.7,100,1,1.2,BeginningOfPeriod,0
122 | 1.5,2.7,100,1,1.2,EndOfPeriod,-150
123 | 1.5,2.7,100,1,2,BeginningOfPeriod,-51.72006687984
124 | 1.5,2.7,100,1,2,EndOfPeriod,-279.3001671996
125 | 1.5,2.7,100,1.3,2,BeginningOfPeriod,-51.72006687984
126 | 1.5,2.7,100,1.3,2,EndOfPeriod,-129.3001671996
127 | 1.5,2.7,100,2,2,BeginningOfPeriod,-51.72006687984
128 | 1.5,2.7,100,2,2,EndOfPeriod,-129.3001671996
129 | 1.5,2.7,150.5,1,1.2,BeginningOfPeriod,0
130 | 1.5,2.7,150.5,1,1.2,EndOfPeriod,-225.75
131 | 1.5,2.7,150.5,1,2,BeginningOfPeriod,-77.83870065416
132 | 1.5,2.7,150.5,1,2,EndOfPeriod,-420.3467516354
133 | 1.5,2.7,150.5,1.3,2,BeginningOfPeriod,-77.83870065416
134 | 1.5,2.7,150.5,1.3,2,EndOfPeriod,-194.5967516354
135 | 1.5,2.7,150.5,2,2,BeginningOfPeriod,-77.83870065416
136 | 1.5,2.7,150.5,2,2,EndOfPeriod,-194.5967516354
137 | 1.5,10,100,1,1.2,BeginningOfPeriod,0
138 | 1.5,10,100,1,1.2,EndOfPeriod,-150
139 | 1.5,10,100,1,2,BeginningOfPeriod,-59.99056182634
140 | 1.5,10,100,1,2,EndOfPeriod,-299.9764045658
141 | 1.5,10,100,1,3,BeginningOfPeriod,-119.9575282185
142 | 1.5,10,100,1,3,EndOfPeriod,-449.8938205463
143 | 1.5,10,100,1,5,BeginningOfPeriod,-239.6260123686
144 | 1.5,10,100,1,5,EndOfPeriod,-749.0650309214
145 | 1.5,10,100,1,7,BeginningOfPeriod,-357.4879710907
146 | 1.5,10,100,1,7,EndOfPeriod,-1043.719927727
147 | 1.5,10,100,1.3,2,BeginningOfPeriod,-59.99056182634
148 | 1.5,10,100,1.3,2,EndOfPeriod,-149.9764045658
149 | 1.5,10,100,1.3,3,BeginningOfPeriod,-119.9575282185
150 | 1.5,10,100,1.3,3,EndOfPeriod,-299.8938205463
151 | 1.5,10,100,1.3,5,BeginningOfPeriod,-239.6260123686
152 | 1.5,10,100,1.3,5,EndOfPeriod,-599.0650309214
153 | 1.5,10,100,1.3,7,BeginningOfPeriod,-357.4879710907
154 | 1.5,10,100,1.3,7,EndOfPeriod,-893.7199277267
155 | 1.5,10,100,2,2,BeginningOfPeriod,-59.99056182634
156 | 1.5,10,100,2,2,EndOfPeriod,-149.9764045658
157 | 1.5,10,100,2,3,BeginningOfPeriod,-119.9575282185
158 | 1.5,10,100,2,3,EndOfPeriod,-299.8938205463
159 | 1.5,10,100,2,5,BeginningOfPeriod,-239.6260123686
160 | 1.5,10,100,2,5,EndOfPeriod,-599.0650309214
161 | 1.5,10,100,2,7,BeginningOfPeriod,-357.4879710907
162 | 1.5,10,100,2,7,EndOfPeriod,-893.7199277267
163 | 1.5,10,100,2.5,3,BeginningOfPeriod,-59.96696639218
164 | 1.5,10,100,2.5,3,EndOfPeriod,-149.9174159804
165 | 1.5,10,100,2.5,5,BeginningOfPeriod,-179.6354505422
166 | 1.5,10,100,2.5,5,EndOfPeriod,-449.0886263555
167 | 1.5,10,100,2.5,7,BeginningOfPeriod,-297.4974092643
168 | 1.5,10,100,2.5,7,EndOfPeriod,-743.7435231609
169 | 1.5,10,100,5,5,BeginningOfPeriod,-59.76050634327
170 | 1.5,10,100,5,5,EndOfPeriod,-149.4012658582
171 | 1.5,10,100,5,7,BeginningOfPeriod,-177.6224650654
172 | 1.5,10,100,5,7,EndOfPeriod,-444.0561626635
173 | 1.5,10,150.5,1,1.2,BeginningOfPeriod,0
174 | 1.5,10,150.5,1,1.2,EndOfPeriod,-225.75
175 | 1.5,10,150.5,1,2,BeginningOfPeriod,-90.28579554864
176 | 1.5,10,150.5,1,2,EndOfPeriod,-451.4644888716
177 | 1.5,10,150.5,1,3,BeginningOfPeriod,-180.5360799689
178 | 1.5,10,150.5,1,3,EndOfPeriod,-677.0901999221
179 | 1.5,10,150.5,1,5,BeginningOfPeriod,-360.6371486147
180 | 1.5,10,150.5,1,5,EndOfPeriod,-1127.342871537
181 | 1.5,10,150.5,1,7,BeginningOfPeriod,-538.0193964915
182 | 1.5,10,150.5,1,7,EndOfPeriod,-1570.798491229
183 | 1.5,10,150.5,1.3,2,BeginningOfPeriod,-90.28579554864
184 | 1.5,10,150.5,1.3,2,EndOfPeriod,-225.7144888716
185 | 1.5,10,150.5,1.3,3,BeginningOfPeriod,-180.5360799689
186 | 1.5,10,150.5,1.3,3,EndOfPeriod,-451.3401999221
187 | 1.5,10,150.5,1.3,5,BeginningOfPeriod,-360.6371486147
188 | 1.5,10,150.5,1.3,5,EndOfPeriod,-901.5928715367
189 | 1.5,10,150.5,1.3,7,BeginningOfPeriod,-538.0193964915
190 | 1.5,10,150.5,1.3,7,EndOfPeriod,-1345.048491229
191 | 1.5,10,150.5,2,2,BeginningOfPeriod,-90.28579554864
192 | 1.5,10,150.5,2,2,EndOfPeriod,-225.7144888716
193 | 1.5,10,150.5,2,3,BeginningOfPeriod,-180.5360799689
194 | 1.5,10,150.5,2,3,EndOfPeriod,-451.3401999221
195 | 1.5,10,150.5,2,5,BeginningOfPeriod,-360.6371486147
196 | 1.5,10,150.5,2,5,EndOfPeriod,-901.5928715367
197 | 1.5,10,150.5,2,7,BeginningOfPeriod,-538.0193964915
198 | 1.5,10,150.5,2,7,EndOfPeriod,-1345.048491229
199 | 1.5,10,150.5,2.5,3,BeginningOfPeriod,-90.25028442022
200 | 1.5,10,150.5,2.5,3,EndOfPeriod,-225.6257110506
201 | 1.5,10,150.5,2.5,5,BeginningOfPeriod,-270.351353066
202 | 1.5,10,150.5,2.5,5,EndOfPeriod,-675.8783826651
203 | 1.5,10,150.5,2.5,7,BeginningOfPeriod,-447.7336009428
204 | 1.5,10,150.5,2.5,7,EndOfPeriod,-1119.334002357
205 | 1.5,10,150.5,5,5,BeginningOfPeriod,-89.93956204662
206 | 1.5,10,150.5,5,5,EndOfPeriod,-224.8489051166
207 | 1.5,10,150.5,5,7,BeginningOfPeriod,-267.3218099234
208 | 1.5,10,150.5,5,7,EndOfPeriod,-668.3045248085
209 | 0.2,10,100,2,5,EndOfPeriod,-70.59428367948
210 | 0.2,10,100,2,5,EndOfPeriod,-70.59428367948
211 | 


--------------------------------------------------------------------------------
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--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/cumprinc.test:
--------------------------------------------------------------------------------
  1 | 0.6,2,100,1,1.2,BeginningOfPeriod,-61.53846153846
  2 | 0.6,2,100,1,1.2,EndOfPeriod,-38.46153846154
  3 | 0.6,2,100,1,2,BeginningOfPeriod,-100
  4 | 0.6,2,100,1,2,EndOfPeriod,-100
  5 | 0.6,2,100,1.3,2,BeginningOfPeriod,-38.46153846154
  6 | 0.6,2,100,1.3,2,EndOfPeriod,-61.53846153846
  7 | 0.6,2,100,2,2,BeginningOfPeriod,-38.46153846154
  8 | 0.6,2,100,2,2,EndOfPeriod,-61.53846153846
  9 | 0.6,2,150.5,1,1.2,BeginningOfPeriod,-92.61538461538
 10 | 0.6,2,150.5,1,1.2,EndOfPeriod,-57.88461538462
 11 | 0.6,2,150.5,1,2,BeginningOfPeriod,-150.5
 12 | 0.6,2,150.5,1,2,EndOfPeriod,-150.5
 13 | 0.6,2,150.5,1.3,2,BeginningOfPeriod,-57.88461538462
 14 | 0.6,2,150.5,1.3,2,EndOfPeriod,-92.61538461538
 15 | 0.6,2,150.5,2,2,BeginningOfPeriod,-57.88461538462
 16 | 0.6,2,150.5,2,2,EndOfPeriod,-92.61538461538
 17 | 0.6,2.7,100,1,1.2,BeginningOfPeriod,-52.16374078847
 18 | 0.6,2.7,100,1,1.2,EndOfPeriod,-23.46198526155
 19 | 0.6,2.7,100,1,2,BeginningOfPeriod,-75.62572605002
 20 | 0.6,2.7,100,1,2,EndOfPeriod,-61.00116168003
 21 | 0.6,2.7,100,1.3,2,BeginningOfPeriod,-23.46198526155
 22 | 0.6,2.7,100,1.3,2,EndOfPeriod,-37.53917641848
 23 | 0.6,2.7,100,2,2,BeginningOfPeriod,-23.46198526155
 24 | 0.6,2.7,100,2,2,EndOfPeriod,-37.53917641848
 25 | 0.6,2.7,150.5,1,1.2,BeginningOfPeriod,-78.50642988664
 26 | 0.6,2.7,150.5,1,1.2,EndOfPeriod,-35.31028781863
 27 | 0.6,2.7,150.5,1,2,BeginningOfPeriod,-113.8167177053
 28 | 0.6,2.7,150.5,1,2,EndOfPeriod,-91.80674832844
 29 | 0.6,2.7,150.5,1.3,2,BeginningOfPeriod,-35.31028781863
 30 | 0.6,2.7,150.5,1.3,2,EndOfPeriod,-56.49646050981
 31 | 0.6,2.7,150.5,2,2,BeginningOfPeriod,-35.31028781863
 32 | 0.6,2.7,150.5,2,2,EndOfPeriod,-56.49646050981
 33 | 0.6,10,100,1,1.2,BeginningOfPeriod,-37.84419091127
 34 | 0.6,10,100,1,1.2,EndOfPeriod,-0.5507054580269
 35 | 0.6,10,100,1,2,BeginningOfPeriod,-38.39489636929
 36 | 0.6,10,100,1,2,EndOfPeriod,-1.43183419087
 37 | 0.6,10,100,1,3,BeginningOfPeriod,-39.27602510214
 38 | 0.6,10,100,1,3,EndOfPeriod,-2.841640163419
 39 | 0.6,10,100,1,5,BeginningOfPeriod,-42.94152063076
 40 | 0.6,10,100,1,5,EndOfPeriod,-8.706433009222
 41 | 0.6,10,100,1,7,BeginningOfPeriod,-52.32518918405
 42 | 0.6,10,100,1,7,EndOfPeriod,-23.72030269448
 43 | 0.6,10,100,1.3,2,BeginningOfPeriod,-0.5507054580269
 44 | 0.6,10,100,1.3,2,EndOfPeriod,-0.881128732843
 45 | 0.6,10,100,1.3,3,BeginningOfPeriod,-1.43183419087
 46 | 0.6,10,100,1.3,3,EndOfPeriod,-2.290934705392
 47 | 0.6,10,100,1.3,5,BeginningOfPeriod,-5.097329719497
 48 | 0.6,10,100,1.3,5,EndOfPeriod,-8.155727551195
 49 | 0.6,10,100,1.3,7,BeginningOfPeriod,-14.48099827278
 50 | 0.6,10,100,1.3,7,EndOfPeriod,-23.16959723645
 51 | 0.6,10,100,2,2,BeginningOfPeriod,-0.5507054580269
 52 | 0.6,10,100,2,2,EndOfPeriod,-0.881128732843
 53 | 0.6,10,100,2,3,BeginningOfPeriod,-1.43183419087
 54 | 0.6,10,100,2,3,EndOfPeriod,-2.290934705392
 55 | 0.6,10,100,2,5,BeginningOfPeriod,-5.097329719497
 56 | 0.6,10,100,2,5,EndOfPeriod,-8.155727551195
 57 | 0.6,10,100,2,7,BeginningOfPeriod,-14.48099827278
 58 | 0.6,10,100,2,7,EndOfPeriod,-23.16959723645
 59 | 0.6,10,100,2.5,3,BeginningOfPeriod,-0.881128732843
 60 | 0.6,10,100,2.5,3,EndOfPeriod,-1.409805972549
 61 | 0.6,10,100,2.5,5,BeginningOfPeriod,-4.54662426147
 62 | 0.6,10,100,2.5,5,EndOfPeriod,-7.274598818352
 63 | 0.6,10,100,2.5,7,BeginningOfPeriod,-13.93029281476
 64 | 0.6,10,100,2.5,7,EndOfPeriod,-22.28846850361
 65 | 0.6,10,100,5,5,BeginningOfPeriod,-2.255689556078
 66 | 0.6,10,100,5,5,EndOfPeriod,-3.609103289725
 67 | 0.6,10,100,5,7,BeginningOfPeriod,-11.63935810936
 68 | 0.6,10,100,5,7,EndOfPeriod,-18.62297297498
 69 | 0.6,10,150.5,1,1.2,BeginningOfPeriod,-56.95550732146
 70 | 0.6,10,150.5,1,1.2,EndOfPeriod,-0.8288117143305
 71 | 0.6,10,150.5,1,2,BeginningOfPeriod,-57.78431903579
 72 | 0.6,10,150.5,1,2,EndOfPeriod,-2.154910457259
 73 | 0.6,10,150.5,1,3,BeginningOfPeriod,-59.11041777872
 74 | 0.6,10,150.5,1,3,EndOfPeriod,-4.276668445945
 75 | 0.6,10,150.5,1,5,BeginningOfPeriod,-64.6269885493
 76 | 0.6,10,150.5,1,5,EndOfPeriod,-13.10318167888
 77 | 0.6,10,150.5,1,7,BeginningOfPeriod,-78.74940972199
 78 | 0.6,10,150.5,1,7,EndOfPeriod,-35.69905555519
 79 | 0.6,10,150.5,1.3,2,BeginningOfPeriod,-0.8288117143305
 80 | 0.6,10,150.5,1.3,2,EndOfPeriod,-1.326098742929
 81 | 0.6,10,150.5,1.3,3,BeginningOfPeriod,-2.154910457259
 82 | 0.6,10,150.5,1.3,3,EndOfPeriod,-3.447856731615
 83 | 0.6,10,150.5,1.3,5,BeginningOfPeriod,-7.671481227843
 84 | 0.6,10,150.5,1.3,5,EndOfPeriod,-12.27436996455
 85 | 0.6,10,150.5,1.3,7,BeginningOfPeriod,-21.79390240054
 86 | 0.6,10,150.5,1.3,7,EndOfPeriod,-34.87024384086
 87 | 0.6,10,150.5,2,2,BeginningOfPeriod,-0.8288117143305
 88 | 0.6,10,150.5,2,2,EndOfPeriod,-1.326098742929
 89 | 0.6,10,150.5,2,3,BeginningOfPeriod,-2.154910457259
 90 | 0.6,10,150.5,2,3,EndOfPeriod,-3.447856731615
 91 | 0.6,10,150.5,2,5,BeginningOfPeriod,-7.671481227843
 92 | 0.6,10,150.5,2,5,EndOfPeriod,-12.27436996455
 93 | 0.6,10,150.5,2,7,BeginningOfPeriod,-21.79390240054
 94 | 0.6,10,150.5,2,7,EndOfPeriod,-34.87024384086
 95 | 0.6,10,150.5,2.5,3,BeginningOfPeriod,-1.326098742929
 96 | 0.6,10,150.5,2.5,3,EndOfPeriod,-2.121757988686
 97 | 0.6,10,150.5,2.5,5,BeginningOfPeriod,-6.842669513512
 98 | 0.6,10,150.5,2.5,5,EndOfPeriod,-10.94827122162
 99 | 0.6,10,150.5,2.5,7,BeginningOfPeriod,-20.96509068621
100 | 0.6,10,150.5,2.5,7,EndOfPeriod,-33.54414509793
101 | 0.6,10,150.5,5,5,BeginningOfPeriod,-3.394812781898
102 | 0.6,10,150.5,5,5,EndOfPeriod,-5.431700451036
103 | 0.6,10,150.5,5,7,BeginningOfPeriod,-17.51723395459
104 | 0.6,10,150.5,5,7,EndOfPeriod,-28.02757432735
105 | 1.5,2,100,1,1.2,BeginningOfPeriod,-71.42857142857
106 | 1.5,2,100,1,1.2,EndOfPeriod,-28.57142857143
107 | 1.5,2,100,1,2,BeginningOfPeriod,-100
108 | 1.5,2,100,1,2,EndOfPeriod,-100
109 | 1.5,2,100,1.3,2,BeginningOfPeriod,-28.57142857143
110 | 1.5,2,100,1.3,2,EndOfPeriod,-71.42857142857
111 | 1.5,2,100,2,2,BeginningOfPeriod,-28.57142857143
112 | 1.5,2,100,2,2,EndOfPeriod,-71.42857142857
113 | 1.5,2,150.5,1,1.2,BeginningOfPeriod,-107.5
114 | 1.5,2,150.5,1,1.2,EndOfPeriod,-43
115 | 1.5,2,150.5,1,2,BeginningOfPeriod,-150.5
116 | 1.5,2,150.5,1,2,EndOfPeriod,-150.5
117 | 1.5,2,150.5,1.3,2,BeginningOfPeriod,-43
118 | 1.5,2,150.5,1.3,2,EndOfPeriod,-107.5
119 | 1.5,2,150.5,2,2,BeginningOfPeriod,-43
120 | 1.5,2,150.5,2,2,EndOfPeriod,-107.5
121 | 1.5,2.7,100,1,1.2,BeginningOfPeriod,-65.51995541344
122 | 1.5,2.7,100,1,1.2,EndOfPeriod,-13.7998885336
123 | 1.5,2.7,100,1,2,BeginningOfPeriod,-79.31984394705
124 | 1.5,2.7,100,1,2,EndOfPeriod,-48.29960986762
125 | 1.5,2.7,100,1.3,2,BeginningOfPeriod,-13.7998885336
126 | 1.5,2.7,100,1.3,2,EndOfPeriod,-34.49972133401
127 | 1.5,2.7,100,2,2,BeginningOfPeriod,-13.7998885336
128 | 1.5,2.7,100,2,2,EndOfPeriod,-34.49972133401
129 | 1.5,2.7,150.5,1,1.2,BeginningOfPeriod,-98.60753289723
130 | 1.5,2.7,150.5,1,1.2,EndOfPeriod,-20.76883224307
131 | 1.5,2.7,150.5,1,2,BeginningOfPeriod,-119.3763651403
132 | 1.5,2.7,150.5,1,2,EndOfPeriod,-72.69091285076
133 | 1.5,2.7,150.5,1.3,2,BeginningOfPeriod,-20.76883224307
134 | 1.5,2.7,150.5,1.3,2,EndOfPeriod,-51.92208060769
135 | 1.5,2.7,150.5,2,2,BeginningOfPeriod,-20.76883224307
136 | 1.5,2.7,150.5,2,2,EndOfPeriod,-51.92208060769
137 | 1.5,10,100,1,1.2,BeginningOfPeriod,-60.00629211578
138 | 1.5,10,100,1,1.2,EndOfPeriod,-0.0157302894404
139 | 1.5,10,100,1,2,BeginningOfPeriod,-60.02202240522
140 | 1.5,10,100,1,2,EndOfPeriod,-0.05505601304139
141 | 1.5,10,100,1,3,BeginningOfPeriod,-60.06134812882
142 | 1.5,10,100,1,3,EndOfPeriod,-0.1533703220439
143 | 1.5,10,100,1,5,BeginningOfPeriod,-60.40544821033
144 | 1.5,10,100,1,5,EndOfPeriod,-1.013620525816
145 | 1.5,10,100,1,7,BeginningOfPeriod,-62.55607371976
146 | 1.5,10,100,1,7,EndOfPeriod,-6.390184299389
147 | 1.5,10,100,1.3,2,BeginningOfPeriod,-0.0157302894404
148 | 1.5,10,100,1.3,2,EndOfPeriod,-0.039325723601
149 | 1.5,10,100,1.3,3,BeginningOfPeriod,-0.05505601304139
150 | 1.5,10,100,1.3,3,EndOfPeriod,-0.1376400326035
151 | 1.5,10,100,1.3,5,BeginningOfPeriod,-0.3991560945501
152 | 1.5,10,100,1.3,5,EndOfPeriod,-0.9978902363753
153 | 1.5,10,100,1.3,7,BeginningOfPeriod,-2.54978160398
154 | 1.5,10,100,1.3,7,EndOfPeriod,-6.374454009949
155 | 1.5,10,100,2,2,BeginningOfPeriod,-0.0157302894404
156 | 1.5,10,100,2,2,EndOfPeriod,-0.039325723601
157 | 1.5,10,100,2,3,BeginningOfPeriod,-0.05505601304139
158 | 1.5,10,100,2,3,EndOfPeriod,-0.1376400326035
159 | 1.5,10,100,2,5,BeginningOfPeriod,-0.3991560945501
160 | 1.5,10,100,2,5,EndOfPeriod,-0.9978902363753
161 | 1.5,10,100,2,7,BeginningOfPeriod,-2.54978160398
162 | 1.5,10,100,2,7,EndOfPeriod,-6.374454009949
163 | 1.5,10,100,2.5,3,BeginningOfPeriod,-0.039325723601
164 | 1.5,10,100,2.5,3,EndOfPeriod,-0.09831430900249
165 | 1.5,10,100,2.5,5,BeginningOfPeriod,-0.3834258051097
166 | 1.5,10,100,2.5,5,EndOfPeriod,-0.9585645127743
167 | 1.5,10,100,2.5,7,BeginningOfPeriod,-2.534051314539
168 | 1.5,10,100,2.5,7,EndOfPeriod,-6.335128286348
169 | 1.5,10,100,5,5,BeginningOfPeriod,-0.2457857725062
170 | 1.5,10,100,5,5,EndOfPeriod,-0.6144644312655
171 | 1.5,10,100,5,7,BeginningOfPeriod,-2.396411281936
172 | 1.5,10,100,5,7,EndOfPeriod,-5.991028204839
173 | 1.5,10,150.5,1,1.2,BeginningOfPeriod,-90.30946963424
174 | 1.5,10,150.5,1,1.2,EndOfPeriod,-0.0236740856078
175 | 1.5,10,150.5,1,2,BeginningOfPeriod,-90.33314371985
176 | 1.5,10,150.5,1,2,EndOfPeriod,-0.0828592996273
177 | 1.5,10,150.5,1,3,BeginningOfPeriod,-90.39232893387
178 | 1.5,10,150.5,1,3,EndOfPeriod,-0.230822334676
179 | 1.5,10,150.5,1,5,BeginningOfPeriod,-90.91019955654
180 | 1.5,10,150.5,1,5,EndOfPeriod,-1.525498891353
181 | 1.5,10,150.5,1,7,BeginningOfPeriod,-94.14689094823
182 | 1.5,10,150.5,1,7,EndOfPeriod,-9.617227370581
183 | 1.5,10,150.5,1.3,2,BeginningOfPeriod,-0.0236740856078
184 | 1.5,10,150.5,1.3,2,EndOfPeriod,-0.0591852140195
185 | 1.5,10,150.5,1.3,3,BeginningOfPeriod,-0.0828592996273
186 | 1.5,10,150.5,1.3,3,EndOfPeriod,-0.2071482490682
187 | 1.5,10,150.5,1.3,5,BeginningOfPeriod,-0.6007299222979
188 | 1.5,10,150.5,1.3,5,EndOfPeriod,-1.501824805745
189 | 1.5,10,150.5,1.3,7,BeginningOfPeriod,-3.837421313989
190 | 1.5,10,150.5,1.3,7,EndOfPeriod,-9.593553284973
191 | 1.5,10,150.5,2,2,BeginningOfPeriod,-0.0236740856078
192 | 1.5,10,150.5,2,2,EndOfPeriod,-0.0591852140195
193 | 1.5,10,150.5,2,3,BeginningOfPeriod,-0.0828592996273
194 | 1.5,10,150.5,2,3,EndOfPeriod,-0.2071482490682
195 | 1.5,10,150.5,2,5,BeginningOfPeriod,-0.6007299222979
196 | 1.5,10,150.5,2,5,EndOfPeriod,-1.501824805745
197 | 1.5,10,150.5,2,7,BeginningOfPeriod,-3.837421313989
198 | 1.5,10,150.5,2,7,EndOfPeriod,-9.593553284973
199 | 1.5,10,150.5,2.5,3,BeginningOfPeriod,-0.0591852140195
200 | 1.5,10,150.5,2.5,3,EndOfPeriod,-0.1479630350487
201 | 1.5,10,150.5,2.5,5,BeginningOfPeriod,-0.5770558366901
202 | 1.5,10,150.5,2.5,5,EndOfPeriod,-1.442639591725
203 | 1.5,10,150.5,2.5,7,BeginningOfPeriod,-3.813747228381
204 | 1.5,10,150.5,2.5,7,EndOfPeriod,-9.534368070953
205 | 1.5,10,150.5,5,5,BeginningOfPeriod,-0.3699075876219
206 | 1.5,10,150.5,5,5,EndOfPeriod,-0.9247689690547
207 | 1.5,10,150.5,5,7,BeginningOfPeriod,-3.606598979313
208 | 1.5,10,150.5,5,7,EndOfPeriod,-9.016497448283
209 | 0.2,10,100,2,5,EndOfPeriod,-24.81481907366
210 | 0.2,10,100,2,5,EndOfPeriod,-24.81481907366
211 | 


--------------------------------------------------------------------------------
/src/ExcelFinancialFunctions/oddbonds.fs:
--------------------------------------------------------------------------------
  1 | // Difficult to digest formulas for odd bonds calculations. Trust the testcases that I got these ones right.
  2 | #light
  3 | namespace Excel.FinancialFunctions
  4 | 
  5 | open System
  6 | open Excel.FinancialFunctions.Common
  7 | open Excel.FinancialFunctions.DayCount
  8 | 
  9 | module internal OddBonds =
 10 | 
 11 |     // Main formulas
 12 |     let coupNumber (Date(my, mm, md) as mat) (Date(sy, sm, sd) as settl) numMonths basis isWholeNumber =
 13 |         let couponsTemp = if isWholeNumber then 0. else 1.
 14 |         let endOfMonthTemp = lastDayOfMonth my mm md
 15 |         let endOfMonth = if not(endOfMonthTemp) && mm <> 2 && md > 28 && md < daysOfMonth my mm then lastDayOfMonth sy sm sd else endOfMonthTemp
 16 |         let startDate = changeMonth settl 0 basis endOfMonth
 17 |         let coupons = if settl < startDate then couponsTemp + 1. else couponsTemp
 18 |         let date = changeMonth startDate numMonths basis endOfMonth
 19 |         let _, _, result = datesAggregate1 date mat numMonths basis (fun pcd ncd -> 1.) coupons endOfMonth
 20 |         result
 21 |     
 22 |     let daysBetweenNotNeg (dc:IDayCount) startDate endDate =
 23 |         let result = dc.DaysBetween startDate endDate NumDenumPosition.Numerator
 24 |         if result > 0. then result else 0.
 25 |     let daysBetweenNotNegPsaHack startDate endDate =
 26 |         let result = float (dateDiff360Us startDate endDate Method360Us.ModifyBothDates)
 27 |         if result > 0. then result else 0.
 28 |     let daysBetweenNotNegWithHack dc startDate endDate basis =
 29 |         if basis = DayCountBasis.UsPsa30_360
 30 |         then daysBetweenNotNegPsaHack startDate endDate
 31 |         else daysBetweenNotNeg dc startDate endDate
 32 |             
 33 |     let oddFPrice settlement (Date(my, mm, md) as maturity) issue firstCoupon rate yld redemption frequency basis =
 34 |         let dc = dayCount basis 
 35 |         let endMonth = lastDayOfMonth my mm md
 36 |         let numMonths = freq2months frequency
 37 |         let numMonthsNeg = - numMonths
 38 |         let e = dc.CoupDays settlement firstCoupon frequency
 39 |         let n = dc.CoupNum settlement maturity frequency
 40 |         let m = frequency
 41 |         let dfc = daysBetweenNotNeg dc issue firstCoupon
 42 |         if dfc < e then
 43 |             let dsc = daysBetweenNotNeg dc settlement firstCoupon
 44 |             let a = daysBetweenNotNeg dc issue settlement
 45 |             let x = yld / m + 1.
 46 |             let y = dsc / e
 47 |             let p1 = x
 48 |             let p3 = pow p1 (n - 1. + y)
 49 |             let term1 = redemption / p3
 50 |             let term2 = 100. * rate / m * dfc / e / pow p1  y
 51 |             let term3 = aggrBetween 2 (int n) (fun acc index -> acc + 100. * rate / m / (pow p1 (float index - 1. + y))) 0.
 52 |             let p2 = rate / m
 53 |             let term4 = a / e * p2 * 100.
 54 |             term1 + term2 + term3 - term4
 55 |         else // dfc >= e
 56 |             let nc = dc.CoupNum issue firstCoupon frequency
 57 |             let lateCoupon = ref firstCoupon            
 58 |             let aggrFunction acc index =
 59 |                 let earlyCoupon = changeMonth !lateCoupon numMonthsNeg basis false
 60 |                 let nl =
 61 |                     if basis = DayCountBasis.ActualActual
 62 |                     then daysBetweenNotNeg dc earlyCoupon !lateCoupon
 63 |                     else e
 64 |                 let dci = if index > 1 then nl else daysBetweenNotNeg dc issue !lateCoupon
 65 |                 let startDate = if issue > earlyCoupon then issue else earlyCoupon
 66 |                 let endDate = if settlement < !lateCoupon then settlement else !lateCoupon
 67 |                 let a = daysBetweenNotNeg dc startDate endDate
 68 |                 lateCoupon := earlyCoupon
 69 |                 let dcnl, anl = acc
 70 |                 dcnl + dci / nl, anl + a / nl
 71 |             let dcnl, anl = aggrBetween (int nc) 1 aggrFunction (0., 0.)                         
 72 |             let dsc =
 73 |                 if basis = DayCountBasis.Actual360 || basis = DayCountBasis.Actual365
 74 |                 then
 75 |                     let date = dc.CoupNCD settlement firstCoupon frequency
 76 |                     daysBetweenNotNeg dc settlement date
 77 |                 else
 78 |                     let date = dc.CoupPCD settlement firstCoupon frequency
 79 |                     let a = dc.DaysBetween date settlement NumDenumPosition.Numerator
 80 |                     e - a
 81 |             let nq = coupNumber firstCoupon settlement numMonths basis true
 82 |             let n = dc.CoupNum firstCoupon maturity frequency
 83 |             let x = yld / m + 1.
 84 |             let y = dsc / e
 85 |             let p1 = x
 86 |             let p3 = pow p1 (y + nq + n)
 87 |             let term1 = redemption / p3
 88 |             let term2 = 100. * rate / m * dcnl / pow p1 (nq + y)
 89 |             let term3 = aggrBetween 1 (int n) (fun acc index -> acc + 100. * rate / m / (pow p1 (float index + nq + y))) 0.
 90 |             let term4 = 100. * rate / m * anl
 91 |             term1 + term2 + term3 - term4 
 92 |     let oddFYield settlement maturity issue firstCoupon rate pr redemption frequency basis =
 93 |         let dc = dayCount basis
 94 |         let years = dc.DaysBetween settlement maturity NumDenumPosition.Numerator
 95 |         let m = frequency
 96 |         let px = pr - 100.
 97 |         let num = rate * years * 100. - px
 98 |         let denum = px / 4. + years * px / 2. + years * 100.
 99 |         let guess = num / denum
100 |         findRoot (fun yld -> pr - oddFPrice settlement maturity issue firstCoupon rate yld redemption frequency basis) guess                      
101 |     let oddLFunc settlement maturity lastInterest rate prOrYld redemption frequency basis isLPrice =
102 |         let dc = dayCount basis
103 |         let m = frequency
104 |         let numMonths = int (12. / frequency)
105 |         let lastCoupon = lastInterest
106 |         let nc = dc.CoupNum lastCoupon maturity frequency
107 |         let earlyCoupon = ref lastCoupon
108 |         let aggrFunction acc index =
109 |             let lateCoupon = changeMonth !earlyCoupon numMonths basis false          
110 |             let nl = daysBetweenNotNegWithHack dc !earlyCoupon lateCoupon basis
111 |             let dci = if index < int nc then nl else daysBetweenNotNegWithHack dc !earlyCoupon maturity basis
112 |             let a =
113 |                 if lateCoupon < settlement
114 |                 then dci
115 |                 elif !earlyCoupon < settlement
116 |                     then daysBetweenNotNeg dc !earlyCoupon settlement
117 |                 else 0.
118 |             let startDate = if settlement > !earlyCoupon then settlement else !earlyCoupon
119 |             let endDate = if maturity < lateCoupon then maturity else lateCoupon
120 |             let dsc = daysBetweenNotNeg dc startDate endDate
121 |             earlyCoupon := lateCoupon
122 |             let dcnl, anl, dscnl = acc
123 |             dcnl + dci / nl, anl + a / nl , dscnl + dsc / nl        
124 |         let dcnl, anl, dscnl = aggrBetween 1 (int nc) aggrFunction (0., 0., 0.)
125 |         let x = 100. * rate / m
126 |         let term1 = dcnl * x + redemption
127 |         if isLPrice then
128 |             let term2 = dscnl * prOrYld / m + 1.
129 |             let term3 = anl * x
130 |             term1 / term2 - term3
131 |         else
132 |             let term2 = anl * x + prOrYld    
133 |             let term3 = m / dscnl
134 |             (term1 - term2) / term2 * term3
135 |         
136 |     // Preconditions and special cases
137 |     let calcOddFPrice settlement (Date(my, mm, md) as maturity) issue firstCoupon rate yld redemption (frequency:Frequency) basis =
138 |         let endMonth = lastDayOfMonth my mm md
139 |         let numMonths = int (12. / (float(int frequency)))
140 |         let numMonthsNeg = - numMonths
141 |         let pcd, ncd = findPcdNcd (changeMonth maturity numMonthsNeg basis endMonth) firstCoupon numMonthsNeg basis endMonth
142 |         // The next condition is not in the docs, but nevertheless is needed !!!!!
143 |         (pcd = firstCoupon)             |> elseThrow "maturity and firstCoupon must have the same month and day (except for February when leap years are considered)"
144 |         (maturity > firstCoupon)        |> elseThrow "maturity must be after firstCoupon"
145 |         (firstCoupon > settlement)      |> elseThrow "firstCoupon must be after settlement"
146 |         (settlement > issue)            |> elseThrow "settlement must be after issue"
147 |         (rate >= 0.)                    |> elseThrow "rate must be more than 0"
148 |         (yld >= 0.)                     |> elseThrow "yld must be more than 0"
149 |         (redemption >= 0.)              |> elseThrow "redemption must be more than 0"
150 |         oddFPrice settlement maturity issue firstCoupon rate yld redemption (float (int frequency)) basis
151 |     let calcOddFYield settlement maturity issue firstCoupon rate pr redemption (frequency:Frequency) basis =
152 |         (maturity > firstCoupon)        |> elseThrow "maturity must be after firstCoupon"
153 |         (firstCoupon > settlement)      |> elseThrow "firstCoupon must be after settlement"
154 |         (settlement > issue)            |> elseThrow "settlement must be after issue"
155 |         (rate >= 0.)                    |> elseThrow "rate must be more than 0"
156 |         (pr >= 0.)                      |> elseThrow "pr must be more than 0"
157 |         (redemption >= 0.)              |> elseThrow "redemption must be more than 0"
158 |         oddFYield settlement maturity issue firstCoupon rate pr redemption (float (int frequency)) basis
159 |     let calcOddLPrice settlement maturity lastInterest rate yld redemption (frequency:Frequency) basis =
160 |         (maturity > settlement)         |> elseThrow "maturity must be after settlement"
161 |         (settlement > lastInterest)     |> elseThrow "settlement must be after lastInterest"
162 |         (rate >= 0.)                    |> elseThrow "rate must be more than 0"
163 |         (yld >= 0.)                     |> elseThrow "yld must be more than 0"
164 |         (redemption >= 0.)              |> elseThrow "redemption must be more than 0"
165 |         oddLFunc settlement maturity lastInterest rate yld redemption (float (int frequency)) basis true
166 |     let calcOddLYield settlement maturity lastInterest rate pr redemption (frequency:Frequency) basis =
167 |         (maturity > settlement)         |> elseThrow "maturity must be after settlement"
168 |         (settlement > lastInterest)     |> elseThrow "settlement must be after lastInterest"
169 |         (rate >= 0.)                    |> elseThrow "rate must be more than 0"
170 |         (pr >= 0.)                      |> elseThrow "pr must be more than 0"
171 |         (redemption >= 0.)              |> elseThrow "redemption must be more than 0"
172 |         oddLFunc settlement maturity lastInterest rate pr redemption (float (int frequency)) basis false
173 |        
174 |    


--------------------------------------------------------------------------------
/tests/ExcelFinancialFunctions.Tests/testdata/db.test:
--------------------------------------------------------------------------------
  1 | 100,10,1,0.3,1,7.5
  2 | 100,10,1,0.3,4,30
  3 | 100,10,1,0.3,9,67.5
  4 | 100,10,1,1,1,7.5
  5 | 100,10,1,1,4,30
  6 | 100,10,1,1,9,67.5
  7 | 100,10,13,0.3,1,1.35
  8 | 100,10,13,0.3,4,5.4
  9 | 100,10,13,0.3,9,12.15
 10 | 100,10,13,1,1,1.35
 11 | 100,10,13,1,4,5.4
 12 | 100,10,13,1,9,12.15
 13 | 100,10,13,1.7,1,1.35
 14 | 100,10,13,1.7,4,5.4
 15 | 100,10,13,1.7,9,12.15
 16 | 100,10,13,2,1,15.9813
 17 | 100,10,13,2,4,15.3252
 18 | 100,10,13,2,9,14.2317
 19 | 100,10,13,10,1,3.88654994585
 20 | 100,10,13,10,4,3.726990622174
 21 | 100,10,13,10,9,3.461058416046
 22 | 100,10,13,11.3,1,3.256928854622
 23 | 100,10,13,11.3,4,3.123218141382
 24 | 100,10,13,11.3,9,2.900366952647
 25 | 100,10,13,13,1,2.287158746586
 26 | 100,10,13,13,4,2.193261200476
 27 | 100,10,13,13,9,2.036765290294
 28 | 100,10,12.7,0.3,1,1.383333333333
 29 | 100,10,12.7,0.3,4,5.533333333333
 30 | 100,10,12.7,0.3,9,12.45
 31 | 100,10,12.7,1,1,1.383333333333
 32 | 100,10,12.7,1,4,5.533333333333
 33 | 100,10,12.7,1,9,12.45
 34 | 100,10,12.7,1.7,1,1.383333333333
 35 | 100,10,12.7,1.7,4,5.533333333333
 36 | 100,10,12.7,1.7,9,12.45
 37 | 100,10,12.7,2,1,16.37036666667
 38 | 100,10,12.7,2,4,15.68146666667
 39 | 100,10,12.7,2,9,14.5333
 40 | 100,10,12.7,10,1,3.831658648126
 41 | 100,10,12.7,10,4,3.670414266956
 42 | 100,10,12.7,10,9,3.401673631673
 43 | 100,10,12.7,11.3,1,3.195603312537
 44 | 100,10,12.7,11.3,4,3.061125498642
 45 | 100,10,12.7,11.3,9,2.836995808815
 46 | 100,10,40,0.3,1,0.4666666666667
 47 | 100,10,40,0.3,4,1.866666666667
 48 | 100,10,40,0.3,9,4.2
 49 | 100,10,40,1,1,0.4666666666667
 50 | 100,10,40,1,4,1.866666666667
 51 | 100,10,40,1,9,4.2
 52 | 100,10,40,1.7,1,0.4666666666667
 53 | 100,10,40,1.7,4,1.866666666667
 54 | 100,10,40,1.7,9,4.2
 55 | 100,10,40,2,1,5.573866666667
 56 | 100,10,40,2,4,5.495466666667
 57 | 100,10,40,2,9,5.3648
 58 | 100,10,40,10,1,3.515058280007
 59 | 100,10,40,10,4,3.465616736885
 60 | 100,10,40,10,9,3.383214165016
 61 | 100,10,40,11.3,1,3.318215016326
 62 | 100,10,40,11.3,4,3.27154219962
 63 | 100,10,40,11.3,9,3.193754171776
 64 | 100,10,40,13,1,2.956980856789
 65 | 100,10,40,13,4,2.9153890296
 66 | 100,10,40,13,9,2.846069317619
 67 | 100,50,1,0.3,1,4.166666666667
 68 | 100,50,1,0.3,4,16.66666666667
 69 | 100,50,1,0.3,9,37.5
 70 | 100,50,1,1,1,4.166666666667
 71 | 100,50,1,1,4,16.66666666667
 72 | 100,50,1,1,9,37.5
 73 | 100,50,13,0.3,1,0.4333333333333
 74 | 100,50,13,0.3,4,1.733333333333
 75 | 100,50,13,0.3,9,3.9
 76 | 100,50,13,1,1,0.4333333333333
 77 | 100,50,13,1,4,1.733333333333
 78 | 100,50,13,1,9,3.9
 79 | 100,50,13,1.7,1,0.4333333333333
 80 | 100,50,13,1.7,4,1.733333333333
 81 | 100,50,13,1.7,9,3.9
 82 | 100,50,13,2,1,5.177466666667
 83 | 100,50,13,2,4,5.109866666667
 84 | 100,50,13,2,9,4.9972
 85 | 100,50,13,10,1,3.37741175209
 86 | 100,50,13,10,4,3.333314310399
 87 | 100,50,13,10,9,3.259818574247
 88 | 100,50,13,11.3,1,3.201786340982
 89 | 100,50,13,11.3,4,3.159981966259
 90 | 100,50,13,11.3,9,3.090308008386
 91 | 100,50,13,13,1,2.877458191786
 92 | 100,50,13,13,4,2.839888433004
 93 | 100,50,13,13,9,2.777272168369
 94 | 100,50,12.7,0.3,1,0.4416666666667
 95 | 100,50,12.7,0.3,4,1.766666666667
 96 | 100,50,12.7,0.3,9,3.975
 97 | 100,50,12.7,1,1,0.4416666666667
 98 | 100,50,12.7,1,4,1.766666666667
 99 | 100,50,12.7,1,9,3.975
100 | 100,50,12.7,1.7,1,0.4416666666667
101 | 100,50,12.7,1.7,4,1.766666666667
102 | 100,50,12.7,1.7,9,3.975
103 | 100,50,12.7,2,1,5.276591666667
104 | 100,50,12.7,2,4,5.206366666667
105 | 100,50,12.7,2,9,5.089325
106 | 100,50,12.7,10,1,3.413133844485
107 | 100,50,12.7,10,4,3.367709195512
108 | 100,50,12.7,10,9,3.292001447225
109 | 100,50,12.7,11.3,1,3.232237750727
110 | 100,50,12.7,11.3,4,3.18922060815
111 | 100,50,12.7,11.3,9,3.117525370522
112 | 100,50,40,0.3,1,0.1416666666667
113 | 100,50,40,0.3,4,0.5666666666667
114 | 100,50,40,0.3,9,1.275
115 | 100,50,40,1,1,0.1416666666667
116 | 100,50,40,1,4,0.5666666666667
117 | 100,50,40,1,9,1.275
118 | 100,50,40,1.7,1,0.1416666666667
119 | 100,50,40,1.7,4,0.5666666666667
120 | 100,50,40,1.7,9,1.275
121 | 100,50,40,2,1,1.697591666667
122 | 100,50,40,2,4,1.690366666667
123 | 100,50,40,2,9,1.678325
124 | 100,50,40,10,1,1.479998847848
125 | 100,50,40,10,4,1.473699929277
126 | 100,50,40,10,9,1.463201731658
127 | 100,50,40,11.3,1,1.454838867435
128 | 100,50,40,11.3,4,1.448647030479
129 | 100,50,40,11.3,9,1.43832730222
130 | 100,50,40,13,1,1.405794794375
131 | 100,50,40,13,4,1.399811690435
132 | 100,50,40,13,9,1.389839850535
133 | 100,0,1,0.3,1,8.333333333333
134 | 100,0,1,0.3,4,33.33333333333
135 | 100,0,1,0.3,9,75
136 | 100,0,1,1,1,8.333333333333
137 | 100,0,1,1,4,33.33333333333
138 | 100,0,1,1,9,75
139 | 100,0,13,0.3,1,8.333333333333
140 | 100,0,13,0.3,4,33.33333333333
141 | 100,0,13,0.3,9,75
142 | 100,0,13,1,1,8.333333333333
143 | 100,0,13,1,4,33.33333333333
144 | 100,0,13,1,9,75
145 | 100,0,13,1.7,1,8.333333333333
146 | 100,0,13,1.7,4,33.33333333333
147 | 100,0,13,1.7,9,75
148 | 100,0,13,2,1,91.66666666667
149 | 100,0,13,2,4,66.66666666667
150 | 100,0,13,2,9,25
151 | 100,0,13,10,1,0
152 | 100,0,13,10,4,0
153 | 100,0,13,10,9,0
154 | 100,0,13,11.3,1,0
155 | 100,0,13,11.3,4,0
156 | 100,0,13,11.3,9,0
157 | 100,0,13,13,1,0
158 | 100,0,13,13,4,0
159 | 100,0,13,13,9,0
160 | 100,0,12.7,0.3,1,8.333333333333
161 | 100,0,12.7,0.3,4,33.33333333333
162 | 100,0,12.7,0.3,9,75
163 | 100,0,12.7,1,1,8.333333333333
164 | 100,0,12.7,1,4,33.33333333333
165 | 100,0,12.7,1,9,75
166 | 100,0,12.7,1.7,1,8.333333333333
167 | 100,0,12.7,1.7,4,33.33333333333
168 | 100,0,12.7,1.7,9,75
169 | 100,0,12.7,2,1,91.66666666667
170 | 100,0,12.7,2,4,66.66666666667
171 | 100,0,12.7,2,9,25
172 | 100,0,12.7,10,1,0
173 | 100,0,12.7,10,4,0
174 | 100,0,12.7,10,9,0
175 | 100,0,12.7,11.3,1,0
176 | 100,0,12.7,11.3,4,0
177 | 100,0,12.7,11.3,9,0
178 | 100,0,40,0.3,1,8.333333333333
179 | 100,0,40,0.3,4,33.33333333333
180 | 100,0,40,0.3,9,75
181 | 100,0,40,1,1,8.333333333333
182 | 100,0,40,1,4,33.33333333333
183 | 100,0,40,1,9,75
184 | 100,0,40,1.7,1,8.333333333333
185 | 100,0,40,1.7,4,33.33333333333
186 | 100,0,40,1.7,9,75
187 | 100,0,40,2,1,91.66666666667
188 | 100,0,40,2,4,66.66666666667
189 | 100,0,40,2,9,25
190 | 100,0,40,10,1,0
191 | 100,0,40,10,4,0
192 | 100,0,40,10,9,0
193 | 100,0,40,11.3,1,0
194 | 100,0,40,11.3,4,0
195 | 100,0,40,11.3,9,0
196 | 100,0,40,13,1,0
197 | 100,0,40,13,4,0
198 | 100,0,40,13,9,0
199 | 200,10,1,0.3,1,15.83333333333
200 | 200,10,1,0.3,4,63.33333333333
201 | 200,10,1,0.3,9,142.5
202 | 200,10,1,1,1,15.83333333333
203 | 200,10,1,1,4,63.33333333333
204 | 200,10,1,1,9,142.5
205 | 200,10,13,0.3,1,3.433333333333
206 | 200,10,13,0.3,4,13.73333333333
207 | 200,10,13,0.3,9,30.9
208 | 200,10,13,1,1,3.433333333333
209 | 200,10,13,1,4,13.73333333333
210 | 200,10,13,1,9,30.9
211 | 200,10,13,1.7,1,3.433333333333
212 | 200,10,13,1.7,4,13.73333333333
213 | 200,10,13,1.7,9,30.9
214 | 200,10,13,2,1,40.49273333333
215 | 200,10,13,2,4,38.37093333333
216 | 200,10,13,2,9,34.8346
217 | 200,10,13,10,1,6.396480979977
218 | 200,10,13,10,4,6.061308413788
219 | 200,10,13,10,9,5.502687470141
220 | 200,10,13,11.3,1,5.078805898102
221 | 200,10,13,11.3,4,4.812678880548
222 | 200,10,13,11.3,9,4.369133851292
223 | 200,10,13,13,1,3.201862075176
224 | 200,10,13,13,4,3.034086022737
225 | 200,10,13,13,9,2.754459268673
226 | 200,10,12.7,0.3,1,3.5
227 | 200,10,12.7,0.3,4,14
228 | 200,10,12.7,0.3,9,31.5
229 | 200,10,12.7,1,1,3.5
230 | 200,10,12.7,1,4,14
231 | 200,10,12.7,1,9,31.5
232 | 200,10,12.7,1.7,1,3.5
233 | 200,10,12.7,1.7,4,14
234 | 200,10,12.7,1.7,9,31.5
235 | 200,10,12.7,2,1,41.265
236 | 200,10,12.7,2,4,39.06
237 | 200,10,12.7,2,9,35.385
238 | 200,10,12.7,10,1,6.260349504079
239 | 200,10,12.7,10,4,5.925827011495
240 | 200,10,12.7,10,9,5.368289523854
241 | 200,10,12.7,11.3,1,4.945676108223
242 | 200,10,12.7,11.3,4,4.681403339081
243 | 200,10,12.7,11.3,9,4.240948723845
244 | 200,10,40,0.3,1,1.2
245 | 200,10,40,0.3,4,4.8
246 | 200,10,40,0.3,9,10.8
247 | 200,10,40,1,1,1.2
248 | 200,10,40,1,4,4.8
249 | 200,10,40,1,9,10.8
250 | 200,10,40,1.7,1,1.2
251 | 200,10,40,1.7,4,4.8
252 | 200,10,40,1.7,9,10.8
253 | 200,10,40,2,1,14.3136
254 | 200,10,40,2,4,14.0544
255 | 200,10,40,2,9,13.6224
256 | 200,10,40,10,1,7.872862857365
257 | 200,10,40,10,4,7.730295924334
258 | 200,10,40,10,9,7.492684369283
259 | 200,10,40,11.3,1,7.306016731635
260 | 200,10,40,11.3,4,7.173714617782
261 | 200,10,40,11.3,9,6.953211094695
262 | 200,10,40,13,1,6.291824713016
263 | 200,10,40,13,4,6.1778882494
264 | 200,10,40,13,9,5.987994143374
265 | 200,50,1,0.3,1,12.5
266 | 200,50,1,0.3,4,50
267 | 200,50,1,0.3,9,112.5
268 | 200,50,1,1,1,12.5
269 | 200,50,1,1,4,50
270 | 200,50,1,1,9,112.5
271 | 200,50,13,0.3,1,1.683333333333
272 | 200,50,13,0.3,4,6.733333333333
273 | 200,50,13,0.3,9,15.15
274 | 200,50,13,1,1,1.683333333333
275 | 200,50,13,1,4,6.733333333333
276 | 200,50,13,1,9,15.15
277 | 200,50,13,1.7,1,1.683333333333
278 | 200,50,13,1.7,4,6.733333333333
279 | 200,50,13,1.7,9,15.15
280 | 200,50,13,2,1,20.02998333333
281 | 200,50,13,2,4,19.51993333333
282 | 200,50,13,2,9,18.66985
283 | 200,50,13,10,1,8.545906202065
284 | 200,50,13,10,4,8.328290471396
285 | 200,50,13,10,9,7.965597586948
286 | 200,50,13,11.3,1,7.682769675656
287 | 200,50,13,11.3,4,7.487133133785
288 | 200,50,13,11.3,9,7.161072230667
289 | 200,50,13,13,1,6.209222134635
290 | 200,50,13,13,4,6.051108485858
291 | 200,50,13,13,9,5.787585737897
292 | 200,50,12.7,0.3,1,1.716666666667
293 | 200,50,12.7,0.3,4,6.866666666667
294 | 200,50,12.7,0.3,9,15.45
295 | 200,50,12.7,1,1,1.716666666667
296 | 200,50,12.7,1,4,6.866666666667
297 | 200,50,12.7,1,9,15.45
298 | 200,50,12.7,1.7,1,1.716666666667
299 | 200,50,12.7,1.7,4,6.866666666667
300 | 200,50,12.7,1.7,9,15.45
301 | 200,50,12.7,2,1,20.42318333333
302 | 200,50,12.7,2,4,19.89273333333
303 | 200,50,12.7,2,9,19.00865
304 | 200,50,12.7,10,1,8.55978744039
305 | 200,50,12.7,10,4,8.337464643123
306 | 200,50,12.7,10,9,7.966926647679
307 | 200,50,12.7,11.3,1,7.67812933403
308 | 200,50,12.7,11.3,4,7.478705784882
309 | 200,50,12.7,11.3,9,7.146333202968
310 | 200,50,40,0.3,1,0.5666666666667
311 | 200,50,40,0.3,4,2.266666666667
312 | 200,50,40,0.3,9,5.1
313 | 200,50,40,1,1,0.5666666666667
314 | 200,50,40,1,4,2.266666666667
315 | 200,50,40,1,9,5.1
316 | 200,50,40,1.7,1,0.5666666666667
317 | 200,50,40,1.7,4,2.266666666667
318 | 200,50,40,1.7,9,5.1
319 | 200,50,40,2,1,6.780733333333
320 | 200,50,40,2,4,6.722933333333
321 | 200,50,40,2,9,6.6266
322 | 200,50,40,10,1,5.141545417733
323 | 200,50,40,10,4,5.097718104294
324 | 200,50,40,10,9,5.024672581896
325 | 200,50,40,11.3,1,4.96673287353
326 | 200,50,40,11.3,4,4.924395688748
327 | 200,50,40,11.3,9,4.853833714111
328 | 200,50,40,13,1,4.634736581331
329 | 200,50,40,13,4,4.595229383329
330 | 200,50,40,13,9,4.529384053325
331 | 200,0,1,0.3,1,16.66666666667
332 | 200,0,1,0.3,4,66.66666666667
333 | 200,0,1,0.3,9,150
334 | 200,0,1,1,1,16.66666666667
335 | 200,0,1,1,4,66.66666666667
336 | 200,0,1,1,9,150
337 | 200,0,13,0.3,1,16.66666666667
338 | 200,0,13,0.3,4,66.66666666667
339 | 200,0,13,0.3,9,150
340 | 200,0,13,1,1,16.66666666667
341 | 200,0,13,1,4,66.66666666667
342 | 200,0,13,1,9,150
343 | 200,0,13,1.7,1,16.66666666667
344 | 200,0,13,1.7,4,66.66666666667
345 | 200,0,13,1.7,9,150
346 | 200,0,13,2,1,183.3333333333
347 | 200,0,13,2,4,133.3333333333
348 | 200,0,13,2,9,50
349 | 200,0,13,10,1,0
350 | 200,0,13,10,4,0
351 | 200,0,13,10,9,0
352 | 200,0,13,11.3,1,0
353 | 200,0,13,11.3,4,0
354 | 200,0,13,11.3,9,0
355 | 200,0,13,13,1,0
356 | 200,0,13,13,4,0
357 | 200,0,13,13,9,0
358 | 200,0,12.7,0.3,1,16.66666666667
359 | 200,0,12.7,0.3,4,66.66666666667
360 | 200,0,12.7,0.3,9,150
361 | 200,0,12.7,1,1,16.66666666667
362 | 200,0,12.7,1,4,66.66666666667
363 | 200,0,12.7,1,9,150
364 | 200,0,12.7,1.7,1,16.66666666667
365 | 200,0,12.7,1.7,4,66.66666666667
366 | 200,0,12.7,1.7,9,150
367 | 200,0,12.7,2,1,183.3333333333
368 | 200,0,12.7,2,4,133.3333333333
369 | 200,0,12.7,2,9,50
370 | 200,0,12.7,10,1,0
371 | 200,0,12.7,10,4,0
372 | 200,0,12.7,10,9,0
373 | 200,0,12.7,11.3,1,0
374 | 200,0,12.7,11.3,4,0
375 | 200,0,12.7,11.3,9,0
376 | 200,0,40,0.3,1,16.66666666667
377 | 200,0,40,0.3,4,66.66666666667
378 | 200,0,40,0.3,9,150
379 | 200,0,40,1,1,16.66666666667
380 | 200,0,40,1,4,66.66666666667
381 | 200,0,40,1,9,150
382 | 200,0,40,1.7,1,16.66666666667
383 | 200,0,40,1.7,4,66.66666666667
384 | 200,0,40,1.7,9,150
385 | 200,0,40,2,1,183.3333333333
386 | 200,0,40,2,4,133.3333333333
387 | 200,0,40,2,9,50
388 | 200,0,40,10,1,0
389 | 200,0,40,10,4,0
390 | 200,0,40,10,9,0
391 | 200,0,40,11.3,1,0
392 | 200,0,40,11.3,4,0
393 | 200,0,40,11.3,9,0
394 | 200,0,40,13,1,0
395 | 200,0,40,13,4,0
396 | 200,0,40,13,9,0
397 | 122,12,12,2,3,20.527232
398 | 122,12,12,2,3,20.527232
399 | 


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