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<?php namespace PhpOffice\PhpSpreadsheet\Calculation\Financial\CashFlow\Variable; use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel; use PhpOffice\PhpSpreadsheet\Calculation\Exception; use PhpOffice\PhpSpreadsheet\Calculation\Functions; use PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError; class NonPeriodic { const FINANCIAL_MAX_ITERATIONS = 128; const FINANCIAL_PRECISION = 1.0e-08; const DEFAULT_GUESS = 0.1; /** * XIRR. * * Returns the internal rate of return for a schedule of cash flows that is not necessarily periodic. * * Excel Function: * =XIRR(values,dates,guess) * * @param float[] $values A series of cash flow payments * The series of values must contain at least one positive value & one negative value * @param mixed[] $dates A series of payment dates * The first payment date indicates the beginning of the schedule of payments * All other dates must be later than this date, but they may occur in any order * @param mixed $guess An optional guess at the expected answer * * @return float|string */ public static function rate($values, $dates, $guess = self::DEFAULT_GUESS) { $rslt = self::xirrPart1($values, $dates); if ($rslt !== '') { return $rslt; } // create an initial range, with a root somewhere between 0 and guess $guess = Functions::flattenSingleValue($guess) ?? self::DEFAULT_GUESS; if (!is_numeric($guess)) { return ExcelError::VALUE(); } $guess = ($guess + 0.0) ?: self::DEFAULT_GUESS; $x1 = 0.0; $x2 = $guess + 0.0; $f1 = self::xnpvOrdered($x1, $values, $dates, false); $f2 = self::xnpvOrdered($x2, $values, $dates, false); $found = false; for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { if (!is_numeric($f1) || !is_numeric($f2)) { break; } $f1 = (float) $f1; $f2 = (float) $f2; if (($f1 * $f2) < 0.0) { $found = true; break; } elseif (abs($f1) < abs($f2)) { $x1 += 1.6 * ($x1 - $x2); $f1 = self::xnpvOrdered($x1, $values, $dates, false); } else { $x2 += 1.6 * ($x2 - $x1); $f2 = self::xnpvOrdered($x2, $values, $dates, false); } } if (!$found) { return ExcelError::NAN(); } return self::xirrPart3($values, $dates, $x1, $x2); } /** * XNPV. * * Returns the net present value for a schedule of cash flows that is not necessarily periodic. * To calculate the net present value for a series of cash flows that is periodic, use the NPV function. * * Excel Function: * =XNPV(rate,values,dates) * * @param float $rate the discount rate to apply to the cash flows * @param float[] $values A series of cash flows that corresponds to a schedule of payments in dates. * The first payment is optional and corresponds to a cost or payment that occurs * at the beginning of the investment. * If the first value is a cost or payment, it must be a negative value. * All succeeding payments are discounted based on a 365-day year. * The series of values must contain at least one positive value and one negative value. * @param mixed[] $dates A schedule of payment dates that corresponds to the cash flow payments. * The first payment date indicates the beginning of the schedule of payments. * All other dates must be later than this date, but they may occur in any order. * * @return float|string */ public static function presentValue($rate, $values, $dates) { return self::xnpvOrdered($rate, $values, $dates, true); } private static function bothNegAndPos(bool $neg, bool $pos): bool { return $neg && $pos; } /** * @param mixed $values * @param mixed $dates */ private static function xirrPart1(&$values, &$dates): string { $values = Functions::flattenArray($values); $dates = Functions::flattenArray($dates); $valuesIsArray = count($values) > 1; $datesIsArray = count($dates) > 1; if (!$valuesIsArray && !$datesIsArray) { return ExcelError::NA(); } if (count($values) != count($dates)) { return ExcelError::NAN(); } $datesCount = count($dates); for ($i = 0; $i < $datesCount; ++$i) { try { $dates[$i] = DateTimeExcel\Helpers::getDateValue($dates[$i]); } catch (Exception $e) { return $e->getMessage(); } } return self::xirrPart2($values); } private static function xirrPart2(array &$values): string { $valCount = count($values); $foundpos = false; $foundneg = false; for ($i = 0; $i < $valCount; ++$i) { $fld = $values[$i]; if (!is_numeric($fld)) { return ExcelError::VALUE(); } elseif ($fld > 0) { $foundpos = true; } elseif ($fld < 0) { $foundneg = true; } } if (!self::bothNegAndPos($foundneg, $foundpos)) { return ExcelError::NAN(); } return ''; } /** * @return float|string */ private static function xirrPart3(array $values, array $dates, float $x1, float $x2) { $f = self::xnpvOrdered($x1, $values, $dates, false); if ($f < 0.0) { $rtb = $x1; $dx = $x2 - $x1; } else { $rtb = $x2; $dx = $x1 - $x2; } $rslt = ExcelError::VALUE(); for ($i = 0; $i < self::FINANCIAL_MAX_ITERATIONS; ++$i) { $dx *= 0.5; $x_mid = $rtb + $dx; $f_mid = (float) self::xnpvOrdered($x_mid, $values, $dates, false); if ($f_mid <= 0.0) { $rtb = $x_mid; } if ((abs($f_mid) < self::FINANCIAL_PRECISION) || (abs($dx) < self::FINANCIAL_PRECISION)) { $rslt = $x_mid; break; } } return $rslt; } /** * @param mixed $rate * @param mixed $values * @param mixed $dates * * @return float|string */ private static function xnpvOrdered($rate, $values, $dates, bool $ordered = true) { $rate = Functions::flattenSingleValue($rate); $values = Functions::flattenArray($values); $dates = Functions::flattenArray($dates); $valCount = count($values); try { self::validateXnpv($rate, $values, $dates); $date0 = DateTimeExcel\Helpers::getDateValue($dates[0]); } catch (Exception $e) { return $e->getMessage(); } $xnpv = 0.0; for ($i = 0; $i < $valCount; ++$i) { if (!is_numeric($values[$i])) { return ExcelError::VALUE(); } try { $datei = DateTimeExcel\Helpers::getDateValue($dates[$i]); } catch (Exception $e) { return $e->getMessage(); } if ($date0 > $datei) { $dif = $ordered ? ExcelError::NAN() : -((int) DateTimeExcel\Difference::interval($datei, $date0, 'd')); } else { $dif = DateTimeExcel\Difference::interval($date0, $datei, 'd'); } if (!is_numeric($dif)) { return $dif; } if ($rate <= -1.0) { $xnpv += -abs($values[$i]) / (-1 - $rate) ** ($dif / 365); } else { $xnpv += $values[$i] / (1 + $rate) ** ($dif / 365); } } return is_finite($xnpv) ? $xnpv : ExcelError::VALUE(); } /** * @param mixed $rate */ private static function validateXnpv($rate, array $values, array $dates): void { if (!is_numeric($rate)) { throw new Exception(ExcelError::VALUE()); } $valCount = count($values); if ($valCount != count($dates)) { throw new Exception(ExcelError::NAN()); } if ($valCount > 1 && ((min($values) > 0) || (max($values) < 0))) { throw new Exception(ExcelError::NAN()); } } }