public static FinanceCalcResult <double> GetCumipmt(double rate, int nPer, double pv, int startPeriod, int endPeriod, PmtDue type)
{
if (startPeriod <= 0 || endPeriod < startPeriod || rate <= 0d || endPeriod > nPer ||
pv <= 0d)
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
var result = InternalMethods.PMT_Internal(rate, nPer, pv, 0d, type);
if (result.HasError)
{
return(new FinanceCalcResult <double>(result.ExcelErrorType));
}
var pmtResult = result.Result;
var retVal = 0d;
if (startPeriod == 1)
{
if (type == PmtDue.EndOfPeriod)
{
retVal = -pv;
}
startPeriod++;
}
for (int i = startPeriod; i <= endPeriod; i++)
{
var res = FvImpl.Fv(rate, (i - 1 - (int)type), pmtResult, pv, type);
if (res.HasError)
{
return(new FinanceCalcResult <double>(res.ExcelErrorType));
}
retVal += type == PmtDue.BeginningOfPeriod ? res.Result - pmtResult : res.Result;
}
retVal *= rate;
return(new FinanceCalcResult <double>(retVal));
}
public FinanceCalcResult <double> GetCumprinc(double rate, double nper, double pv, int startPeriod, int endPeriod, PmtDue type)
{
double fPmt, fPpmt;
if (startPeriod < 1 || endPeriod < startPeriod || rate <= 0.0 || endPeriod > nper || pv <= 0.0)
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
fPmt = _pmtProvider.GetPmt(rate, nper, pv, 0.0, type);
fPpmt = 0.0;
var nStart = startPeriod;
var nEnd = endPeriod;
if (nStart == 1)
{
if (type == PmtDue.EndOfPeriod)
{
fPpmt = fPmt + pv * rate;
}
else
{
fPpmt = fPmt;
}
nStart++;
}
for (var i = nStart; i <= nEnd; i++)
{
if (type == PmtDue.BeginningOfPeriod)
{
fPpmt += fPmt - (_fvProvider.GetFv(rate, i - 2, fPmt, pv, type) - fPmt) * rate;
}
else
{
fPpmt += fPmt - _fvProvider.GetFv(rate, i - 1, fPmt, pv, type) * rate;
}
}
return(new FinanceCalcResult <double>(fPpmt));
}
public double GetFv(double Rate, double NPer, double Pmt, double PV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
return(InternalMethods.FV_Internal(Rate, NPer, Pmt, PV, Due));
}
public static double LEvalRate(double Rate, double NPer, double Pmt, double PV, double dFv, PmtDue Due)
{
double dTemp1;
double dTemp2;
double dTemp3;
if (Rate == 0.0)
{
return(PV + Pmt * NPer + dFv);
}
else
{
dTemp3 = Rate + 1.0;
// WARSI Using the exponent operator for pow(..) in C code of LEvalRate. Still got
// to make sure that they (pow and ^) are same for all conditions
dTemp1 = System.Math.Pow(dTemp3, NPer);
if (Due != PmtDue.EndOfPeriod)
{
dTemp2 = 1 + Rate;
}
else
{
dTemp2 = 1.0;
}
return(PV * dTemp1 + Pmt * dTemp2 * (dTemp1 - 1) / Rate + dFv);
}
}
internal static FinanceCalcResult <double> Ppmt(double Rate, double Per, double NPer, double PV, double FV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
double Pmt;
double dIPMT;
// Checking for error conditions
if ((Per <= 0.0) || (Per >= (NPer + 1)))
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
var pmtResult = InternalMethods.PMT_Internal(Rate, NPer, PV, FV, Due);
if (pmtResult.HasError)
{
return(new FinanceCalcResult <double>(pmtResult.ExcelErrorType));
}
Pmt = pmtResult.Result;
var iPmtResult = IPmtImpl.Ipmt(Rate, Per, NPer, PV, FV, Due);
if (iPmtResult.HasError)
{
return(new FinanceCalcResult <double>(iPmtResult.ExcelErrorType));
}
dIPMT = iPmtResult.Result;
return(new FinanceCalcResult <double>(Pmt - dIPMT));
}
internal static FinanceCalcResult <double> Fv(double Rate, double NPer, double Pmt, double PV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
return(new FinanceCalcResult <double>(InternalMethods.FV_Internal(Rate, NPer, Pmt, PV, Due)));
}
public static FinanceCalcResult <double> Rate(double NPer, double Pmt, double PV, double FV = 0, PmtDue Due = PmtDue.EndOfPeriod, double Guess = 0.1)
{
double dTemp;
double dRate0;
double dRate1;
double dY0;
double dY1;
int I;
// Check for error condition
if (NPer <= 0.0)
{
throw new ArgumentException("NPer must by greater than zero");
}
dRate0 = Guess;
dY0 = LEvalRate(dRate0, NPer, Pmt, PV, FV, Due);
if (dY0 > 0)
{
dRate1 = (dRate0 / 2);
}
else
{
dRate1 = (dRate0 * 2);
}
dY1 = LEvalRate(dRate1, NPer, Pmt, PV, FV, Due);
for (I = 0; I <= 39; I++)
{
if (dY1 == dY0)
{
if (dRate1 > dRate0)
{
dRate0 = dRate0 - cnL_IT_STEP;
}
else
{
dRate0 = dRate0 - cnL_IT_STEP * (-1);
}
dY0 = LEvalRate(dRate0, NPer, Pmt, PV, FV, Due);
if (dY1 == dY0)
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
}
dRate0 = dRate1 - (dRate1 - dRate0) * dY1 / (dY1 - dY0);
// Secant method of generating next approximation
dY0 = LEvalRate(dRate0, NPer, Pmt, PV, FV, Due);
if (System.Math.Abs(dY0) < cnL_IT_EPSILON)
{
return(new FinanceCalcResult <double>(dRate0));
}
dTemp = dY0;
dY0 = dY1;
dY1 = dTemp;
dTemp = dRate0;
dRate0 = dRate1;
dRate1 = dTemp;
}
return(new FinanceCalcResult <double>(eErrorType.Num));
}
/// <summary>
/// The Excel FV function calculates the Future Value of an investment with periodic constant payments and a constant interest rate.
/// </summary>
/// <param name="rate">The interest rate, per period.</param>
/// <param name="nper">The number of periods for the lifetime of the annuity.</param>
/// <param name="pmt">An optional argument that specifies the payment per period.</param>
/// <param name="pv">An optional argument that specifies the present value of the annuity - i.e. the amount that a series of future payments is worth now.</param>
/// <param name="type">An optional argument that defines whether the payment is made at the start or the end of the period.</param>
/// <returns></returns>
public static double Fv(double rate, double nper, double pmt = 0d, double pv = 0d, PmtDue type = 0)
{
if ((type == PmtDue.EndOfPeriod && rate == -1d))
{
return(-(pv * System.Math.Pow(1d + rate, nper)));
}
if (rate == -1d && type == PmtDue.EndOfPeriod)
{
return(-(pv * System.Math.Pow(1d + rate, nper) + pmt));
}
return(FvCalc(rate, nper, pmt, pv, type));;
}
/// <summary>
/// Calculates the present value
/// </summary>
/// <param name="rate">The interest rate, per period.</param>
/// <param name="nper">The number of periods for the lifetime of the annuity or investment.</param>
/// <param name="pmt">An optional argument that specifies the payment per period.</param>
/// <param name="fv">An optional argument that specifies the future value of the annuity, at the end of nper payments.If the[fv] argument is omitted, it takes on the default value 0.</param>
/// <param name="type">An optional argument that defines whether the payment is made at the start or the end of the period. See <see cref="PmtDue"></see></param>
/// <returns></returns>
public static double Pv(double rate, double nper, double pmt = 0d, double fv = 0d, PmtDue type = 0)
{
return(-1 * (fv * (1d / System.Math.Pow(1.0 + rate, nper)) + pmt * GetAnnuityFactor(rate, nper, type)));
}
private static double GetAnnuityFactor(double rate, double nper, PmtDue type)
{
return(rate == 0.0 ? nper : (1 + rate * (int)type) * (1 - 1d / System.Math.Pow(1.0 + rate, nper)) / rate);
}
private static double FvCalc(double rate, double nper, double pmt, double pv, PmtDue type)
{
return(-1 * (pv * System.Math.Pow(1.0 + rate, nper) + pmt * (GetAnnuityFactor(rate, nper, type) * System.Math.Pow(1.0 + rate, nper))));
}
public static FinanceCalcResult <double> NPer(double Rate, double Pmt, double PV, double FV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
double dTemp3;
double dTempFv;
double dTempPv;
double dTemp4;
// Checking Error Conditions
if (Rate <= -1.0)
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
if (Rate == 0.0)
{
if (Pmt == 0.0)
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
return(new FinanceCalcResult <double>(-(PV + FV) / Pmt));
}
else
{
if (Due != 0)
{
dTemp3 = Pmt * (1.0 + Rate) / Rate;
}
else
{
dTemp3 = Pmt / Rate;
}
dTempFv = -FV + dTemp3;
dTempPv = PV + dTemp3;
// Make sure the values fit the domain of log()
if (dTempFv < 0.0 && dTempPv < 0.0)
{
dTempFv = -1 * dTempFv;
dTempPv = -1 * dTempPv;
}
else if (dTempFv <= 0.0 || dTempPv <= 0.0)
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
dTemp4 = Rate + 1.0;
var result = (System.Math.Log(dTempFv) - System.Math.Log(dTempPv)) / System.Math.Log(dTemp4);
return(new FinanceCalcResult <double>(result));
}
}
public double GetPmt(double Rate, double NPer, double PV, double FV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
return(InternalMethods.PMT_Internal(Rate, NPer, PV, FV, Due).Result);
}
internal static double FV_Internal(double Rate, double NPer, double Pmt, double PV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
double dTemp;
double dTemp2;
double dTemp3;
//Performing calculation
if (Rate == 0)
{
return(-PV - Pmt * NPer);
}
if (Due != PmtDue.EndOfPeriod)
{
dTemp = 1.0 + Rate;
}
else
{
dTemp = 1.0;
}
dTemp3 = 1.0 + Rate;
dTemp2 = System.Math.Pow(dTemp3, NPer);
//Do divides before multiplies to avoid OverflowExceptions
return(((-PV) * dTemp2) - ((Pmt / Rate) * dTemp * (dTemp2 - 1.0)));
}
internal static FinanceCalcResult <double> PMT_Internal(double Rate, double NPer, double PV, double FV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
double dTemp;
double dTemp2;
double dTemp3;
// Checking for error conditions
if (NPer == 0.0)
{
return(new FinanceCalcResult <double>(eErrorType.Value));
}
if (Rate == 0.0)
{
return(new FinanceCalcResult <double>((-FV - PV) / NPer));
}
else
{
if (Due != 0)
{
dTemp = 1.0 + Rate;
}
else
{
dTemp = 1.0;
}
dTemp3 = Rate + 1.0;
// WARSI Using the exponent operator for pow(..) in C code of PMT. Still got
// to make sure that they (pow and ^) are same for all conditions
dTemp2 = System.Math.Pow(dTemp3, NPer);
var result = ((-FV - PV * dTemp2) / (dTemp * (dTemp2 - 1.0)) * Rate);
return(new FinanceCalcResult <double>(result));
}
}
internal static FinanceCalcResult <double> Ipmt(double Rate, double Per, double NPer, double PV, double FV = 0, PmtDue Due = PmtDue.EndOfPeriod)
{
double Pmt;
double dTFv;
double dTemp;
if (Due != PmtDue.EndOfPeriod)
{
dTemp = 2d;
}
else
{
dTemp = 1;
}
// Type = 0 or non-zero only. Offset to calculate FV
if ((Per <= 0) || (Per >= NPer + 1))
{
return(new FinanceCalcResult <double>(eErrorType.Value));
}
if (Due != PmtDue.EndOfPeriod && (Per == 1.0))
{
return(new FinanceCalcResult <double>(0d));;
}
// Calculate PMT (i.e. annuity) for given parms. Rqrd for FV
var result = InternalMethods.PMT_Internal(Rate, NPer, PV, FV, Due);
if (result.HasError)
{
return(new FinanceCalcResult <double>(eErrorType.Num));
}
Pmt = result.Result;
if (Due != PmtDue.EndOfPeriod)
{
PV = PV + Pmt;
}
dTFv = InternalMethods.FV_Internal(Rate, (Per - dTemp), Pmt, PV, PmtDue.EndOfPeriod);
return(new FinanceCalcResult <double>(dTFv * Rate));
}
