You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
350 lines
8.4 KiB
350 lines
8.4 KiB
/***************************************************************************
|
|
mymoneyfinancialcalculator.cpp - description
|
|
-------------------
|
|
begin : Tue Oct 21 2003
|
|
copyright : (C) 2000-2003 by Michael Edwardes
|
|
email : mte@users.sourceforge.net
|
|
Javier Campos Morales <javi_c@users.sourceforge.net>
|
|
Felix Rodriguez <frodriguez@users.sourceforge.net>
|
|
John C <thetacoturtle@users.sourceforge.net>
|
|
Thomas Baumgart <ipwizard@users.sourceforge.net>
|
|
Kevin Tambascio <ktambascio@users.sourceforge.net>
|
|
***************************************************************************/
|
|
|
|
/***************************************************************************
|
|
* *
|
|
* This program is free software; you can redistribute it and/or modify *
|
|
* it under the terms of the GNU General Public License as published by *
|
|
* the Free Software Foundation; either version 2 of the License, or *
|
|
* (at your option) any later version. *
|
|
* *
|
|
***************************************************************************/
|
|
|
|
#ifdef HAVE_CONFIG_H
|
|
#include <config.h>
|
|
#endif
|
|
|
|
#include <math.h>
|
|
#include <stdio.h>
|
|
|
|
// ----------------------------------------------------------------------------
|
|
// TQt Includes
|
|
|
|
// ----------------------------------------------------------------------------
|
|
// TDE Includes
|
|
|
|
// ----------------------------------------------------------------------------
|
|
// Project Includes
|
|
|
|
|
|
#include "mymoneyfinancialcalculator.h"
|
|
#include "mymoneyexception.h"
|
|
|
|
// #ifndef HAVE_ROUND
|
|
// #undef roundl
|
|
// #define roundl(a) rnd(a)
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::rnd(const FCALC_DOUBLE x) const
|
|
{
|
|
FCALC_DOUBLE r,f;
|
|
|
|
if(m_prec > 0) {
|
|
#ifdef HAVE_ROUND
|
|
f = powl(10.0, m_prec);
|
|
r = roundl(x * f)/f;
|
|
#else
|
|
char buf[50];
|
|
#if HAVE_LONG_DOUBLE
|
|
sprintf (buf, "%.*Lf", m_prec, x);
|
|
sscanf (buf, "%Lf", &r);
|
|
#else
|
|
sprintf (buf, "%.*f", m_prec, x);
|
|
sscanf (buf, "%lf", &r);
|
|
#endif
|
|
#endif
|
|
} else
|
|
r = roundl(x);
|
|
return r;
|
|
}
|
|
// #endif
|
|
|
|
static inline FCALC_DOUBLE dabs(const FCALC_DOUBLE x)
|
|
{
|
|
return (x >= 0.0) ? x : -x;
|
|
}
|
|
|
|
MyMoneyFinancialCalculator::MyMoneyFinancialCalculator()
|
|
{
|
|
setPrec();
|
|
setPF();
|
|
setCF();
|
|
setBep();
|
|
setDisc();
|
|
|
|
setNpp(0.0);
|
|
setIr(0.0);
|
|
setPv(0.0);
|
|
setPmt(0.0);
|
|
setFv(0.0);
|
|
|
|
// clear the mask
|
|
m_mask = 0;
|
|
}
|
|
|
|
MyMoneyFinancialCalculator::~MyMoneyFinancialCalculator()
|
|
{
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setPrec(const unsigned short prec)
|
|
{
|
|
m_prec = prec;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setPF(const unsigned short PF)
|
|
{
|
|
m_PF = PF;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setCF(const unsigned short CF)
|
|
{
|
|
m_CF = CF;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setBep(const bool bep)
|
|
{
|
|
m_bep = bep;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setDisc(const bool disc)
|
|
{
|
|
m_disc = disc;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setIr(const FCALC_DOUBLE ir)
|
|
{
|
|
m_ir = ir;
|
|
m_mask |= IR_SET;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setPv(const FCALC_DOUBLE pv)
|
|
{
|
|
m_pv = pv;
|
|
m_mask |= PV_SET;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setPmt(const FCALC_DOUBLE pmt)
|
|
{
|
|
m_pmt = pmt;
|
|
m_mask |= PMT_SET;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setNpp(const FCALC_DOUBLE npp)
|
|
{
|
|
m_npp = npp;
|
|
m_mask |= NPP_SET;
|
|
}
|
|
|
|
void MyMoneyFinancialCalculator::setFv(const FCALC_DOUBLE fv)
|
|
{
|
|
m_fv = fv;
|
|
m_mask |= FV_SET;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::numPayments(void)
|
|
{
|
|
const unsigned short mask = PV_SET | IR_SET | PMT_SET | FV_SET;
|
|
|
|
if((m_mask & mask) != mask)
|
|
throw new MYMONEYEXCEPTION("Not all parameters set for calculation of numPayments");
|
|
|
|
FCALC_DOUBLE eint = eff_int();
|
|
FCALC_DOUBLE CC = _Cx(eint);
|
|
|
|
CC = (CC - m_fv) / (CC + m_pv);
|
|
m_npp = (CC > 0.0) ? logl (CC) / logl (eint +1.0) : 0.0;
|
|
|
|
m_mask |= NPP_SET;
|
|
return m_npp;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::payment(void)
|
|
{
|
|
const unsigned short mask = PV_SET | IR_SET | NPP_SET | FV_SET;
|
|
|
|
if((m_mask & mask) != mask)
|
|
throw new MYMONEYEXCEPTION("Not all parameters set for calculation of payment");
|
|
|
|
FCALC_DOUBLE eint = eff_int();
|
|
FCALC_DOUBLE AA = _Ax(eint);
|
|
FCALC_DOUBLE BB = _Bx(eint);
|
|
|
|
m_pmt = -rnd((m_fv + m_pv * (AA + 1.0)) / (AA * BB));
|
|
//m_pmt = -floorl((m_fv + m_pv * (AA + 1.0)) / (AA * BB));
|
|
|
|
m_mask |= PMT_SET;
|
|
return m_pmt;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::presentValue(void)
|
|
{
|
|
const unsigned short mask = PMT_SET | IR_SET | NPP_SET | FV_SET;
|
|
|
|
if((m_mask & mask) != mask)
|
|
throw new MYMONEYEXCEPTION("Not all parameters set for calculation of payment");
|
|
|
|
FCALC_DOUBLE eint = eff_int();
|
|
FCALC_DOUBLE AA = _Ax(eint);
|
|
FCALC_DOUBLE CC = _Cx(eint);
|
|
|
|
m_pv = rnd(-(m_fv + (AA * CC)) / (AA + 1.0));
|
|
|
|
m_mask |= PV_SET;
|
|
return m_pv;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::futureValue(void)
|
|
{
|
|
const unsigned short mask = PMT_SET | IR_SET | NPP_SET | PV_SET;
|
|
|
|
if((m_mask & mask) != mask)
|
|
throw new MYMONEYEXCEPTION("Not all parameters set for calculation of payment");
|
|
|
|
FCALC_DOUBLE eint = eff_int();
|
|
FCALC_DOUBLE AA = _Ax(eint);
|
|
FCALC_DOUBLE CC = _Cx(eint);
|
|
m_fv = rnd(-(m_pv + AA * (m_pv + CC)));
|
|
|
|
m_mask |= FV_SET;
|
|
return m_fv;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::interestRate(void)
|
|
{
|
|
FCALC_DOUBLE eint = 0.0;
|
|
FCALC_DOUBLE a = 0.0;
|
|
FCALC_DOUBLE dik = 0.0;
|
|
|
|
const FCALC_DOUBLE ratio = 1e4;
|
|
int ri;
|
|
|
|
if (m_pmt == 0.0) {
|
|
eint = powl ((dabs (m_fv) / dabs (m_pv)), (1.0 / m_npp)) - 1.0;
|
|
} else {
|
|
if ((m_pmt * m_fv) < 0.0) {
|
|
if(m_pv)
|
|
a = -1.0;
|
|
else
|
|
a = 1.0;
|
|
eint =
|
|
dabs ((m_fv + a * m_npp * m_pmt) /
|
|
(3.0 *
|
|
((m_npp - 1.0) * (m_npp - 1.0) * m_pmt + m_pv -
|
|
m_fv)));
|
|
} else {
|
|
if ((m_pv * m_pmt) < 0.0) {
|
|
eint = dabs ((m_npp * m_pmt + m_pv + m_fv) / (m_npp * m_pv));
|
|
} else {
|
|
a = dabs (m_pmt / (dabs(m_pv) + dabs(m_fv)));
|
|
eint = a + 1.0 / (a * m_npp * m_npp * m_npp);
|
|
}
|
|
}
|
|
do {
|
|
try {
|
|
dik = _fi(eint) / _fip(eint);
|
|
eint -= dik;
|
|
} catch(MyMoneyException *e) {
|
|
delete e;
|
|
eint = 0;
|
|
}
|
|
(void) modfl(ratio * (dik / eint), &a);
|
|
ri = static_cast<unsigned> (a);
|
|
}
|
|
while (ri);
|
|
}
|
|
m_mask |= IR_SET;
|
|
m_ir = rnd(nom_int(eint) * 100.0);
|
|
return m_ir;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::_fi(const FCALC_DOUBLE eint) const
|
|
{
|
|
return _Ax(eint) * (m_pv + _Cx(eint)) + m_pv + m_fv;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::_fip(const FCALC_DOUBLE eint) const
|
|
{
|
|
double AA = _Ax(eint);
|
|
double CC = _Cx(eint);
|
|
double D = (AA + 1.0) / (eint + 1.0);
|
|
|
|
return m_npp *(m_pv + CC) * D - (AA * CC) / eint;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::_Ax(const FCALC_DOUBLE eint) const
|
|
{
|
|
return powl ((eint + 1.0), m_npp) - 1.0;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::_Bx(const FCALC_DOUBLE eint) const
|
|
{
|
|
if(eint == 0.0)
|
|
throw new MYMONEYEXCEPTION("Zero interest");
|
|
|
|
if(m_bep == false)
|
|
return static_cast<FCALC_DOUBLE>(1.0) / eint;
|
|
|
|
return (eint + 1.0) / eint;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::_Cx(const FCALC_DOUBLE eint) const
|
|
{
|
|
return m_pmt * _Bx(eint);
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::eff_int(void) const
|
|
{
|
|
FCALC_DOUBLE nint = m_ir / 100.0;
|
|
FCALC_DOUBLE eint;
|
|
|
|
if(m_disc) { // periodically compound?
|
|
if(m_CF == m_PF) { // same frequency?
|
|
eint = nint / static_cast<FCALC_DOUBLE>(m_CF);
|
|
|
|
} else {
|
|
eint = powl((static_cast<FCALC_DOUBLE>(1.0) + (nint / static_cast<FCALC_DOUBLE>(m_CF))),
|
|
(static_cast<FCALC_DOUBLE>(m_CF) / static_cast<FCALC_DOUBLE>(m_PF))) - 1.0;
|
|
|
|
}
|
|
|
|
} else {
|
|
eint = expl(nint / static_cast<FCALC_DOUBLE>(m_PF)) - 1.0;
|
|
}
|
|
|
|
return eint;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::nom_int(const FCALC_DOUBLE eint) const
|
|
{
|
|
FCALC_DOUBLE nint;
|
|
|
|
if(m_disc) {
|
|
if(m_CF == m_PF) {
|
|
nint = m_CF * eint;
|
|
|
|
} else {
|
|
nint = m_CF * (powl ((eint + 1.0), (static_cast<FCALC_DOUBLE>(m_PF) / static_cast<FCALC_DOUBLE>(m_CF))) - 1.0);
|
|
}
|
|
} else
|
|
nint = logl (powl (eint + 1.0, m_PF));
|
|
|
|
return nint;
|
|
}
|
|
|
|
FCALC_DOUBLE MyMoneyFinancialCalculator::interestDue(void) const
|
|
{
|
|
FCALC_DOUBLE eint = eff_int();
|
|
|
|
return (m_pv + (m_bep ? m_pmt : 0.0)) * eint;
|
|
}
|
|
|