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kmymoney/kmymoney2/mymoney/mymoneyfinancialcalculator.cpp

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>
// ----------------------------------------------------------------------------
// QT Includes
// ----------------------------------------------------------------------------
// KDE 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;
}