Error in COUPNCD (#2119)
See issue #2116. Code for handling end of month (method couponFirstPeriodDate) needed a fix. Fixed it, confirmed it covered the reported issue with no regression problems. Then added some extra similar tests to all the callers of couponFirstPeriodDate, and ... One new test, in COUPDAYSNC, does not agree with Excel. It also does not agree with LibreOffice. It does, however, agree with Gnumeric, and with my (hardly guaranteed) hand calculation of what the result should be. So, I'm going with it (and have added an appropriate comment to the test data). I'm glad to discuss the matter with anyone more familiar than I with how this is supposed to work - those 360-day years are killers.
This commit is contained in:
oleibman
GitHub
parent
0b0f02206f
commit
7e4331e3ab
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@ -635,46 +635,6 @@ parameters:
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/CashFlow/Variable/Periodic.php
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-
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message: "#^Binary operation \"\\*\" between float\\|string and int results in an error\\.$#"
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count: 2
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Binary operation \"\\*\" between float\\|string and int\\|string results in an error\\.$#"
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has no return typehint specified\\.$#"
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has parameter \\$maturity with no typehint specified\\.$#"
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has parameter \\$next with no typehint specified\\.$#"
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has parameter \\$settlement with no typehint specified\\.$#"
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:validateCouponPeriod\\(\\) has parameter \\$maturity with no typehint specified\\.$#"
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:validateCouponPeriod\\(\\) has parameter \\$settlement with no typehint specified\\.$#"
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count: 1
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path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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-
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message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Depreciation\\:\\:validateCost\\(\\) has parameter \\$cost with no typehint specified\\.$#"
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count: 1
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@ -2,6 +2,7 @@
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namespace PhpOffice\PhpSpreadsheet\Calculation\Financial;
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use DateTime;
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use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
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use PhpOffice\PhpSpreadsheet\Calculation\Exception;
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use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
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@ -73,7 +74,7 @@ class Coupons
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return abs((float) DateTimeExcel\Days::between($prev, $settlement));
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}
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return DateTimeExcel\YearFrac::fraction($prev, $settlement, $basis) * $daysPerYear;
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return (float) DateTimeExcel\YearFrac::fraction($prev, $settlement, $basis) * $daysPerYear;
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}
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/**
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@ -208,7 +209,7 @@ class Coupons
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}
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}
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return DateTimeExcel\YearFrac::fraction($settlement, $next, $basis) * $daysPerYear;
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return (float) DateTimeExcel\YearFrac::fraction($settlement, $next, $basis) * $daysPerYear;
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}
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/**
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@ -322,7 +323,7 @@ class Coupons
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FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
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);
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return (int) ceil($yearsBetweenSettlementAndMaturity * $frequency);
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return (int) ceil((float) $yearsBetweenSettlementAndMaturity * $frequency);
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}
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/**
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@ -379,28 +380,33 @@ class Coupons
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return self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_PREVIOUS);
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}
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private static function couponFirstPeriodDate($settlement, $maturity, int $frequency, $next)
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private static function monthsDiff(DateTime $result, int $months, string $plusOrMinus, int $day, bool $lastDayFlag): void
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{
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$result->setDate((int) $result->format('Y'), (int) $result->format('m'), 1);
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$result->modify("$plusOrMinus $months months");
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$daysInMonth = (int) $result->format('t');
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$result->setDate((int) $result->format('Y'), (int) $result->format('m'), $lastDayFlag ? $daysInMonth : min($day, $daysInMonth));
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}
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private static function couponFirstPeriodDate(float $settlement, float $maturity, int $frequency, bool $next): float
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{
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$months = 12 / $frequency;
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$result = Date::excelToDateTimeObject($maturity);
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$maturityEoM = Helpers::isLastDayOfMonth($result);
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$day = (int) $result->format('d');
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$lastDayFlag = Helpers::isLastDayOfMonth($result);
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while ($settlement < Date::PHPToExcel($result)) {
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$result->modify('-' . $months . ' months');
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self::monthsDiff($result, $months, '-', $day, $lastDayFlag);
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}
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if ($next === true) {
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$result->modify('+' . $months . ' months');
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self::monthsDiff($result, $months, '+', $day, $lastDayFlag);
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}
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if ($maturityEoM === true) {
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$result->modify('-1 day');
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}
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return Date::PHPToExcel($result);
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return (float) Date::PHPToExcel($result);
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}
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private static function validateCouponPeriod($settlement, $maturity): void
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private static function validateCouponPeriod(float $settlement, float $maturity): void
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{
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if ($settlement >= $maturity) {
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throw new Exception(Functions::NAN());
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@ -205,4 +205,18 @@ return [
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4,
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4,
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],
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[
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5,
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'05-Apr-2019',
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'30-Sep-2021',
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2,
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0,
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],
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[
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5,
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'05-Oct-2019',
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'31-Mar-2022',
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2,
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0,
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],
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];
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@ -219,4 +219,18 @@ return [
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4,
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4,
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],
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[
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180,
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'05-Apr-2019',
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'30-Sep-2021',
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2,
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0,
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],
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[
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180,
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'05-Oct-2019',
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'31-Mar-2022',
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2,
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0,
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],
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];
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@ -219,4 +219,21 @@ return [
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4,
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4,
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],
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[
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175,
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'05-Apr-2019',
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'30-Sep-2021',
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2,
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0,
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],
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// Excel and LibreOffice return 175 for the following calculation.
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// Gnumeric returns 176.
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// My hand calculation, hardly guaranteed, agrees with Gnumeric.
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[
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176,
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'05-Oct-2019',
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'31-Mar-2022',
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2,
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0,
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],
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];
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@ -219,4 +219,32 @@ return [
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4,
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4,
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],
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[
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44651,
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'30-Sep-2021',
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'31-Mar-2022',
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2,
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0,
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],
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[
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44834,
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'31-Mar-2022',
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'30-Sep-2022',
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2,
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0,
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],
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[
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43738,
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'05-Apr-2019',
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'30-Sep-2021',
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2,
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0,
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],
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[
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43921,
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'05-Oct-2019',
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'31-Mar-2022',
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2,
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0,
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],
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];
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@ -219,4 +219,18 @@ return [
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4,
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4,
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],
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[
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43555,
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'05-Apr-2019',
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'30-Sep-2021',
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2,
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0,
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],
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[
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43738,
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'05-Oct-2019',
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'31-Mar-2022',
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2,
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0,
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],
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];
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