mcs/class/Microsoft.VisualBasic/Microsoft.VisualBasic/Financial.cs

   1 //
   2 // Financial.cs
   3 //
   4 // Author:
   5 //   Chris J Breisch (cjbreisch@altavista.net)
   6 //
   7 // (C) 2002 Chris J Breisch
   8 //
   9
  10 using System;
  11 using System.ComponentModel;\r
  12 using System.Runtime.InteropServices;
  13 using Microsoft.VisualBasic.CompilerServices;
  14 \r
  15 namespace Microsoft.VisualBasic\r
  16 {
  17         [StandardModule]
  18         sealed public class Financial {
  19                 // Declarations
  20                 // Constructors
  21                 private Financial() {} // prevent public default constructor
  22                 // Properties
  23                 // Methods
  24                 public static double DDB (double Cost, double Salvage, double Life, double Period,
  25                                           [Optional, DefaultValue (2)] double Factor)
  26                 {
  27                         // LAMESPEC: MSDN says Life and Factor only throws exception if < 0, but Implementation throws exception if <= 0
  28                         if (Cost < 0
  29                             || Salvage < 0
  30                             || Life <= 0
  31                             || Period < 0
  32                             || Factor <= 0
  33                             || Period > Life)
  34                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "Factor"));
  35
  36                         return (((Cost - Salvage) * Factor) / Life) * Period;
  37                 }
  38
  39                 public static double FV (double Rate, double NPer, double Pmt,
  40                                          [Optional, DefaultValue (0)] double PV,
  41                                          [Optional, DefaultValue (0)] DueDate Due)
  42                 {
  43                         Pmt = -Pmt;
  44                         PV = -PV;
  45                         double currentRate = Math.Pow (Rate + 1, NPer);
  46                         double sum = 0;
  47
  48                         if (Rate != 0)
  49                                 sum = Pmt * ((currentRate - 1) / Rate);
  50                         else
  51                                 sum = Pmt * NPer;
  52
  53                         if (Due == DueDate.BegOfPeriod)
  54                                 sum *= (1 + Rate);
  55
  56                         return PV * currentRate + sum;
  57                 }
  58
  59                 public static double IPmt (double Rate, double Per, double NPer, double PV,
  60                                            [Optional, DefaultValue (0)] double FV,
  61                                            [Optional, DefaultValue (0)] DueDate Due)
  62                 {
  63                         double totalFutureVal;
  64                         double totalPaymentValue;
  65                         double numberOfPeriods;
  66
  67                         if ((Per <= 0) || (Per >= (NPer + 1)))
  68                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "Per"));
  69                         if ((Due == DueDate.BegOfPeriod) && (Per == 1))
  70                                 return 0;
  71
  72                         totalPaymentValue = Pmt (Rate, NPer, PV, FV, Due);
  73                         if (Due == DueDate.BegOfPeriod)
  74                                 PV = (PV + totalPaymentValue);
  75
  76                         numberOfPeriods = Per - ((int)Due) - 1;
  77                         totalFutureVal =
  78                                 Financial.FV (Rate, numberOfPeriods, totalPaymentValue, PV, DueDate.EndOfPeriod);
  79
  80                         return (totalFutureVal * Rate);
  81                 }
  82
  83                 public static double IRR (ref double[] ValueArray, [Optional, DefaultValue (0.1)] double Guess)
  84                 {
  85                         double origPV, updatedPV, updateGuess, tmp;
  86                         double rateDiff = 0.0;
  87                         double pvDiff = 0.0;
  88                         int length;
  89
  90                         // MS.NET 2.0 docs say that Guess may not be <= -1
  91                         if (Guess <= -1)
  92                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "Guess"));
  93                         try {
  94                                 length = ValueArray.GetLength(0);
  95                         }
  96                         catch {
  97                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "ValueArray"));
  98                         }
  99                         if (length < 2)
 100                             throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "ValueArray"));
 101
 102                         origPV = NPV (Guess, ref ValueArray);
 103                         updateGuess = (origPV > 0) ? Guess + 0.00001 : Guess - 0.00001;
 104
 105                         if (updateGuess < -1)
 106                             throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "Rate"));
 107
 108                         rateDiff =  updateGuess - Guess;
 109                         updatedPV = NPV (updateGuess, ref ValueArray);
 110                         pvDiff = updatedPV - origPV;
 111                         for (int i = 0; i < 20; i++) {
 112                                 Guess = (updateGuess > Guess) ? (Guess - 0.00001) : (Guess + 0.00001);
 113                                 origPV = NPV (Guess, ref ValueArray);
 114                                 rateDiff =  updateGuess - Guess;
 115                                 pvDiff = updatedPV - origPV;
 116                                 if (pvDiff == 0)
 117                                         throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue"));
 118                                 Guess = updateGuess - (rateDiff * updatedPV / pvDiff);
 119                                 if (Guess < -1)
 120                                 Guess = -1;
 121                                 origPV = NPV (Guess, ref ValueArray);
 122                                 if ((Math.Abs (origPV) < 0.0000001) && (Math.Abs (rateDiff) < 0.00001))
 123                                         return Guess;
 124
 125                                 tmp = Guess;
 126                                 Guess = updateGuess;
 127                                 updateGuess = tmp;
 128                                 tmp = origPV;
 129                                 origPV = updatedPV;
 130                                 updatedPV = tmp;
 131                         }
 132                         double origPVAbs = Math.Abs (origPV);
 133                         double updatedPVAbs = Math.Abs (updatedPV);
 134                         if ((origPVAbs < 0.0000001) && (updatedPVAbs < 0.0000001))
 135                             return (origPVAbs < updatedPVAbs) ? Guess : updateGuess;
 136                         else if (origPVAbs < 0.0000001)
 137                             return  Guess;
 138                         else if (updatedPVAbs < 0.0000001)
 139                             return updateGuess;
 140                         else
 141                             throw new ArgumentException(Utils.GetResourceString ("Argument_InvalidValue"));
 142                 }
 143
 144                 public static double MIRR (ref double[] ValueArray, double FinanceRate, double ReinvestRate)
 145                 {
 146                         double [] array = ValueArray;
 147                         double loansVal = 0;
 148                         double assetsVal = 0;
 149                         double currentLoanRate = 1;
 150                         double currentAssetsRate = 1;
 151                         double totalInterestRate = 0;
 152                         int arrayLength = 0;
 153                         if (array.Rank != 1)
 154                                 throw new ArgumentException (Utils.GetResourceString ("Argument_RankEQOne1", "ValueArray"));
 155                         else if (FinanceRate == -1)
 156                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "FinanceRate"));
 157                         else if (ReinvestRate == -1)
 158                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "ReinvestRate"));
 159
 160                         arrayLength = array.Length;
 161                         if (arrayLength < 2)
 162                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "ValueArray"));
 163
 164                         for (int i = 0; i < arrayLength; i++) {
 165                                 currentLoanRate *= (1 + FinanceRate);
 166                                 currentAssetsRate *= (1 + ReinvestRate);
 167                                 if (array [i] < 0)
 168                                 loansVal += (array [i] / currentLoanRate);
 169                                 else if (array [i] > 0)
 170                                 assetsVal += (array [i] / currentAssetsRate);
 171                         }
 172
 173                         if (loansVal == 0)
 174                                 throw new DivideByZeroException (Utils.GetResourceString ("Financial_CalcDivByZero"));
 175
 176                         totalInterestRate =
 177                                 ((-assetsVal * Math.Pow (ReinvestRate + 1, arrayLength))
 178                                 / (loansVal * (FinanceRate + 1)));
 179                         if (totalInterestRate < 0)
 180                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue"));
 181
 182                         return (Math.Pow (totalInterestRate, 1 / (double) (arrayLength - 1))) - 1;
 183                 }
 184
 185                 public static double NPer (double Rate, double Pmt, double PV,
 186                                            [Optional, DefaultValue (0)] double FV,
 187                                            [Optional, DefaultValue (0)] DueDate Due)
 188                 {
 189                         double totalIncomeFromFlow, sumOfPvAndPayment, currentValueOfPvAndPayment;
 190                         if (Rate == 0 && Pmt == 0)
 191                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "Pmt"));
 192                         else if (Rate == 0)
 193                                 return (- (PV + FV) / Pmt);
 194                         // MainSoft had Rate < -1, but MS.NET 2.0 Doc says Rate should not be <= -1
 195                         else if (Rate <= -1)
 196                                 throw new ArgumentException(Utils.GetResourceString ("Argument_InvalidValue1", "Rate"));
 197                         totalIncomeFromFlow = (Pmt / Rate);
 198                         if (Due == DueDate.BegOfPeriod)
 199                         totalIncomeFromFlow *= (1 + Rate);
 200
 201                         sumOfPvAndPayment = (-FV + totalIncomeFromFlow);
 202                         currentValueOfPvAndPayment = (PV + totalIncomeFromFlow);
 203                         if ((sumOfPvAndPayment < 0) && (currentValueOfPvAndPayment < 0)) {
 204                                 sumOfPvAndPayment = -sumOfPvAndPayment;
 205                                 currentValueOfPvAndPayment = -currentValueOfPvAndPayment;
 206                         }
 207                         else if ((sumOfPvAndPayment <= 0) || (currentValueOfPvAndPayment < 0))
 208                                 throw new ArgumentException (Utils.GetResourceString ("Financial_CannotCalculateNPer"));
 209
 210                         double totalInterestRate = sumOfPvAndPayment / currentValueOfPvAndPayment;
 211                         return Math.Log (totalInterestRate) / Math.Log (Rate + 1);
 212                 }
 213
 214                 public static double NPV (double Rate, ref double[] ValueArray)
 215                 {
 216                         if (ValueArray == null)
 217                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidNullValue1", "ValueArray"));
 218
 219                         double [] arr = ValueArray;
 220                         if (arr.Rank != 1)
 221                                 throw new ArgumentException (Utils.GetResourceString ("Argument_RankEQOne1", "ValueArray"));
 222                         if (Rate == -1)
 223                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "Rate"));
 224                         int length = arr.Length;
 225                         if (length < 0)
 226                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "ValueArray"));
 227
 228                         double currentValue = 0;
 229                         double currentRate = 1;
 230                         double sum = 0;
 231                         for (int index = 0; index < length; index++) {
 232                                 currentValue = arr [index];
 233                                 currentRate *= (1 + Rate);
 234                                 sum += (currentValue / currentRate);
 235                         }
 236                         return sum;
 237                 }
 238
 239                 public static double Pmt (double Rate, double NPer, double PV,
 240                                           [Optional, DefaultValue (0)] double FV,
 241                                           [Optional, DefaultValue (0)] DueDate Due)
 242                 {
 243                         PV = -PV;
 244                         FV = -FV;
 245                         if (NPer == 0)
 246                                 throw new ArgumentException (Utils.GetResourceString ("Argument_InvalidValue1", "NPer"));
 247
 248                         double totalFutureVal = 0;
 249                         double geometricSum = 0;
 250                         if (Rate == 0) {
 251                                 totalFutureVal = FV + PV;
 252                                 geometricSum = NPer;
 253                         }
 254                         else if (Due == DueDate.EndOfPeriod) {
 255                                 double totalRate = Math.Pow (Rate + 1, NPer);
 256                                 totalFutureVal = FV + PV * totalRate;
 257                                 geometricSum = (totalRate - 1) / Rate;
 258                         }
 259                         else if (Due == DueDate.BegOfPeriod) {
 260                                 double totalRate = Math.Pow (Rate + 1, NPer);
 261                                 totalFutureVal = FV + PV * totalRate;
 262                                 geometricSum = ((1 + Rate) * (totalRate - 1)) / Rate;
 263                         }
 264                         return (totalFutureVal) / geometricSum;
 265                 }
 266
 267                 public static double PPmt (double Rate, double Per, double NPer, double PV,
 268                                            [Optional, DefaultValue (0)] double FV,
 269                                            [Optional, DefaultValue (0)] DueDate Due)
 270                 {
 271                         if ((Per <= 0) || (Per >= (NPer + 1)))
 272                                 throw new ArgumentException(Utils.GetResourceString ("PPMT_PerGT0AndLTNPer", "Per"));
 273                         double interestPayment = IPmt (Rate, Per, NPer, PV, FV, Due);
 274                         double totalPayment = Pmt (Rate, NPer, PV, FV, Due);
 275                         return (totalPayment - interestPayment);
 276                 }
 277
 278                 public static double PV (double Rate, double NPer, double Pmt,
 279                                          [Optional, DefaultValue (0)] double FV,
 280                                          [Optional, DefaultValue (0)] DueDate Due)
 281                 {
 282                         Pmt = -Pmt;
 283                         FV = -FV;
 284                         double currentRate = 1;
 285                         double sum = 0;
 286                         for (int index = 1; index <= NPer; index++) {
 287                                 currentRate *= (1 + Rate);
 288                                 sum += (Pmt / currentRate);
 289                         }
 290
 291                         if (Due == DueDate.BegOfPeriod)
 292                                 sum *= (1 + Rate);
 293                         return sum + FV / currentRate;
 294                 }
 295
 296                 public static double Rate (double NPer, double Pmt, double PV,
 297                                            [Optional, DefaultValue (0)] double FV,
 298                                            [Optional, DefaultValue (0)] DueDate Due,
 299                                            [Optional, DefaultValue (0.1)] double Guess)
 300                 {
 301                         double updatedGuess, tmp, origFv, updatedFv;
 302                         double rateDiff = 0.0;
 303                         double fvDiff = 0.0;
 304
 305                         if (NPer < 0)
 306                                 throw new ArgumentException (Utils.GetResourceString ("Rate_NPerMustBeGTZero"));
 307                         origFv = -Financial.FV (Guess, NPer, Pmt, PV, Due) + FV;
 308                         updatedGuess = (origFv > 0) ? (Guess / 2) : (Guess * 2);
 309                         rateDiff = updatedGuess - Guess;
 310                         updatedFv = -Financial.FV (updatedGuess, NPer, Pmt, PV, Due) + FV;
 311                         fvDiff = updatedFv - origFv;
 312                         for (int i = 0; i < 20; i++) {
 313                                 Guess += (updatedGuess > Guess) ? -0.00001 : 0.00001;
 314                                 origFv = -Financial.FV (Guess, NPer, Pmt, PV, Due) + FV;
 315                                 rateDiff = updatedGuess - Guess;
 316                                 fvDiff = updatedFv - origFv;
 317                                 if (fvDiff == 0)
 318                                         throw new ArgumentException (Utils.GetResourceString ("Financial_CalcDivByZero"));
 319                                 Guess = updatedGuess - (rateDiff * updatedFv / fvDiff);
 320                                 origFv = -Financial.FV (Guess, NPer, Pmt, PV, Due) + FV;
 321                                 if (Math.Abs (origFv) < 0.0000001)
 322                                         return Guess;
 323                                 tmp = Guess;
 324                                 Guess = updatedGuess;
 325                                 updatedGuess = tmp;
 326                                 tmp = origFv;
 327                                 origFv = updatedFv;
 328                                 updatedFv = tmp;
 329                         }
 330                         double origFVAbs = Math.Abs (origFv);
 331                         double updatedFVAbs = Math.Abs (updatedFv);
 332                         if ((origFVAbs < 0.0000001) && (updatedFVAbs < 0.0000001))
 333                                 return (origFVAbs < updatedFVAbs) ? Guess : updatedGuess;
 334                         else if (origFVAbs < 0.0000001)
 335                                 return Guess;
 336                         else if (updatedFVAbs < 0.0000001)
 337                                 return updatedGuess;
 338                         else
 339                                 throw new ArgumentException (Utils.GetResourceString ("Financial_CannotCalculateRate"));
 340                 }
 341
 342                 public static double SLN (double Cost, double Salvage, double Life)
 343                 {
 344                         if (Life == 0)
 345                                 throw new ArgumentException (Utils.GetResourceString ("Financial_LifeNEZero"));
 346
 347                         return (Cost - Salvage) / Life;
 348                 }
 349
 350                 public static double SYD (double Cost, double Salvage, double Life, double Period)
 351                 {
 352                         if (Period <= 0)
 353                                 throw new ArgumentException (Utils.GetResourceString("Financial_ArgGTZero1", "Period"));
 354                         else if (Salvage < 0)
 355                                 throw new ArgumentException (Utils.GetResourceString("Financial_ArgGEZero1", "Salvage"));
 356                         else if (Period > Life)
 357                                 throw new ArgumentException (Utils.GetResourceString("Financial_PeriodLELife"));
 358
 359                         double depreciation =  (Cost - Salvage);
 360                         double sumOfDigits = (Life + 1) * Life / 2;
 361                         double currentPeriodPart = Life + 1 - Period ;
 362
 363                         return depreciation * currentPeriodPart / sumOfDigits;
 364                 }
 365                 // Events
 366         }
 367 }