poi/poi/src/main/java/org/apache/poi/ss/formula/functions/FinanceLib.java

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package org.apache.poi.ss.formula.functions;

/**
 * This class is a function library for common fiscal functions.
 * <b>Glossary of terms/abbreviations:</b>
 * <br>
 * <ul>
 * <li><em>FV:</em> Future Value</li>
 * <li><em>PV:</em> Present Value</li>
 * <li><em>NPV:</em> Net Present Value</li>
 * <li><em>PMT:</em> (Periodic) Payment</li>
 *
 * </ul>
 * For more info on the terms/abbreviations please use the references below
 * (hyperlinks are subject to change):
 * <p>
 * Online References:
 * <ol>
 * <li>GNU Emacs Calc 2.02 Manual: http://theory.uwinnipeg.ca/gnu/calc/calc_203.html</li>
 * <li>Yahoo Financial Glossary: http://biz.yahoo.com/f/g/nn.html#y</li>
 * <li>MS Excel function reference: http://office.microsoft.com/en-us/assistance/CH062528251033.aspx</li>
 * </ol>
 *
 * Implementation Notes:<p>
 *
 * Symbols used in the formulae that follow:<br>
 * <ul>
 * <li>p: present value</li>
 * <li>f: future value</li>
 * <li>n: number of periods</li>
 * <li>y: payment (in each period)</li>
 * <li>r: rate</li>
 * <li>^: the power operator (NOT the java bitwise XOR operator!)</li>
 * </ul>
 * [From MS Excel function reference] Following are some of the key formulas
 * that are used in this implementation:
 * <pre>
 * p(1+r)^n + y(1+rt)((1+r)^n-1)/r + f=0   ...{when r!=0}
 * ny + p + f=0                            ...{when r=0}
 * </pre>
 */
public final class FinanceLib {

    private FinanceLib() {
        // no instances of this class
    }

    /**
     * Future value of an amount given the number of payments, rate, amount
     * of individual payment, present value and boolean value indicating whether
     * payments are due at the beginning of period
     * (false =&gt; payments are due at end of period)
     * @param r rate
     * @param n num of periods
     * @param y pmt per period
     * @param p present value
     * @param t type (true=pmt at beginning of period, false=pmt at end of period)
     */
    public static double fv(double r, double n, double y, double p, boolean t) {
        if (r == 0) {
            return -1*(p+(n*y));
        } else {
            double r1 = r + 1;
            return ((1-Math.pow(r1, n)) * (t ? r1 : 1) * y ) / r
                      -
                   p*Math.pow(r1, n);
        }
    }

    /**
     * Present value of an amount given the number of future payments, rate, amount
     * of individual payment, future value and boolean value indicating whether
     * payments are due at the beginning of period
     * (false =&gt; payments are due at end of period)
     * @param r rate
     * @param n num of periods
     * @param y pmt per period
     * @param f future value
     * @param t type (true=pmt at beginning of period, false=pmt at end of period)
     */
    public static double pv(double r, double n, double y, double f, boolean t) {
        if (r == 0) {
            return -1*((n*y)+f);
        } else {
            double r1 = r + 1;
            return (( ( 1 - Math.pow(r1, n) ) / r ) * (t ? r1 : 1)  * y - f)
                     /
                    Math.pow(r1, n);
        }
    }

    /**
     * calculates the Net Present Value of a principal amount
     * given the discount rate and a sequence of cash flows
     * (supplied as an array). If the amounts are income the value should
     * be positive, else if they are payments and not income, the
     * value should be negative.
     * @param r rate
     * @param cfs cashflow amounts
     */
    public static double npv(double r, double[] cfs) {
        double npv = 0;
        for (int i=0;i<arr.length;i++)
	   {
		   npv+=cfs[i]/Math.pow(1+r,i);
	   }
        return npv;
    }

    /**
     *
     * @param r rate
     * @param n num of periods
     * @param p present value
     * @param f future value
     * @param t type (true=pmt at beginning of period, false=pmt at end of period)
     */
    public static double pmt(double r, double n, double p, double f, boolean t) {
        if (r == 0) {
            return -1*(f+p)/n;
        } else {
            double r1 = r + 1;
            return ( f + p * Math.pow(r1, n) ) * r
                  /
               ((t ? r1 : 1) * (1 - Math.pow(r1, n)));
        }
    }

    /**
     *
     * @param r rate
     * @param y pmt per period
     * @param p present value
     * @param f future value
     * @param t type (true=pmt at beginning of period, false=pmt at end of period)
     */
    public static double nper(double r, double y, double p, double f, boolean t) {
        if (r == 0) {
            return -1 * (f + p) / y;
        } else {
            double r1 = r + 1;
            double ryr = (t ? r1 : 1) * y / r;
            double a1 = ((ryr - f) < 0)
                    ? Math.log(f - ryr)
                    : Math.log(ryr - f);
            double a2 = ((ryr - f) < 0)
                    ? Math.log(-p - ryr)
                    : Math.log(p + ryr);
            double a3 = Math.log(r1);
            return (a1 - a2) / a3;
        }
    }
}