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kspread helper.cpp Go to the documentation of this file. /* This file is part of the KDE project Copyright (C) 2007 Sascha Pfau <MrPeacock@gmail.com> Copyright (C) 1998-2002 The KSpread Team <koffice-devel@kde.org> This library is free software; you can redistribute it and/or modify it under the terms of the GNU Library General Public License as published by the Free Software Foundation; only version 2 of the License. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Library General Public License for more details. You should have received a copy of the GNU Library General Public License along with this library; see the file COPYING.LIB. If not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ // Local #include "helper.h" #include <kdebug.h> #include <QDate> #include <math.h> /* DISABLED - we use KCalendarSystem instead void addMonths( QDate & date, int months ) { int d = date.day(); int m = date.month() + months; int y = date.year(); if ( m > 12 ) { y += (int) ( m / 12 ); m %= 12; } // e.g. 31 Feb: decrease day... while ( !QDate::isValid( y, m, d ) && d > 0 ) --d; date.setYMD( y, m, d ); } void subMonths( QDate & date, int months ) { int d = date.day(); int m = date.month() - months; int y = date.year(); while ( m < 1 ) { m += 12; y -= 1; } // e.g. 31 Feb: decrease day while ( !QDate::isValid( y, m, d ) && d > 0 ) --d; date.setYMD( y, m, d ); } */ int KSpread::daysPerYear(QDate const & date, int basis) { switch( basis ) { case 0: return 360; case 1: if ( QDate::isLeapYear( date.year() ) ) return 366; return 365; case 2: return 360; case 3: return 365; case 4: return 360; } return -1; } int KSpread::daysBetweenDates(QDate const & date1, QDate const & date2, int basis) { int day1, day2, month1, month2, year1, year2; bool isLeapYear = false; int days, months, years; day1 = date1.day(); month1 = date1.month(); year1 = date1.year(); day2 = date2.day(); month2 = date2.month(); year2 = date2.year(); years = year2 - year1; months = month2 - month1 + years * 12; days = day2 - day1; isLeapYear = QDate::isLeapYear( year1 ); switch (basis) { case 0: if ( month1 == 2 && month2 != 2 && year1 == year2 ) { if ( isLeapYear ) return months * 30 + days - 1; else return months * 30 + days - 2; } return months * 30 + days; case 1: // TODO: real days for difference between months! // return ( month2 - month1 ) * 30 + years * 360 + days; case 2: // TODO: real days for difference between months! // return ( month2 - month1 ) * 30 + years * 365 + days; case 3: return date1.daysTo( date2 ); case 4: return months * 30 + days; } return -1; } int KSpread::days360( int day1, int month1, int year1, bool leapYear1, int day2, int month2, int year2, bool usaMethod ) { if ( day1 == 31 ) day1--; else if ( usaMethod && ( month1 == 2 && ( day1 == 29 || ( day1 == 28 && ! leapYear1 ) ) ) ) day1 = 30; if ( day2 == 31) { if ( usaMethod && day1 != 30 ) { // date2 += 1 day2 = 1; if ( month2 == 12 ) { year2++; month2 = 1; } else month2++; } else day2 = 30; } return day2 + month2 * 30 + year2 * 360 - day1 - month1 * 30 - year1 * 360; } // days360 int KSpread::days360( const QDate& _date1, const QDate& _date2, bool european ) { int day1, month1, year1, day2, month2, year2; day1=_date1.day(); month1=_date1.month(); year1=_date1.year(); day2=_date2.day(); month2=_date2.month(); year2=_date2.year(); return days360(day1,month1,year1, QDate::isLeapYear(_date1.year()), day2,month2,year2, !european); } // // days360 // int KSpread::days360( const QDate& _date1, const QDate& _date2, bool european ) // { // int day1, day2; // int month1, month2; // int year1, year2; // bool negative = false; // QDate date1( _date1 ); // QDate date2( _date2 ); // // if (date1.daysTo( date2 ) < 0) // { // QDate tmp( date1 ); // date1 = date2; // date2 = tmp; // negative = true; // } // // day1 = date1.day(); // day2 = date2.day(); // month1 = date1.month(); // month2 = date2.month(); // year1 = date1.year(); // year2 = date2.year(); // // if ( european ) // { // if ( day1 == 31 ) // day1 = 30; // if ( day2 == 31 ) // day2 = 30; // } // else // { // // thanks to the Gnumeric developers for this... // if ( month1 == 2 && month2 == 2 // && date1.daysInMonth() == day1 // && date2.daysInMonth() == day2 ) // day2 = 30; // // if ( month1 == 2 && date1.daysInMonth() == day1 ) // day1 = 30; // // if ( day2 == 31 && day1 >= 30 ) // day2 = 30; // // if ( day1 == 31 ) // day1 = 30; // } // // return ( ( year2 - year1 ) * 12 + ( month2 - month1 ) ) * 30 // + ( day2 - day1 ); // } // yearFrac long double KSpread::yearFrac( const QDate& refDate, const QDate& startDate, const QDate& endDate, int basis ) { QDate date1 = startDate; QDate date2 = endDate; // // calculation // QDate date0=refDate; // referenceDate if ( date2 < date1 ) { // exchange dates QDate Temp1=date1; date1=date2; date2=Temp1; } int days = date1.daysTo(date2); // kDebug(36002) <<"date1 =" << date1 <<" date2 =" << date2 <<" days =" << days <<" basis =" << basis; long double res=0; long double peryear=0; int nYears=0; switch(basis) { case 1: { nYears = date2.year() - date1.year() + 1; for (int y = date1.year(); y <= date2.year(); ++y) { peryear += QDate::isLeapYear(y) ? 366 : 365; } // less than one year - even if it does span two consequentive years ... if (QDate(date1.year()+1, date1.month(), date1.day()) >= date2) { nYears = 1; peryear = 365; if (QDate::isLeapYear(date1.year()) && (date1.month() <= 2)) peryear = 366; if (QDate::isLeapYear(date2.year()) && (date2.month() > 2)) peryear = 366; } peryear = peryear / (long double) nYears; nYears = 0; break; } case 2: { // Actual/360 peryear = 360; break; } case 3: { // Actual/365 peryear = 365; break; } case 4: { // 30/360 Europe // calc datedif360 (start, end, Europe) days = days360( date1, date2, 1); peryear = 360; break; } default: { // NASD 30/360 //basis = 0; // calc datedif360 (start, end, US) days = days360( date1, date2, 0); peryear = 360; } } res = (long double)(nYears) + (long double)days / (long double) peryear; // kDebug(36002)<<"getYearFrac res="<<res; return res; } // pow1p calculate (1+x)^y accurately long double KSpread::pow1p ( const long double& x, const long double& y) { if (fabs(x) > 0.5) return pow(1 + x, y); else return exp(y * log1p (x)); } // pow1pm1 calculate ((1+x)^y)-1 accurately long double KSpread::pow1pm1 ( const long double& x, const long double& y) { if (x <= -1) return pow(1 + x, y) - 1; else return expm1(y * log1p (x)); } long double KSpread::duration( const QDate& refDate, const QDate& settlement, const QDate& maturity, const long double& coup_, const long double& yield_, const int& freq, const int& basis, const long double& numOfCoups) { long double yield = yield_; long double coup = coup_; // kDebug(36002)<<"DURATION_HELPER"; // kDebug(36002)<<"sett ="<<settlement<<" mat ="<<maturity<<" coup ="<<coup<<" yield ="<<yield<<" freq ="<<freq<<" basis ="<<basis; long double yearfrac = yearFrac( refDate, settlement, maturity, basis); long double res = 0.0l; const long double f100 = 100.0l; coup *= f100 / (long double) ( freq ); yield /= freq; yield += 1.0; long double diff = yearfrac * freq - numOfCoups; long double t; for( t = 1.0l ; t < numOfCoups ; t += 1.0l ) res += ( t + diff ) * ( coup ) / pow ( yield, t + diff ); res += ( numOfCoups + diff ) * ( coup + f100 ) / pow( yield, numOfCoups + diff ); long double p = 0.0l; for( t = 1.0l ; t < numOfCoups ; t += 1.0l ) p += coup / pow( yield, t + diff ); p += ( coup + f100 ) / pow( yield, numOfCoups + diff ); res /= p; res /= (long double)( freq ); return( res ); } kspread Skip menu "kspread" Main Page Modules Namespace List Class Hierarchy Alphabetical List Class List File List Namespace Members Class Members Related Pages API Reference Skip menu "API Reference" kdgantt Kexi   KoProperty   flake kplato krita   image   plugins       libbrush       libpaintop   ui kspread   part     scripting libs   flake   kotext   main   pigment   store   musicshape Generated for API Reference by doxygen 1.5.9-20090814 This website is maintained by Adriaan de Groot and Allen Winter. 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