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3132f345 CW |
1 | ;;; calc-fin.el --- financial functions for Calc |
2 | ||
58ba2f8f | 3 | ;; Copyright (C) 1990, 1991, 1992, 1993, 2001, 2002, 2003, 2004, |
114f9c96 | 4 | ;; 2005, 2006, 2007, 2008, 2009, 2010 Free Software Foundation, Inc. |
3132f345 CW |
5 | |
6 | ;; Author: David Gillespie <daveg@synaptics.com> | |
e8fff8ed | 7 | ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com> |
136211a9 EZ |
8 | |
9 | ;; This file is part of GNU Emacs. | |
10 | ||
662c9c64 | 11 | ;; GNU Emacs is free software: you can redistribute it and/or modify |
7c671b23 | 12 | ;; it under the terms of the GNU General Public License as published by |
662c9c64 GM |
13 | ;; the Free Software Foundation, either version 3 of the License, or |
14 | ;; (at your option) any later version. | |
7c671b23 | 15 | |
136211a9 | 16 | ;; GNU Emacs is distributed in the hope that it will be useful, |
7c671b23 GM |
17 | ;; but WITHOUT ANY WARRANTY; without even the implied warranty of |
18 | ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | |
19 | ;; GNU General Public License for more details. | |
20 | ||
21 | ;; You should have received a copy of the GNU General Public License | |
662c9c64 | 22 | ;; along with GNU Emacs. If not, see <http://www.gnu.org/licenses/>. |
136211a9 | 23 | |
3132f345 | 24 | ;;; Commentary: |
136211a9 | 25 | |
3132f345 | 26 | ;;; Code: |
136211a9 EZ |
27 | |
28 | ;; This file is autoloaded from calc-ext.el. | |
136211a9 | 29 | |
7bd61134 | 30 | (require 'calc-ext) |
136211a9 EZ |
31 | (require 'calc-macs) |
32 | ||
136211a9 EZ |
33 | ;;; Financial functions. |
34 | ||
35 | (defun calc-fin-pv () | |
36 | (interactive) | |
37 | (calc-slow-wrapper | |
38 | (if (calc-is-hyperbolic) | |
39 | (calc-enter-result 3 "pvl" (cons 'calcFunc-pvl (calc-top-list-n 3))) | |
40 | (if (calc-is-inverse) | |
41 | (calc-enter-result 3 "pvb" (cons 'calcFunc-pvb (calc-top-list-n 3))) | |
bf77c646 | 42 | (calc-enter-result 3 "pv" (cons 'calcFunc-pv (calc-top-list-n 3))))))) |
136211a9 EZ |
43 | |
44 | (defun calc-fin-npv (arg) | |
45 | (interactive "p") | |
46 | (calc-slow-wrapper | |
47 | (if (calc-is-inverse) | |
48 | (calc-vector-op "npvb" 'calcFunc-npvb (1+ arg)) | |
bf77c646 | 49 | (calc-vector-op "npv" 'calcFunc-npv (1+ arg))))) |
136211a9 EZ |
50 | |
51 | (defun calc-fin-fv () | |
52 | (interactive) | |
53 | (calc-slow-wrapper | |
54 | (if (calc-is-hyperbolic) | |
55 | (calc-enter-result 3 "fvl" (cons 'calcFunc-fvl (calc-top-list-n 3))) | |
56 | (if (calc-is-inverse) | |
57 | (calc-enter-result 3 "fvb" (cons 'calcFunc-fvb (calc-top-list-n 3))) | |
bf77c646 | 58 | (calc-enter-result 3 "fv" (cons 'calcFunc-fv (calc-top-list-n 3))))))) |
136211a9 EZ |
59 | |
60 | (defun calc-fin-pmt () | |
61 | (interactive) | |
62 | (calc-slow-wrapper | |
63 | (if (calc-is-hyperbolic) | |
64 | (calc-enter-result 3 "fvl" (cons 'calcFunc-fvl (calc-top-list-n 3))) | |
65 | (if (calc-is-inverse) | |
66 | (calc-enter-result 3 "pmtb" (cons 'calcFunc-pmtb (calc-top-list-n 3))) | |
bf77c646 | 67 | (calc-enter-result 3 "pmt" (cons 'calcFunc-pmt (calc-top-list-n 3))))))) |
136211a9 EZ |
68 | |
69 | (defun calc-fin-nper () | |
70 | (interactive) | |
71 | (calc-slow-wrapper | |
72 | (if (calc-is-hyperbolic) | |
73 | (calc-enter-result 3 "nprl" (cons 'calcFunc-nperl (calc-top-list-n 3))) | |
74 | (if (calc-is-inverse) | |
75 | (calc-enter-result 3 "nprb" (cons 'calcFunc-nperb | |
76 | (calc-top-list-n 3))) | |
77 | (calc-enter-result 3 "nper" (cons 'calcFunc-nper | |
bf77c646 | 78 | (calc-top-list-n 3))))))) |
136211a9 EZ |
79 | |
80 | (defun calc-fin-rate () | |
81 | (interactive) | |
82 | (calc-slow-wrapper | |
83 | (calc-pop-push-record 3 | |
84 | (if (calc-is-hyperbolic) "ratl" | |
85 | (if (calc-is-inverse) "ratb" "rate")) | |
86 | (calc-to-percentage | |
87 | (calc-normalize | |
88 | (cons (if (calc-is-hyperbolic) 'calcFunc-ratel | |
89 | (if (calc-is-hyperbolic) 'calcFunc-rateb | |
90 | 'calcFunc-rate)) | |
bf77c646 | 91 | (calc-top-list-n 3))))))) |
136211a9 EZ |
92 | |
93 | (defun calc-fin-irr (arg) | |
94 | (interactive "P") | |
95 | (calc-slow-wrapper | |
96 | (if (calc-is-inverse) | |
97 | (calc-vector-op "irrb" 'calcFunc-irrb arg) | |
bf77c646 | 98 | (calc-vector-op "irr" 'calcFunc-irr arg)))) |
136211a9 EZ |
99 | |
100 | (defun calc-fin-sln () | |
101 | (interactive) | |
102 | (calc-slow-wrapper | |
bf77c646 | 103 | (calc-enter-result 3 "sln" (cons 'calcFunc-sln (calc-top-list-n 3))))) |
136211a9 EZ |
104 | |
105 | (defun calc-fin-syd () | |
106 | (interactive) | |
107 | (calc-slow-wrapper | |
bf77c646 | 108 | (calc-enter-result 4 "syd" (cons 'calcFunc-syd (calc-top-list-n 4))))) |
136211a9 EZ |
109 | |
110 | (defun calc-fin-ddb () | |
111 | (interactive) | |
112 | (calc-slow-wrapper | |
bf77c646 | 113 | (calc-enter-result 4 "ddb" (cons 'calcFunc-ddb (calc-top-list-n 4))))) |
136211a9 EZ |
114 | |
115 | ||
116 | (defun calc-to-percentage (x) | |
117 | (cond ((Math-objectp x) | |
118 | (setq x (math-mul x 100)) | |
119 | (if (Math-num-integerp x) | |
120 | (setq x (math-trunc x))) | |
121 | (list 'calcFunc-percent x)) | |
122 | ((Math-vectorp x) | |
123 | (cons 'vec (mapcar 'calc-to-percentage (cdr x)))) | |
bf77c646 | 124 | (t x))) |
136211a9 EZ |
125 | |
126 | (defun calc-convert-percent () | |
127 | (interactive) | |
128 | (calc-slow-wrapper | |
bf77c646 | 129 | (calc-pop-push-record 1 "c%" (calc-to-percentage (calc-top-n 1))))) |
136211a9 EZ |
130 | |
131 | (defun calc-percent-change () | |
132 | (interactive) | |
133 | (calc-slow-wrapper | |
134 | (let ((res (calc-normalize (cons 'calcFunc-relch (calc-top-list 2))))) | |
bf77c646 | 135 | (calc-pop-push-record 2 "%ch" (calc-to-percentage res))))) |
136211a9 EZ |
136 | |
137 | ||
138 | ;;; Financial functions. | |
139 | ||
140 | (defun calcFunc-pv (rate num amount &optional lump) | |
141 | (math-check-financial rate num) | |
142 | (math-with-extra-prec 2 | |
143 | (let ((p (math-pow (math-add 1 rate) num))) | |
144 | (math-add (math-mul amount | |
145 | (math-div (math-sub 1 (math-div 1 p)) | |
146 | rate)) | |
bf77c646 | 147 | (math-div (or lump 0) p))))) |
136211a9 EZ |
148 | (put 'calcFunc-pv 'math-expandable t) |
149 | ||
150 | (defun calcFunc-pvl (rate num amount) | |
bf77c646 | 151 | (calcFunc-pv rate num 0 amount)) |
136211a9 EZ |
152 | (put 'calcFunc-pvl 'math-expandable t) |
153 | ||
154 | (defun calcFunc-pvb (rate num amount &optional lump) | |
155 | (math-check-financial rate num) | |
156 | (math-with-extra-prec 2 | |
157 | (let* ((p (math-pow (math-add 1 rate) num))) | |
158 | (math-add (math-mul amount | |
159 | (math-div (math-mul (math-sub 1 (math-div 1 p)) | |
160 | (math-add 1 rate)) | |
161 | rate)) | |
bf77c646 | 162 | (math-div (or lump 0) p))))) |
136211a9 EZ |
163 | (put 'calcFunc-pvb 'math-expandable t) |
164 | ||
165 | (defun calcFunc-npv (rate &rest flows) | |
166 | (math-check-financial rate 1) | |
167 | (math-with-extra-prec 2 | |
168 | (let* ((flat (math-flatten-many-vecs flows)) | |
169 | (pp (math-add 1 rate)) | |
170 | (p pp) | |
171 | (accum 0)) | |
172 | (while (setq flat (cdr flat)) | |
173 | (setq accum (math-add accum (math-div (car flat) p)) | |
174 | p (math-mul p pp))) | |
bf77c646 | 175 | accum))) |
136211a9 EZ |
176 | (put 'calcFunc-npv 'math-expandable t) |
177 | ||
178 | (defun calcFunc-npvb (rate &rest flows) | |
179 | (math-check-financial rate 1) | |
180 | (math-with-extra-prec 2 | |
181 | (let* ((flat (math-flatten-many-vecs flows)) | |
182 | (pp (math-add 1 rate)) | |
183 | (p 1) | |
184 | (accum 0)) | |
185 | (while (setq flat (cdr flat)) | |
186 | (setq accum (math-add accum (math-div (car flat) p)) | |
187 | p (math-mul p pp))) | |
bf77c646 | 188 | accum))) |
136211a9 EZ |
189 | (put 'calcFunc-npvb 'math-expandable t) |
190 | ||
191 | (defun calcFunc-fv (rate num amount &optional initial) | |
192 | (math-check-financial rate num) | |
193 | (math-with-extra-prec 2 | |
194 | (let ((p (math-pow (math-add 1 rate) num))) | |
195 | (math-add (math-mul amount | |
196 | (math-div (math-sub p 1) | |
197 | rate)) | |
bf77c646 | 198 | (math-mul (or initial 0) p))))) |
136211a9 EZ |
199 | (put 'calcFunc-fv 'math-expandable t) |
200 | ||
201 | (defun calcFunc-fvl (rate num amount) | |
bf77c646 | 202 | (calcFunc-fv rate num 0 amount)) |
136211a9 EZ |
203 | (put 'calcFunc-fvl 'math-expandable t) |
204 | ||
205 | (defun calcFunc-fvb (rate num amount &optional initial) | |
206 | (math-check-financial rate num) | |
207 | (math-with-extra-prec 2 | |
208 | (let ((p (math-pow (math-add 1 rate) num))) | |
209 | (math-add (math-mul amount | |
210 | (math-div (math-mul (math-sub p 1) | |
211 | (math-add 1 rate)) | |
212 | rate)) | |
bf77c646 | 213 | (math-mul (or initial 0) p))))) |
136211a9 EZ |
214 | (put 'calcFunc-fvb 'math-expandable t) |
215 | ||
216 | (defun calcFunc-pmt (rate num amount &optional lump) | |
217 | (math-check-financial rate num) | |
218 | (math-with-extra-prec 2 | |
219 | (let ((p (math-pow (math-add 1 rate) num))) | |
220 | (math-div (math-mul (math-sub amount | |
221 | (math-div (or lump 0) p)) | |
222 | rate) | |
bf77c646 | 223 | (math-sub 1 (math-div 1 p)))))) |
136211a9 EZ |
224 | (put 'calcFunc-pmt 'math-expandable t) |
225 | ||
226 | (defun calcFunc-pmtb (rate num amount &optional lump) | |
227 | (math-check-financial rate num) | |
228 | (math-with-extra-prec 2 | |
229 | (let ((p (math-pow (math-add 1 rate) num))) | |
230 | (math-div (math-mul (math-sub amount (math-div (or lump 0) p)) rate) | |
231 | (math-mul (math-sub 1 (math-div 1 p)) | |
bf77c646 | 232 | (math-add 1 rate)))))) |
136211a9 EZ |
233 | (put 'calcFunc-pmtb 'math-expandable t) |
234 | ||
235 | (defun calcFunc-nper (rate pmt amount &optional lump) | |
bf77c646 | 236 | (math-compute-nper rate pmt amount lump nil)) |
136211a9 EZ |
237 | (put 'calcFunc-nper 'math-expandable t) |
238 | ||
239 | (defun calcFunc-nperb (rate pmt amount &optional lump) | |
bf77c646 | 240 | (math-compute-nper rate pmt amount lump 'b)) |
136211a9 EZ |
241 | (put 'calcFunc-nperb 'math-expandable t) |
242 | ||
243 | (defun calcFunc-nperl (rate pmt amount) | |
bf77c646 | 244 | (math-compute-nper rate pmt amount nil 'l)) |
136211a9 EZ |
245 | (put 'calcFunc-nperl 'math-expandable t) |
246 | ||
247 | (defun math-compute-nper (rate pmt amount lump bflag) | |
248 | (and lump (math-zerop lump) | |
249 | (setq lump nil)) | |
250 | (and lump (math-zerop pmt) | |
251 | (setq amount lump | |
252 | lump nil | |
253 | bflag 'l)) | |
254 | (or (math-objectp rate) (and math-expand-formulas (null lump)) | |
255 | (math-reject-arg rate 'numberp)) | |
256 | (and (math-zerop rate) | |
257 | (math-reject-arg rate 'nonzerop)) | |
258 | (or (math-objectp pmt) (and math-expand-formulas (null lump)) | |
259 | (math-reject-arg pmt 'numberp)) | |
260 | (or (math-objectp amount) (and math-expand-formulas (null lump)) | |
261 | (math-reject-arg amount 'numberp)) | |
262 | (if lump | |
263 | (progn | |
264 | (or (math-objectp lump) | |
265 | (math-reject-arg lump 'numberp)) | |
266 | (let ((root (math-find-root (list 'calcFunc-eq | |
267 | (list (if bflag | |
268 | 'calcFunc-pvb | |
269 | 'calcFunc-pv) | |
270 | rate | |
271 | '(var DUMMY var-DUMMY) | |
272 | pmt | |
273 | lump) | |
274 | amount) | |
275 | '(var DUMMY var-DUMMY) | |
276 | '(intv 3 0 100) | |
277 | t))) | |
278 | (if (math-vectorp root) | |
279 | (nth 1 root) | |
280 | root))) | |
281 | (math-with-extra-prec 2 | |
282 | (let ((temp (if (eq bflag 'l) | |
283 | (math-div amount pmt) | |
284 | (math-sub 1 (math-div (math-mul amount rate) | |
285 | (if bflag | |
286 | (math-mul pmt (math-add 1 rate)) | |
287 | pmt)))))) | |
288 | (if (or (math-posp temp) math-expand-formulas) | |
289 | (math-neg (calcFunc-log temp (math-add 1 rate))) | |
bf77c646 | 290 | (math-reject-arg pmt "*Payment too small to cover interest rate")))))) |
136211a9 EZ |
291 | |
292 | (defun calcFunc-rate (num pmt amount &optional lump) | |
bf77c646 | 293 | (math-compute-rate num pmt amount lump 'calcFunc-pv)) |
136211a9 EZ |
294 | |
295 | (defun calcFunc-rateb (num pmt amount &optional lump) | |
bf77c646 | 296 | (math-compute-rate num pmt amount lump 'calcFunc-pvb)) |
136211a9 EZ |
297 | |
298 | (defun math-compute-rate (num pmt amount lump func) | |
299 | (or (math-objectp num) | |
300 | (math-reject-arg num 'numberp)) | |
301 | (or (math-objectp pmt) | |
302 | (math-reject-arg pmt 'numberp)) | |
303 | (or (math-objectp amount) | |
304 | (math-reject-arg amount 'numberp)) | |
305 | (or (null lump) | |
306 | (math-objectp lump) | |
307 | (math-reject-arg lump 'numberp)) | |
308 | (let ((root (math-find-root (list 'calcFunc-eq | |
309 | (list func | |
310 | '(var DUMMY var-DUMMY) | |
311 | num | |
312 | pmt | |
313 | (or lump 0)) | |
314 | amount) | |
315 | '(var DUMMY var-DUMMY) | |
316 | '(intv 3 (float 1 -4) 1) | |
317 | t))) | |
318 | (if (math-vectorp root) | |
319 | (nth 1 root) | |
bf77c646 | 320 | root))) |
136211a9 EZ |
321 | |
322 | (defun calcFunc-ratel (num pmt amount) | |
323 | (or (math-objectp num) math-expand-formulas | |
324 | (math-reject-arg num 'numberp)) | |
325 | (or (math-objectp pmt) math-expand-formulas | |
326 | (math-reject-arg pmt 'numberp)) | |
327 | (or (math-objectp amount) math-expand-formulas | |
328 | (math-reject-arg amount 'numberp)) | |
329 | (math-with-extra-prec 2 | |
bf77c646 | 330 | (math-sub (math-pow (math-div pmt amount) (math-div 1 num)) 1))) |
136211a9 EZ |
331 | |
332 | (defun calcFunc-irr (&rest vecs) | |
bf77c646 | 333 | (math-compute-irr vecs 'calcFunc-npv)) |
136211a9 EZ |
334 | |
335 | (defun calcFunc-irrb (&rest vecs) | |
bf77c646 | 336 | (math-compute-irr vecs 'calcFunc-npvb)) |
136211a9 EZ |
337 | |
338 | (defun math-compute-irr (vecs func) | |
339 | (let* ((flat (math-flatten-many-vecs vecs)) | |
340 | (root (math-find-root (list func | |
341 | '(var DUMMY var-DUMMY) | |
342 | flat) | |
343 | '(var DUMMY var-DUMMY) | |
344 | '(intv 3 (float 1 -4) 1) | |
345 | t))) | |
346 | (if (math-vectorp root) | |
347 | (nth 1 root) | |
bf77c646 | 348 | root))) |
136211a9 EZ |
349 | |
350 | (defun math-check-financial (rate num) | |
351 | (or (math-objectp rate) math-expand-formulas | |
352 | (math-reject-arg rate 'numberp)) | |
353 | (and (math-zerop rate) | |
354 | (math-reject-arg rate 'nonzerop)) | |
355 | (or (math-objectp num) math-expand-formulas | |
bf77c646 | 356 | (math-reject-arg num 'numberp))) |
136211a9 EZ |
357 | |
358 | ||
359 | (defun calcFunc-sln (cost salvage life &optional period) | |
360 | (or (math-realp cost) math-expand-formulas | |
361 | (math-reject-arg cost 'realp)) | |
362 | (or (math-realp salvage) math-expand-formulas | |
363 | (math-reject-arg salvage 'realp)) | |
364 | (or (math-realp life) math-expand-formulas | |
365 | (math-reject-arg life 'realp)) | |
366 | (if (math-zerop life) (math-reject-arg life 'nonzerop)) | |
367 | (if (and period | |
368 | (if (math-num-integerp period) | |
369 | (or (Math-lessp life period) (not (math-posp period))) | |
370 | (math-reject-arg period 'integerp))) | |
371 | 0 | |
bf77c646 | 372 | (math-div (math-sub cost salvage) life))) |
136211a9 EZ |
373 | (put 'calcFunc-sln 'math-expandable t) |
374 | ||
375 | (defun calcFunc-syd (cost salvage life period) | |
376 | (or (math-realp cost) math-expand-formulas | |
377 | (math-reject-arg cost 'realp)) | |
378 | (or (math-realp salvage) math-expand-formulas | |
379 | (math-reject-arg salvage 'realp)) | |
380 | (or (math-realp life) math-expand-formulas | |
381 | (math-reject-arg life 'realp)) | |
382 | (if (math-zerop life) (math-reject-arg life 'nonzerop)) | |
383 | (or (math-realp period) math-expand-formulas | |
384 | (math-reject-arg period 'realp)) | |
385 | (if (or (Math-lessp life period) (not (math-posp period))) | |
386 | 0 | |
387 | (math-div (math-mul (math-sub cost salvage) | |
388 | (math-add (math-sub life period) 1)) | |
bf77c646 | 389 | (math-div (math-mul life (math-add life 1)) 2)))) |
136211a9 EZ |
390 | (put 'calcFunc-syd 'math-expandable t) |
391 | ||
392 | (defun calcFunc-ddb (cost salvage life period) | |
393 | (if (math-messy-integerp period) (setq period (math-trunc period))) | |
394 | (or (integerp period) (math-reject-arg period 'fixnump)) | |
395 | (or (math-realp cost) (math-reject-arg cost 'realp)) | |
396 | (or (math-realp salvage) (math-reject-arg salvage 'realp)) | |
397 | (or (math-realp life) (math-reject-arg life 'realp)) | |
398 | (if (math-zerop life) (math-reject-arg life 'nonzerop)) | |
399 | (if (or (Math-lessp life period) (<= period 0)) | |
400 | 0 | |
401 | (let ((book cost) | |
402 | (res 0)) | |
403 | (while (>= (setq period (1- period)) 0) | |
404 | (setq res (math-div (math-mul book 2) life) | |
405 | book (math-sub book res)) | |
406 | (if (Math-lessp book salvage) | |
407 | (setq res (math-add res (math-sub book salvage)) | |
408 | book salvage))) | |
bf77c646 | 409 | res))) |
136211a9 | 410 | |
7bd61134 JB |
411 | (provide 'calc-fin) |
412 | ||
cbee283d | 413 | ;; arch-tag: 82f30ca8-d02f-4b33-84b4-bb6ecd84597b |
bf77c646 | 414 | ;;; calc-fin.el ends here |