financialFuncImplement.h File Reference

#include "DSSFunctionUtility.h"
#include "DSSDateTime.h"

Go to the source code of this file.

Macros
#define	DFC_FINANCE_EXIM

Typedefs
typedef MDataType::DSSDateTime	Date

Functions
DFC_FINANCE_EXIM double	_CUMIPMT (enum MathError *error, double rate, Int32 nper, double pv, Int32 start_period, Int32 end_period, Int32 type)
DFC_FINANCE_EXIM double	_CUMPRINC (enum MathError *error, double rate, Int32 nper, double pv, Int32 start_period, Int32 end_period, Int32 type)
DFC_FINANCE_EXIM double	_DB (enum MathError *error, double cost, double salvage, Int32 life, Int32 period, Int32 month)
DFC_FINANCE_EXIM double	_DDB (enum MathError *error, double cost, double salvage, double life, double period, double factor)
DFC_FINANCE_EXIM double	_DOLLARDE (enum MathError *error, double fractionalDollar, Int32 fraction)
DFC_FINANCE_EXIM double	_DOLLARFR (enum MathError *error, double decimalDollar, Int32 fraction)
DFC_FINANCE_EXIM double	_EFFECT (enum MathError *error, double nominal_rate, Int32 npery)
DFC_FINANCE_EXIM double	_FV (enum MathError *error, double rate, double nper, double pmt, double pv, Int32 type)
DFC_FINANCE_EXIM double	_FVSCHEDULE (enum MathError *error, double pv, Int32 n, double schedule[])
DFC_FINANCE_EXIM double	_IPMT (enum MathError *error, double rate, double per, double nper, double pv, double fv, Int32 type)
DFC_FINANCE_EXIM double	_IRR (enum MathError *error, Int32 nValue, double values[], double guess, Int32 method, double precision)
DFC_FINANCE_EXIM double	_MIRR (enum MathError *error, Int32 nValue, double values[], double financeRate, double reinvestRate)
DFC_FINANCE_EXIM double	_NOMINAL (enum MathError *error, double effect_rate, Int32 npery)
DFC_FINANCE_EXIM double	_NPER (enum MathError *error, double rate, double pmt, double pv, double fv, Int32 type)
DFC_FINANCE_EXIM double	_NPV (enum MathError *error, double rate, Int32 nValue, double values[])
DFC_FINANCE_EXIM double	_PMT (enum MathError *error, double rate, double nper, double pv, double fv, Int32 type)
DFC_FINANCE_EXIM double	_PPMT (enum MathError *error, double rate, double per, double nper, double pv, double fv, Int32 type)
DFC_FINANCE_EXIM double	_PV (enum MathError *error, double rate, double nper, double pmt, double fv, Int32 type)
DFC_FINANCE_EXIM double	_RATE (enum MathError *error, double nper, double pmt, double pv, double fv, Int32 type, double guess)
DFC_FINANCE_EXIM double	_SLN (enum MathError *error, double cost, double salvage, double life)
DFC_FINANCE_EXIM double	_SYD (enum MathError *error, double cost, double salvage, double life, double per)
DFC_FINANCE_EXIM double	_VDB (enum MathError *error, double cost, double salvage, double life, Int32 period, double factor)
DFC_FINANCE_EXIM double	_ACCRINT (enum MathError *error, const Date &issue, const Date &firstInterest, const Date &settlement, double rate, double par, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_ACCRINTM (enum MathError *error, const Date &issue, const Date &maturity, double rate, double par, Int32 basis)
DFC_FINANCE_EXIM Int32	_COUPDAYBS (enum MathError *error, const Date &settlement, const Date &maturity, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_COUPDAYS (enum MathError *error, const Date &settlement, const Date &maturity, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM Int32	_COUPDAYSNC (enum MathError *error, const Date &settlement, const Date &maturity, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM Int32	_COUPNUM (enum MathError *error, const Date &settlement, const Date &maturity, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM Date	_COUPNCD (enum MathError *error, const Date &settlement, const Date &maturity, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM Date	_COUPPCD (enum MathError *error, const Date &settlement, const Date &maturity, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_DISC (enum MathError *error, const Date &settlement, const Date &maturity, double pr, double redemption, Int32 basis)
DFC_FINANCE_EXIM double	_DURATION (enum MathError *error, const Date &settlement, const Date &maturity, double couponRate, double yldRate, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_MDURATION (enum MathError *error, const Date &settlement, const Date &maturity, double couponRate, double yldRate, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_INTRATE (enum MathError *error, const Date &settlement, const Date &maturity, double investment, double redemption, Int32 basis)
DFC_FINANCE_EXIM double	_ODDFPRICE (enum MathError *error, const Date &settlement, const Date &maturity, const Date &issue, const Date &firstCoupon, double couponRate, double yld, double redemption, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_ODDFYIELD (enum MathError *error, const Date &settlement, const Date &maturity, const Date &issue, const Date &firstCoupon, double couponRate, double price, double redemption, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_ODDLPRICE (enum MathError *error, const Date &settlement, const Date &maturity, const Date &lastInterest, double couponRate, double yld, double redemption, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_ODDLYIELD (enum MathError *error, const Date &settlement, const Date &maturity, const Date &lastInterest, double couponRate, double price, double redemption, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_PRICE (enum MathError *error, const Date &settlement, const Date &maturity, double couponRate, double yldRate, double redemption, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_PRICEDISC (enum MathError *error, const Date &settlement, const Date &maturity, double discRate, double redemption, Int32 basis)
DFC_FINANCE_EXIM double	_PRICEMAT (enum MathError *error, const Date &settlement, const Date &maturity, const Date &issue, double rate, double yld, Int32 basis)
DFC_FINANCE_EXIM double	_YIELD (enum MathError *error, const Date &settlement, const Date &maturity, double couponRate, double price, double redemption, Int32 frequency, Int32 basis)
DFC_FINANCE_EXIM double	_RECEIVED (enum MathError *error, const Date &settlement, const Date &maturity, double investment, double discount, Int32 basis)
DFC_FINANCE_EXIM double	_TBILLEQ (enum MathError *error, const Date &settlement, const Date &maturity, double discount)
DFC_FINANCE_EXIM double	_TBILLPRICE (enum MathError *error, const Date &settlement, const Date &maturity, double discount)
DFC_FINANCE_EXIM double	_TBILLYIELD (enum MathError *error, const Date &settlement, const Date &maturity, double pr)
DFC_FINANCE_EXIM double	_XNPV (enum MathError *error, double rate, Int32 n, double values[], Date dates[], Int32 valid[])
DFC_FINANCE_EXIM double	_XIRR (enum MathError *error, Int32 n, double values[], Date dates[], double guess, Int32 valid[])
DFC_FINANCE_EXIM double	_YIELDDISC (enum MathError *error, const Date &settlement, const Date &maturity, double price, double redemption, Int32 basis)
DFC_FINANCE_EXIM double	_YIELDMAT (enum MathError *error, const Date &settlement, const Date &maturity, const Date &issue, double rate, double price, Int32 basis)
void	adjustDate (Date &result, const Date &maturity)

Macro Definition Documentation

DFC_FINANCE_EXIM

#define DFC_FINANCE_EXIM

Typedef Documentation

Date

typedef MDataType::DSSDateTime Date

Function Documentation

_ACCRINT()

DFC_FINANCE_EXIM double _ACCRINT	(	enum MathError *	error,
		const Date &	issue,
		const Date &	firstInterest,
		const Date &	settlement,
		double	rate,
		double	par,
		Int32	frequency,
		Int32	basis
	)

_ACCRINTM()

DFC_FINANCE_EXIM double _ACCRINTM	(	enum MathError *	error,
		const Date &	issue,
		const Date &	maturity,
		double	rate,
		double	par,
		Int32	basis
	)

_COUPDAYBS()

DFC_FINANCE_EXIM Int32 _COUPDAYBS	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		Int32	frequency,
		Int32	basis
	)

_COUPDAYS()

DFC_FINANCE_EXIM double _COUPDAYS	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		Int32	frequency,
		Int32	basis
	)

_COUPDAYSNC()

DFC_FINANCE_EXIM Int32 _COUPDAYSNC	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		Int32	frequency,
		Int32	basis
	)

_COUPNCD()

DFC_FINANCE_EXIM Date _COUPNCD	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		Int32	frequency,
		Int32	basis
	)

_COUPNUM()

DFC_FINANCE_EXIM Int32 _COUPNUM	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		Int32	frequency,
		Int32	basis
	)

_COUPPCD()

DFC_FINANCE_EXIM Date _COUPPCD	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		Int32	frequency,
		Int32	basis
	)

_CUMIPMT()

DFC_FINANCE_EXIM double _CUMIPMT	(	enum MathError *	error,
		double	rate,
		Int32	nper,
		double	pv,
		Int32	start_period,
		Int32	end_period,
		Int32	type
	)

_CUMPRINC()

DFC_FINANCE_EXIM double _CUMPRINC	(	enum MathError *	error,
		double	rate,
		Int32	nper,
		double	pv,
		Int32	start_period,
		Int32	end_period,
		Int32	type
	)

_DB()

DFC_FINANCE_EXIM double _DB	(	enum MathError *	error,
		double	cost,
		double	salvage,
		Int32	life,
		Int32	period,
		Int32	month
	)

_DDB()

DFC_FINANCE_EXIM double _DDB	(	enum MathError *	error,
		double	cost,
		double	salvage,
		double	life,
		double	period,
		double	factor
	)

_DISC()

DFC_FINANCE_EXIM double _DISC	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	pr,
		double	redemption,
		Int32	basis
	)

_DOLLARDE()

DFC_FINANCE_EXIM double _DOLLARDE	(	enum MathError *	error,
		double	fractionalDollar,
		Int32	fraction
	)

_DOLLARFR()

DFC_FINANCE_EXIM double _DOLLARFR	(	enum MathError *	error,
		double	decimalDollar,
		Int32	fraction
	)

_DURATION()

DFC_FINANCE_EXIM double _DURATION	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	couponRate,
		double	yldRate,
		Int32	frequency,
		Int32	basis
	)

_EFFECT()

DFC_FINANCE_EXIM double _EFFECT	(	enum MathError *	error,
		double	nominal_rate,
		Int32	npery
	)

_FV()

DFC_FINANCE_EXIM double _FV	(	enum MathError *	error,
		double	rate,
		double	nper,
		double	pmt,
		double	pv,
		Int32	type
	)

_FVSCHEDULE()

DFC_FINANCE_EXIM double _FVSCHEDULE	(	enum MathError *	error,
		double	pv,
		Int32	n,
		double	schedule[]
	)

_INTRATE()

DFC_FINANCE_EXIM double _INTRATE	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	investment,
		double	redemption,
		Int32	basis
	)

_IPMT()

DFC_FINANCE_EXIM double _IPMT	(	enum MathError *	error,
		double	rate,
		double	per,
		double	nper,
		double	pv,
		double	fv,
		Int32	type
	)

_IRR()

DFC_FINANCE_EXIM double _IRR	(	enum MathError *	error,
		Int32	nValue,
		double	values[],
		double	guess,
		Int32	method,
		double	precision
	)

_MDURATION()

DFC_FINANCE_EXIM double _MDURATION	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	couponRate,
		double	yldRate,
		Int32	frequency,
		Int32	basis
	)

_MIRR()

DFC_FINANCE_EXIM double _MIRR	(	enum MathError *	error,
		Int32	nValue,
		double	values[],
		double	financeRate,
		double	reinvestRate
	)

_NOMINAL()

DFC_FINANCE_EXIM double _NOMINAL	(	enum MathError *	error,
		double	effect_rate,
		Int32	npery
	)

_NPER()

DFC_FINANCE_EXIM double _NPER	(	enum MathError *	error,
		double	rate,
		double	pmt,
		double	pv,
		double	fv,
		Int32	type
	)

_NPV()

DFC_FINANCE_EXIM double _NPV	(	enum MathError *	error,
		double	rate,
		Int32	nValue,
		double	values[]
	)

_ODDFPRICE()

DFC_FINANCE_EXIM double _ODDFPRICE	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		const Date &	issue,
		const Date &	firstCoupon,
		double	couponRate,
		double	yld,
		double	redemption,
		Int32	frequency,
		Int32	basis
	)

_ODDFYIELD()

DFC_FINANCE_EXIM double _ODDFYIELD	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		const Date &	issue,
		const Date &	firstCoupon,
		double	couponRate,
		double	price,
		double	redemption,
		Int32	frequency,
		Int32	basis
	)

_ODDLPRICE()

DFC_FINANCE_EXIM double _ODDLPRICE	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		const Date &	lastInterest,
		double	couponRate,
		double	yld,
		double	redemption,
		Int32	frequency,
		Int32	basis
	)

_ODDLYIELD()

DFC_FINANCE_EXIM double _ODDLYIELD	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		const Date &	lastInterest,
		double	couponRate,
		double	price,
		double	redemption,
		Int32	frequency,
		Int32	basis
	)

_PMT()

DFC_FINANCE_EXIM double _PMT	(	enum MathError *	error,
		double	rate,
		double	nper,
		double	pv,
		double	fv,
		Int32	type
	)

_PPMT()

DFC_FINANCE_EXIM double _PPMT	(	enum MathError *	error,
		double	rate,
		double	per,
		double	nper,
		double	pv,
		double	fv,
		Int32	type
	)

_PRICE()

DFC_FINANCE_EXIM double _PRICE	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	couponRate,
		double	yldRate,
		double	redemption,
		Int32	frequency,
		Int32	basis
	)

_PRICEDISC()

DFC_FINANCE_EXIM double _PRICEDISC	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	discRate,
		double	redemption,
		Int32	basis
	)

_PRICEMAT()

DFC_FINANCE_EXIM double _PRICEMAT	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		const Date &	issue,
		double	rate,
		double	yld,
		Int32	basis
	)

_PV()

DFC_FINANCE_EXIM double _PV	(	enum MathError *	error,
		double	rate,
		double	nper,
		double	pmt,
		double	fv,
		Int32	type
	)

_RATE()

DFC_FINANCE_EXIM double _RATE	(	enum MathError *	error,
		double	nper,
		double	pmt,
		double	pv,
		double	fv,
		Int32	type,
		double	guess
	)

_RECEIVED()

DFC_FINANCE_EXIM double _RECEIVED	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	investment,
		double	discount,
		Int32	basis
	)

_SLN()

DFC_FINANCE_EXIM double _SLN	(	enum MathError *	error,
		double	cost,
		double	salvage,
		double	life
	)

_SYD()

DFC_FINANCE_EXIM double _SYD	(	enum MathError *	error,
		double	cost,
		double	salvage,
		double	life,
		double	per
	)

_TBILLEQ()

DFC_FINANCE_EXIM double _TBILLEQ	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	discount
	)

_TBILLPRICE()

DFC_FINANCE_EXIM double _TBILLPRICE	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	discount
	)

_TBILLYIELD()

DFC_FINANCE_EXIM double _TBILLYIELD	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	pr
	)

_VDB()

DFC_FINANCE_EXIM double _VDB	(	enum MathError *	error,
		double	cost,
		double	salvage,
		double	life,
		Int32	period,
		double	factor
	)

_XIRR()

DFC_FINANCE_EXIM double _XIRR	(	enum MathError *	error,
		Int32	n,
		double	values[],
		Date	dates[],
		double	guess,
		Int32	valid[]
	)

_XNPV()

DFC_FINANCE_EXIM double _XNPV	(	enum MathError *	error,
		double	rate,
		Int32	n,
		double	values[],
		Date	dates[],
		Int32	valid[]
	)

_YIELD()

DFC_FINANCE_EXIM double _YIELD	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	couponRate,
		double	price,
		double	redemption,
		Int32	frequency,
		Int32	basis
	)

_YIELDDISC()

DFC_FINANCE_EXIM double _YIELDDISC	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		double	price,
		double	redemption,
		Int32	basis
	)

_YIELDMAT()

DFC_FINANCE_EXIM double _YIELDMAT	(	enum MathError *	error,
		const Date &	settlement,
		const Date &	maturity,
		const Date &	issue,
		double	rate,
		double	price,
		Int32	basis
	)

adjustDate()

void adjustDate	(	Date &	result,
		const Date &	maturity
	)