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Merged
merged 3 commits into from
May 29, 2021
Merged

Error in COUPNCD #2119

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a40fcc1
Error in COUPNCD
oleibman May 26, 2021
396cea7
Merge branch 'master' into issue2116
oleibman May 26, 2021
043d4b0
Merge branch 'master' into issue2116
May 29, 2021
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40 changes: 0 additions & 40 deletions phpstan-baseline.neon
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Original file line number Diff line number Diff line change
Expand Up @@ -635,46 +635,6 @@ parameters:
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/CashFlow/Variable/Periodic.php

-
message: "#^Binary operation \"\\*\" between float\\|string and int results in an error\\.$#"
count: 2
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Binary operation \"\\*\" between float\\|string and int\\|string results in an error\\.$#"
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has no return typehint specified\\.$#"
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has parameter \\$maturity with no typehint specified\\.$#"
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has parameter \\$next with no typehint specified\\.$#"
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:couponFirstPeriodDate\\(\\) has parameter \\$settlement with no typehint specified\\.$#"
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:validateCouponPeriod\\(\\) has parameter \\$maturity with no typehint specified\\.$#"
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Coupons\\:\\:validateCouponPeriod\\(\\) has parameter \\$settlement with no typehint specified\\.$#"
count: 1
path: src/PhpSpreadsheet/Calculation/Financial/Coupons.php

-
message: "#^Method PhpOffice\\\\PhpSpreadsheet\\\\Calculation\\\\Financial\\\\Depreciation\\:\\:validateCost\\(\\) has parameter \\$cost with no typehint specified\\.$#"
count: 1
Expand Down
32 changes: 19 additions & 13 deletions src/PhpSpreadsheet/Calculation/Financial/Coupons.php
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@

namespace PhpOffice\PhpSpreadsheet\Calculation\Financial;

use DateTime;
use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
use PhpOffice\PhpSpreadsheet\Calculation\Exception;
use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
Expand Down Expand Up @@ -73,7 +74,7 @@ public static function COUPDAYBS(
return abs((float) DateTimeExcel\Days::between($prev, $settlement));
}

return DateTimeExcel\YearFrac::fraction($prev, $settlement, $basis) * $daysPerYear;
return (float) DateTimeExcel\YearFrac::fraction($prev, $settlement, $basis) * $daysPerYear;
}

/**
Expand Down Expand Up @@ -208,7 +209,7 @@ public static function COUPDAYSNC(
}
}

return DateTimeExcel\YearFrac::fraction($settlement, $next, $basis) * $daysPerYear;
return (float) DateTimeExcel\YearFrac::fraction($settlement, $next, $basis) * $daysPerYear;
}

/**
Expand Down Expand Up @@ -322,7 +323,7 @@ public static function COUPNUM(
FinancialConstants::BASIS_DAYS_PER_YEAR_NASD
);

return (int) ceil($yearsBetweenSettlementAndMaturity * $frequency);
return (int) ceil((float) $yearsBetweenSettlementAndMaturity * $frequency);
}

/**
Expand Down Expand Up @@ -379,28 +380,33 @@ public static function COUPPCD(
return self::couponFirstPeriodDate($settlement, $maturity, $frequency, self::PERIOD_DATE_PREVIOUS);
}

private static function couponFirstPeriodDate($settlement, $maturity, int $frequency, $next)
private static function monthsDiff(DateTime $result, int $months, string $plusOrMinus, int $day, bool $lastDayFlag): void
{
$result->setDate((int) $result->format('Y'), (int) $result->format('m'), 1);
$result->modify("$plusOrMinus $months months");
$daysInMonth = (int) $result->format('t');
$result->setDate((int) $result->format('Y'), (int) $result->format('m'), $lastDayFlag ? $daysInMonth : min($day, $daysInMonth));
}

private static function couponFirstPeriodDate(float $settlement, float $maturity, int $frequency, bool $next): float
{
$months = 12 / $frequency;

$result = Date::excelToDateTimeObject($maturity);
$maturityEoM = Helpers::isLastDayOfMonth($result);
$day = (int) $result->format('d');
$lastDayFlag = Helpers::isLastDayOfMonth($result);

while ($settlement < Date::PHPToExcel($result)) {
$result->modify('-' . $months . ' months');
self::monthsDiff($result, $months, '-', $day, $lastDayFlag);
}
if ($next === true) {
$result->modify('+' . $months . ' months');
}

if ($maturityEoM === true) {
$result->modify('-1 day');
self::monthsDiff($result, $months, '+', $day, $lastDayFlag);
}

return Date::PHPToExcel($result);
return (float) Date::PHPToExcel($result);
}

private static function validateCouponPeriod($settlement, $maturity): void
private static function validateCouponPeriod(float $settlement, float $maturity): void
{
if ($settlement >= $maturity) {
throw new Exception(Functions::NAN());
Expand Down
14 changes: 14 additions & 0 deletions tests/data/Calculation/Financial/COUPDAYBS.php
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Original file line number Diff line number Diff line change
Expand Up @@ -205,4 +205,18 @@
4,
4,
],
[
5,
'05-Apr-2019',
'30-Sep-2021',
2,
0,
],
[
5,
'05-Oct-2019',
'31-Mar-2022',
2,
0,
],
];
14 changes: 14 additions & 0 deletions tests/data/Calculation/Financial/COUPDAYS.php
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Expand Up @@ -219,4 +219,18 @@
4,
4,
],
[
180,
'05-Apr-2019',
'30-Sep-2021',
2,
0,
],
[
180,
'05-Oct-2019',
'31-Mar-2022',
2,
0,
],
];
17 changes: 17 additions & 0 deletions tests/data/Calculation/Financial/COUPDAYSNC.php
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Original file line number Diff line number Diff line change
Expand Up @@ -219,4 +219,21 @@
4,
4,
],
[
175,
'05-Apr-2019',
'30-Sep-2021',
2,
0,
],
// Excel and LibreOffice return 175 for the following calculation.
// Gnumeric returns 176.
// My hand calculation, hardly guaranteed, agrees with Gnumeric.
[
176,
'05-Oct-2019',
'31-Mar-2022',
2,
0,
],
];
28 changes: 28 additions & 0 deletions tests/data/Calculation/Financial/COUPNCD.php
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Original file line number Diff line number Diff line change
Expand Up @@ -219,4 +219,32 @@
4,
4,
],
[
44651,
'30-Sep-2021',
'31-Mar-2022',
2,
0,
],
[
44834,
'31-Mar-2022',
'30-Sep-2022',
2,
0,
],
[
43738,
'05-Apr-2019',
'30-Sep-2021',
2,
0,
],
[
43921,
'05-Oct-2019',
'31-Mar-2022',
2,
0,
],
];
14 changes: 14 additions & 0 deletions tests/data/Calculation/Financial/COUPPCD.php
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Original file line number Diff line number Diff line change
Expand Up @@ -219,4 +219,18 @@
4,
4,
],
[
43555,
'05-Apr-2019',
'30-Sep-2021',
2,
0,
],
[
43738,
'05-Oct-2019',
'31-Mar-2022',
2,
0,
],
];