Add COUPDAYBS, COUPDAYS, COUPDAYSNC, COUPNCD, COUPNUM and COUPPCD functions

CHANGELOG.md

@@ -12,6 +12,8 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 ### Added
 
 - Added support for the new license key format. A proprietary key can now grant a subset of the library: a function your key does not include evaluates to a `#LIC!` error, and the matching parts of the API throw a `LicenseCapabilityMissingError`. `getAvailableFunctions()` and `getFunctionDetails()` describe only the functions your key includes. [#1728](https://github.com/handsontable/hyperformula/pull/1728)
+- Added new functions: ACCRINTM, DISC, INTRATE, PRICEDISC, RECEIVED, YIELDDISC. [#1799](https://github.com/handsontable/hyperformula/pull/1799)
+- Added new functions: COUPDAYBS, COUPDAYS, COUPDAYSNC, COUPNCD, COUPNUM, COUPPCD. [#1804](https://github.com/handsontable/hyperformula/pull/1804)
 
 ### Changed
 

docs/guide/list-of-differences.md

@@ -77,6 +77,7 @@ To remove the differences, create [custom implementations](custom-functions.md)
 | LCMP          | =LCM(1000000, 1000001, 1000002, 1000003)                       |          NUM |   5.00003E+23 |             NUM |
 | TBILLPRICE    | =TBILLPRICE(0, 180, 1.9)                                       |       5.0000 |           NUM |          5.0000 |
 | TBILLPRICE    | =TBILLPRICE(0, 180, 2)                                         |       0.0000 |           NUM |          0.0000 |
+| ACCRINTM      | =ACCRINTM(DATE(2008,4,1), DATE(2008,6,15), 0.1)                |      20.5556 |       20.5556 |    Wrong number |
 | NPV           | =NPV(1, TRUE(), 1)                                             |       0.7500 |        0.5000 |          0.7500 |
 | NPV           | =NPV(1,B1) where B1 = true                                     |       0.5000 |        0.0000 |          0.0000 |
 | POISSON.DIST  | =POISSON.DIST(-0.01, 0, FALSE())                               |          NUM |        1.0000 |             NUM |

src/DateTimeHelper.ts

@@ -211,6 +211,43 @@ export class DateTimeHelper {
     }
   }
 
+  /**
+   * Counts the days between two dates under a day-count basis, and returns the number of days in a year under the
+   * same basis. YEARFRAC and the securities functions (DISC, INTRATE, PRICEDISC, RECEIVED, YIELDDISC, ACCRINTM)
+   * compute their year fraction as `dayCount / yearDays`.
+   *
+   * | `basis` | `dayCount`                                   | `yearDays`                  |
+   * |---------|----------------------------------------------|-----------------------------|
+   * | 0       | US (NASD) 30/360, as adjusted by `toBasisUS` | 360                         |
+   * | 1       | actual days                                  | `yearLengthForBasis`        |
+   * | 2       | actual days                                  | 360                         |
+   * | 3       | actual days                                  | 365                         |
+   * | 4       | European 30/360, as adjusted by `toBasisEU`  | 360                         |
+   *
+   * @param {number} startDate - date serial number, an integer not greater than `endDate`
+   * @param {number} endDate - date serial number, an integer
+   * @param {number} basis - day-count basis, an integer from 0 to 4
+   */
+  public dayCountByBasis(startDate: number, endDate: number, basis: number): { dayCount: number, yearDays: number } {
+    const start = this.numberToSimpleDate(startDate)
+    const end = this.numberToSimpleDate(endDate)
+    switch (basis) {
+      case 0: {
+        const [adjustedStart, adjustedEnd] = this.toBasisUS({...start}, {...end})
+        return {dayCount: daysIn30DayMonths(adjustedStart, adjustedEnd), yearDays: 360}
+      }
+      case 1:
+        return {dayCount: endDate - startDate, yearDays: this.yearLengthForBasis(start, end)}
+      case 2:
+        return {dayCount: endDate - startDate, yearDays: 360}
+      case 3:
+        return {dayCount: endDate - startDate, yearDays: 365}
+      case 4:
+        return {dayCount: daysIn30DayMonths(toBasisEU(start), toBasisEU(end)), yearDays: 360}
+    }
+    throw new Error('Should not be reachable.')
+  }
+
   private parseSingleFormat(dateString: string, dateFormat?: string, timeFormat?: string): Maybe<DateTime> {
     const dateTime = this.parseDateTime(dateString, dateFormat, timeFormat)
     if (instanceOfSimpleDate(dateTime)) {
@@ -319,3 +356,11 @@ export function timeToNumber(time: SimpleTime): number {
 export function toBasisEU(date: SimpleDate): SimpleDate {
   return {year: date.year, month: date.month, day: Math.min(30, date.day)}
 }
+
+/**
+ * Counts the days between two dates as if every month had 30 days. The dates must already be adjusted to a 30/360
+ * basis (`toBasisUS` or `toBasisEU`).
+ */
+function daysIn30DayMonths(start: SimpleDate, end: SimpleDate): number {
+  return 360 * (end.year - start.year) + 30 * (end.month - start.month) + end.day - start.day
+}

src/error-message.ts

@@ -26,6 +26,7 @@ export class ErrorMessage {
   public static IntegerExpected = 'Value needs to be an integer.'
   public static BadMode = 'Mode not recognized.'
   public static DateBounds = 'Date outside of bounds.'
+  public static CouponFrequency = 'Frequency must be 1, 2 or 4.'
   public static OutOfSheet = 'Resulting reference is out of the sheet.'
   public static WrongType = 'Wrong type of argument.'
   public static NaN = 'NaN or infinite value encountered.'

src/i18n/languages/csCZ.ts

@@ -25,6 +25,7 @@ const dictionary: RawTranslationPackage = {
     'ARRAY_CONSTRAIN': 'ARRAY_CONSTRAIN',
     ARRAYFORMULA: 'ARRAYFORMULA',
     ABS: 'ABS',
+    ACCRINTM: 'ACCRINTM',
     ACOS: 'ARCCOS',
     ACOSH: 'ARCCOSH',
     ACOT: 'ACOT',
@@ -66,6 +67,12 @@ const dictionary: RawTranslationPackage = {
     COUNTIF: 'COUNTIF',
     COUNTIFS: 'COUNTIFS',
     COUNTUNIQUE: 'COUNTUNIQUE',
+    COUPDAYBS: 'COUPDAYBS',
+    COUPDAYS: 'COUPDAYS',
+    COUPDAYSNC: 'COUPDAYSNC',
+    COUPNCD: 'COUPNCD',
+    COUPNUM: 'COUPNUM',
+    COUPPCD: 'COUPPCD',
     CSC: 'CSC',
     CSCH: 'CSCH',
     CUMIPMT: 'CUMIPMT',
@@ -96,6 +103,7 @@ const dictionary: RawTranslationPackage = {
     DECIMAL: 'DECIMAL',
     DEGREES: 'DEGREES',
     DELTA: 'DELTA',
+    DISC: 'DISC',
     DOLLARDE: 'DOLLARDE',
     DOLLARFR: 'DOLLARFR',
     EDATE: 'EDATE',
@@ -124,6 +132,7 @@ const dictionary: RawTranslationPackage = {
     INDEX: 'INDEX',
     INT: 'CELÁ.ČÁST',
     INTERVAL: 'INTERVAL', //FIXME
+    INTRATE: 'INTRATE',
     IPMT: 'PLATBA.ÚROK',
     IRR: 'MÍRA.VÝNOSNOSTI',
     ISBINARY: 'ISBINARY',
@@ -184,11 +193,13 @@ const dictionary: RawTranslationPackage = {
     PRODUCT: 'SOUČIN',
     POWER: 'POWER',
     PPMT: 'PLATBA.ZÁKLAD',
+    PRICEDISC: 'PRICEDISC',
     PROPER: 'VELKÁ2',
     PV: 'SOUČHODNOTA',
     RADIANS: 'RADIANS',
     RAND: 'NÁHČÍSLO',
     RATE: 'ÚROKOVÁ.MÍRA',
+    RECEIVED: 'RECEIVED',
     REPLACE: 'NAHRADIT',
     REPT: 'OPAKOVAT',
     RIGHT: 'ZPRAVA',
@@ -259,6 +270,7 @@ const dictionary: RawTranslationPackage = {
     XOR: 'XOR',
     YEAR: 'ROK',
     YEARFRAC: 'YEARFRAC',
+    YIELDDISC: 'YIELDDISC',
     ROMAN: 'ROMAN',
     ARABIC: 'ARABIC',
     'HF.ADD': 'HF.ADD',

src/i18n/languages/daDK.ts

@@ -25,6 +25,7 @@ const dictionary: RawTranslationPackage = {
     'ARRAY_CONSTRAIN': 'ARRAY_CONSTRAIN',
     ARRAYFORMULA: 'ARRAYFORMULA',
     ABS: 'ABS',
+    ACCRINTM: 'PÅLØBRENTE.UDLØB',
     ACOS: 'ARCCOS',
     ACOSH: 'ARCCOSH',
     ACOT: 'ARCCOT',
@@ -66,6 +67,12 @@ const dictionary: RawTranslationPackage = {
     COUNTIF: 'TÆL.HVIS',
     COUNTIFS: 'TÆL.HVISER',
     COUNTUNIQUE: 'COUNTUNIQUE',
+    COUPDAYBS: 'KUPONDAGE.SA',
+    COUPDAYS: 'KUPONDAGE.A',
+    COUPDAYSNC: 'KUPONDAGE.ANK',
+    COUPNCD: 'KUPONDAG.NÆSTE',
+    COUPNUM: 'KUPONBETALINGER',
+    COUPPCD: 'KUPONDAG.FORRIGE',
     CSC: 'CSC',
     CSCH: 'CSCH',
     CUMIPMT: 'AKKUM.RENTE',
@@ -96,6 +103,7 @@ const dictionary: RawTranslationPackage = {
     DECIMAL: 'DECIMAL',
     DEGREES: 'GRADER',
     DELTA: 'DELTA',
+    DISC: 'DISKONTO',
     DOLLARDE: 'KR.DECIMAL',
     DOLLARFR: 'KR.BRØK',
     EDATE: 'EDATO',
@@ -124,6 +132,7 @@ const dictionary: RawTranslationPackage = {
     INDEX: 'INDEKS',
     INT: 'HELTAL',
     INTERVAL: 'INTERVAL', //FIXME
+    INTRATE: 'RENTEFOD',
     IPMT: 'R.YDELSE',
     IRR: 'IA',
     ISBINARY: 'ISBINARY',
@@ -184,11 +193,13 @@ const dictionary: RawTranslationPackage = {
     PRODUCT: 'PRODUKT',
     POWER: 'POTENS',
     PPMT: 'H.YDELSE',
+    PRICEDISC: 'KURS.DISKONTO',
     PROPER: 'STORT.FORBOGSTAV',
     PV: 'NV',
     RADIANS: 'RADIANER',
     RAND: 'SLUMP',
     RATE: 'RENTE',
+    RECEIVED: 'MODTAGET.VED.UDLØB',
     REPLACE: 'ERSTAT',
     REPT: 'GENTAG',
     RIGHT: 'HØJRE',
@@ -259,6 +270,7 @@ const dictionary: RawTranslationPackage = {
     XOR: 'XELLER',
     YEAR: 'ÅR',
     YEARFRAC: 'ÅR.BRØK',
+    YIELDDISC: 'AFKAST.DISKONTO',
     ROMAN: 'ROMERTAL',
     ARABIC: 'ARABISK',
     'HF.ADD': 'HF.ADD',

src/i18n/languages/deDE.ts

@@ -25,6 +25,7 @@ const dictionary: RawTranslationPackage = {
     'ARRAY_CONSTRAIN': 'ARRAY_CONSTRAIN',
     ARRAYFORMULA: 'ARRAYFORMULA',
     ABS: 'ABS',
+    ACCRINTM: 'AUFGELZINSF',
     ACOS: 'ARCCOS',
     ACOSH: 'ARCCOSHYP',
     ACOT: 'ARCCOTAN',
@@ -66,6 +67,12 @@ const dictionary: RawTranslationPackage = {
     COUNTIF: 'ZÄHLENWENN',
     COUNTIFS: 'ZÄHLENWENNS',
     COUNTUNIQUE: 'COUNTUNIQUE',
+    COUPDAYBS: 'ZINSTERMTAGVA',
+    COUPDAYS: 'ZINSTERMTAGE',
+    COUPDAYSNC: 'ZINSTERMTAGNZ',
+    COUPNCD: 'ZINSTERMNZ',
+    COUPNUM: 'ZINSTERMZAHL',
+    COUPPCD: 'ZINSTERMVZ',
     CSC: 'COSEC',
     CSCH: 'COSECHYP',
     CUMIPMT: 'KUMZINSZ',
@@ -96,6 +103,7 @@ const dictionary: RawTranslationPackage = {
     DECIMAL: 'DEZIMAL',
     DEGREES: 'GRAD',
     DELTA: 'DELTA',
+    DISC: 'DISAGIO',
     DOLLARDE: 'NOTIERUNGDEZ',
     DOLLARFR: 'NOTIERUNGBRU',
     EDATE: 'EDATUM',
@@ -124,6 +132,7 @@ const dictionary: RawTranslationPackage = {
     INDEX: 'INDEX',
     INT: 'GANZZAHL',
     INTERVAL: 'INTERVAL', //FIXME
+    INTRATE: 'ZINSSATZ',
     IPMT: 'ZINSZ',
     IRR: 'IKV',
     ISBINARY: 'ISBINARY',
@@ -184,11 +193,13 @@ const dictionary: RawTranslationPackage = {
     PRODUCT: 'PRODUKT',
     POWER: 'POTENZ',
     PPMT: 'KAPZ',
+    PRICEDISC: 'KURSDISAGIO',
     PROPER: 'GROSS2',
     PV: 'BW',
     RADIANS: 'BOGENMASS',
     RAND: 'ZUFALLSZAHL',
     RATE: 'ZINS',
+    RECEIVED: 'AUSZAHLUNG',
     REPLACE: 'ERSETZEN',
     REPT: 'WIEDERHOLEN',
     RIGHT: 'RECHTS',
@@ -259,6 +270,7 @@ const dictionary: RawTranslationPackage = {
     XOR: 'XODER',
     YEAR: 'JAHR',
     YEARFRAC: 'BRTEILJAHRE',
+    YIELDDISC: 'RENDITEDIS',
     ROMAN: 'RÖMISCH',
     ARABIC: 'ARABISCH',
     'HF.ADD': 'HF.ADD',

src/i18n/languages/enGB.ts

@@ -25,6 +25,7 @@ const dictionary: RawTranslationPackage = {
     'ARRAY_CONSTRAIN': 'ARRAY_CONSTRAIN',
     ARRAYFORMULA: 'ARRAYFORMULA',
     ABS: 'ABS',
+    ACCRINTM: 'ACCRINTM',
     ACOS: 'ACOS',
     ACOSH: 'ACOSH',
     ACOT: 'ACOT',
@@ -67,6 +68,12 @@ const dictionary: RawTranslationPackage = {
     COUNTIF: 'COUNTIF',
     COUNTIFS: 'COUNTIFS',
     COUNTUNIQUE: 'COUNTUNIQUE',
+    COUPDAYBS: 'COUPDAYBS',
+    COUPDAYS: 'COUPDAYS',
+    COUPDAYSNC: 'COUPDAYSNC',
+    COUPNCD: 'COUPNCD',
+    COUPNUM: 'COUPNUM',
+    COUPPCD: 'COUPPCD',
     CSC: 'CSC',
     CSCH: 'CSCH',
     CUMIPMT: 'CUMIPMT',
@@ -97,6 +104,7 @@ const dictionary: RawTranslationPackage = {
     DECIMAL: 'DECIMAL',
     DEGREES: 'DEGREES',
     DELTA: 'DELTA',
+    DISC: 'DISC',
     DOLLARDE: 'DOLLARDE',
     DOLLARFR: 'DOLLARFR',
     EDATE: 'EDATE',
@@ -125,6 +133,7 @@ const dictionary: RawTranslationPackage = {
     INDEX: 'INDEX',
     INT: 'INT',
     INTERVAL: 'INTERVAL',
+    INTRATE: 'INTRATE',
     IPMT: 'IPMT',
     IRR: 'IRR',
     ISBINARY: 'ISBINARY',
@@ -185,11 +194,13 @@ const dictionary: RawTranslationPackage = {
     PRODUCT: 'PRODUCT',
     POWER: 'POWER',
     PPMT: 'PPMT',
+    PRICEDISC: 'PRICEDISC',
     PROPER: 'PROPER',
     PV: 'PV',
     RADIANS: 'RADIANS',
     RAND: 'RAND',
     RATE: 'RATE',
+    RECEIVED: 'RECEIVED',
     REPLACE: 'REPLACE',
     REPT: 'REPT',
     RIGHT: 'RIGHT',
@@ -261,6 +272,7 @@ const dictionary: RawTranslationPackage = {
     XLOOKUP: 'XLOOKUP',
     YEAR: 'YEAR',
     YEARFRAC: 'YEARFRAC',
+    YIELDDISC: 'YIELDDISC',
     'HF.ADD': 'HF.ADD',
     'HF.CONCAT': 'HF.CONCAT',
     'HF.DIVIDE': 'HF.DIVIDE',

src/i18n/languages/esES.ts

@@ -25,6 +25,7 @@ export const dictionary: RawTranslationPackage = {
     'ARRAY_CONSTRAIN': 'ARRAY_CONSTRAIN',
     ARRAYFORMULA: 'ARRAYFORMULA',
     ABS: 'ABS',
+    ACCRINTM: 'INT.ACUM.V',
     ACOS: 'ACOS',
     ACOSH: 'ACOSH',
     ACOT: 'ACOT',
@@ -66,6 +67,12 @@ export const dictionary: RawTranslationPackage = {
     COUNTIF: 'CONTAR.SI',
     COUNTIFS: 'CONTAR.SI.CONJUNTO',
     COUNTUNIQUE: 'COUNTUNIQUE',
+    COUPDAYBS: 'CUPON.DIAS.L1',
+    COUPDAYS: 'CUPON.DIAS',
+    COUPDAYSNC: 'CUPON.DIAS.L2',
+    COUPNCD: 'CUPON.FECHA.L2',
+    COUPNUM: 'CUPON.NUM',
+    COUPPCD: 'CUPON.FECHA.L1',
     CSC: 'CSC',
     CSCH: 'CSCH',
     CUMIPMT: 'PAGO.INT.ENTRE',
@@ -96,6 +103,7 @@ export const dictionary: RawTranslationPackage = {
     DECIMAL: 'CONV.DECIMAL',
     DEGREES: 'GRADOS',
     DELTA: 'DELTA',
+    DISC: 'TASA.DESC',
     DOLLARDE: 'MONEDA.DEC',
     DOLLARFR: 'MONEDA.FRAC',
     EDATE: 'FECHA.MES',
@@ -124,6 +132,7 @@ export const dictionary: RawTranslationPackage = {
     INDEX: 'INDICE',
     INT: 'ENTERO',
     INTERVAL: 'INTERVAL', //FIXME
+    INTRATE: 'TASA.INT',
     IPMT: 'PAGOINT',
     IRR: 'TIR',
     ISBINARY: 'ISBINARY',
@@ -184,11 +193,13 @@ export const dictionary: RawTranslationPackage = {
     PRODUCT: 'PRODUCTO',
     POWER: 'POTENCIA',
     PPMT: 'PAGOPRIN',
+    PRICEDISC: 'PRECIO.DESCUENTO',
     PROPER: 'NOMPROPIO',
     PV: 'VA',
     RADIANS: 'RADIANES',
     RAND: 'ALEATORIO',
     RATE: 'TASA',
+    RECEIVED: 'CANTIDAD.RECIBIDA',
     REPLACE: 'REEMPLAZAR',
     REPT: 'REPETIR',
     RIGHT: 'DERECHA',
@@ -259,6 +270,7 @@ export const dictionary: RawTranslationPackage = {
     XOR: 'XOR',
     YEAR: 'AÑO',
     YEARFRAC: 'FRAC.AÑO',
+    YIELDDISC: 'RENDTO.DESC',
     ROMAN: 'NUMERO.ROMANO',
     ARABIC: 'ARABIC',
     'HF.ADD': 'HF.ADD',