diff options
Diffstat (limited to 'scaddins/source/analysis/analysishelper.cxx')
| -rw-r--r-- | scaddins/source/analysis/analysishelper.cxx | 52 |
1 files changed, 30 insertions, 22 deletions
diff --git a/scaddins/source/analysis/analysishelper.cxx b/scaddins/source/analysis/analysishelper.cxx index f5281d4fbd17..55df62cd09bb 100644 --- a/scaddins/source/analysis/analysishelper.cxx +++ b/scaddins/source/analysis/analysishelper.cxx @@ -2,9 +2,9 @@ * * $RCSfile: analysishelper.cxx,v $ * - * $Revision: 1.25 $ + * $Revision: 1.26 $ * - * last change: $Author: gt $ $Date: 2001-08-17 07:22:24 $ + * last change: $Author: dr $ $Date: 2001-08-17 10:00:19 $ * * The Contents of this file are made available subject to the terms of * either of the following licenses @@ -1652,7 +1652,7 @@ double getPrice_( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, double double fE = GetCoupdays( nNullDate, nSettle, nMat, nFreq, nBase ); double fDSC_E = GetCoupdaysnc( nNullDate, nSettle, nMat, nFreq, nBase ) / fE; double fN = GetCoupnum( nNullDate, nSettle, nMat, nFreq, nBase ); - double fA = nSettle - GetCouppcd( nNullDate, nSettle, nMat, nFreq, nBase ); + double fA = GetCoupdaybs( nNullDate, nSettle, nMat, nFreq, nBase ); double fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + fDSC_E ) ); fRet -= 100.0 * fRate / fFreq * fA / fE; @@ -1893,21 +1893,21 @@ sal_Int32 ScAddInDate::GetDate( sal_Int32 nNullDate ) const return DateToDays( nRealDay, nMonth, nYear ) - nNullDate; } -sal_Int32 ScAddInDate::GetDiff( const ScAddInDate& rFrom ) const +sal_Int32 ScAddInDate::GetDiff( const ScAddInDate& rFrom, const ScAddInDate& rTo ) { - if( *this < rFrom ) - return rFrom.GetDiff( *this ); + if( rFrom > rTo ) + return GetDiff( rTo, rFrom ); sal_Int32 nDiff = 0; ScAddInDate aFrom( rFrom ); - ScAddInDate aTo( *this ); + ScAddInDate aTo( rTo ); - if( b30Days ) + if( rTo.b30Days ) { // corrections for base 0 (US NASD) - if( bUSMode ) + if( rTo.bUSMode ) { - if( ((aFrom.nMonth == 2) || (aFrom.nDay < 30)) && (aTo.nOrigDay == 31) ) + if( ((rFrom.nMonth == 2) || (rFrom.nDay < 30)) && (aTo.nOrigDay == 31) ) aTo.nDay = 31; else if( (aTo.nMonth == 2) && aTo.bLastDay ) aTo.nDay = DaysInMonth( 2, aTo.nYear ); @@ -2019,8 +2019,8 @@ double GetCoupncd( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, sal_I //------- -// COUPDAYSBS: get day count: coupon date before settlement <-> settlement -double GetCoupdaysbs( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, sal_Int32 nBase ) +// COUPDAYBS: get day count: coupon date before settlement <-> settlement +double GetCoupdaybs( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, sal_Int32 nFreq, sal_Int32 nBase ) THROWDEF_RTE_IAE { if( nSettle >= nMat || CHK_Freq ) @@ -2029,7 +2029,7 @@ double GetCoupdaysbs( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, sa ScAddInDate aSettle( nNullDate, nSettle, nBase ); ScAddInDate aDate; lcl_GetCouppcd( aDate, aSettle, ScAddInDate( nNullDate, nMat, nBase ), nFreq ); - return aSettle.GetDiff( aDate ); + return ScAddInDate::GetDiff( aDate, aSettle ); } @@ -2041,10 +2041,14 @@ double GetCoupdaysnc( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, sa if( nSettle >= nMat || CHK_Freq ) THROW_IAE; - ScAddInDate aSettle( nNullDate, nSettle, nBase ); - ScAddInDate aDate; - lcl_GetCoupncd( aDate, aSettle, ScAddInDate( nNullDate, nMat, nBase ), nFreq ); - return aDate.GetDiff( aSettle ); + if( (nBase != 0) && (nBase != 4) ) + { + ScAddInDate aSettle( nNullDate, nSettle, nBase ); + ScAddInDate aDate; + lcl_GetCoupncd( aDate, aSettle, ScAddInDate( nNullDate, nMat, nBase ), nFreq ); + return ScAddInDate::GetDiff( aSettle, aDate ); + } + return GetCoupdays( nNullDate, nSettle, nMat, nFreq, nBase ) - GetCoupdaybs( nNullDate, nSettle, nMat, nFreq, nBase ); } @@ -2056,11 +2060,15 @@ double GetCoupdays( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, sal_ if( nSettle >= nMat || CHK_Freq ) THROW_IAE; - ScAddInDate aDate; - lcl_GetCouppcd( aDate, ScAddInDate( nNullDate, nSettle, nBase ), ScAddInDate( nNullDate, nMat, nBase ), nFreq ); - ScAddInDate aNextDate( aDate ); - aNextDate.AddMonths( static_cast< sal_uInt16 >( 12 / nFreq ) ); - return aNextDate.GetDiff( aDate ); + if( nBase == 1 ) + { + ScAddInDate aDate; + lcl_GetCouppcd( aDate, ScAddInDate( nNullDate, nSettle, nBase ), ScAddInDate( nNullDate, nMat, nBase ), nFreq ); + ScAddInDate aNextDate( aDate ); + aNextDate.AddMonths( static_cast< sal_uInt16 >( 12 / nFreq ) ); + return ScAddInDate::GetDiff( aDate, aNextDate ); + } + return static_cast< double >( GetDaysInYear( 0, 0, nBase ) ) / nFreq; } |