feat(functions): add financial functions

2026-08-26 13:33:00 +02:00
1 parent d61bc1ba14
commit 906de85937
@@ -0,0 +1,156 @@
+import 'dart:math' as math;
+
+import '../evaluator.dart';
+import '../values.dart';
+import 'helpers.dart';
+
+void registerFinancial(Map<String, CellFunction> registry) {
+  registry['PMT'] = (args, ctx) {
+    arity(args, 3, 5);
+    final rate = numberArg(args[0], ctx);
+    final nper = numberArg(args[1], ctx);
+    final pv = numberArg(args[2], ctx);
+    final fv = args.length > 3 ? numberArg(args[3], ctx) : 0.0;
+    final type = args.length > 4 ? numberArg(args[4], ctx) : 0.0;
+    return NumberValue(_pmt(rate, nper, pv, fv, type));
+  };
+
+  registry['FV'] = (args, ctx) {
+    arity(args, 3, 5);
+    final rate = numberArg(args[0], ctx);
+    final nper = numberArg(args[1], ctx);
+    final pmt = numberArg(args[2], ctx);
+    final pv = args.length > 3 ? numberArg(args[3], ctx) : 0.0;
+    final type = args.length > 4 ? numberArg(args[4], ctx) : 0.0;
+    if (rate == 0) return NumberValue(-(pv + pmt * nper));
+    final growth = math.pow(1 + rate, nper).toDouble();
+    return NumberValue(-(pv * growth + pmt * (1 + rate * type) * (growth - 1) / rate));
+  };
+
+  registry['PV'] = (args, ctx) {
+    arity(args, 3, 5);
+    final rate = numberArg(args[0], ctx);
+    final nper = numberArg(args[1], ctx);
+    final pmt = numberArg(args[2], ctx);
+    final fv = args.length > 3 ? numberArg(args[3], ctx) : 0.0;
+    final type = args.length > 4 ? numberArg(args[4], ctx) : 0.0;
+    if (rate == 0) return NumberValue(-(fv + pmt * nper));
+    final growth = math.pow(1 + rate, nper).toDouble();
+    return NumberValue(-(fv + pmt * (1 + rate * type) * (growth - 1) / rate) / growth);
+  };
+
+  registry['NPER'] = (args, ctx) {
+    arity(args, 3, 5);
+    final rate = numberArg(args[0], ctx);
+    final pmt = numberArg(args[1], ctx);
+    final pv = numberArg(args[2], ctx);
+    final fv = args.length > 3 ? numberArg(args[3], ctx) : 0.0;
+    final type = args.length > 4 ? numberArg(args[4], ctx) : 0.0;
+    if (rate == 0) {
+      if (pmt == 0) throw const EvalException(ErrorValue(ErrorKind.numError));
+      return NumberValue(-(pv + fv) / pmt);
+    }
+    final adjusted = pmt * (1 + rate * type);
+    final numerator = adjusted - fv * rate;
+    final denominator = pv * rate + adjusted;
+    if (denominator == 0) throw const EvalException(ErrorValue(ErrorKind.numError));
+    final ratio = numerator / denominator;
+    if (ratio <= 0) throw const EvalException(ErrorValue(ErrorKind.numError));
+    return NumberValue(math.log(ratio) / math.log(1 + rate));
+  };
+
+  registry['RATE'] = (args, ctx) {
+    arity(args, 3, 6);
+    final nper = numberArg(args[0], ctx);
+    final pmt = numberArg(args[1], ctx);
+    final pv = numberArg(args[2], ctx);
+    final fv = args.length > 3 ? numberArg(args[3], ctx) : 0.0;
+    final type = args.length > 4 ? numberArg(args[4], ctx) : 0.0;
+    final guess = args.length > 5 ? numberArg(args[5], ctx) : 0.1;
+    return NumberValue(_rate(nper, pmt, pv, fv, type, guess));
+  };
+
+  registry['NPV'] = (args, ctx) {
+    arity(args, 2);
+    final rate = numberArg(args[0], ctx);
+    final flows = ctx.numbersFrom(args.sublist(1));
+    var total = 0.0;
+    for (var i = 0; i < flows.length; i++) {
+      total += flows[i] / math.pow(1 + rate, i + 1);
+    }
+    return NumberValue(total);
+  };
+
+  registry['IRR'] = (args, ctx) {
+    arity(args, 1, 2);
+    final flows = ctx.numbersFrom([args[0]]);
+    final guess = args.length > 1 ? numberArg(args[1], ctx) : 0.1;
+    return NumberValue(_irr(flows, guess));
+  };
+}
+
+double _pmt(double rate, double nper, double pv, double fv, double type) {
+  if (rate == 0) return -(pv + fv) / nper;
+  final growth = math.pow(1 + rate, nper).toDouble();
+  return -(pv * growth + fv) * rate / ((1 + rate * type) * (growth - 1));
+}
+
+double _npv(double rate, List<double> flows) {
+  var total = 0.0;
+  for (var i = 0; i < flows.length; i++) {
+    total += flows[i] / math.pow(1 + rate, i);
+  }
+  return total;
+}
+
+double _irr(List<double> flows, double guess) {
+  var low = -0.999999;
+  var high = 10.0;
+  var lowValue = _npv(low, flows);
+  var highValue = _npv(high, flows);
+  if (lowValue * highValue > 0) {
+    var rate = guess;
+    for (var i = 0; i < 100; i++) {
+      final value = _npv(rate, flows);
+      final derivative = (_npv(rate + 1e-6, flows) - value) / 1e-6;
+      if (derivative == 0) break;
+      final next = rate - value / derivative;
+      if ((next - rate).abs() < 1e-9) return next;
+      rate = next;
+    }
+    throw const EvalException(ErrorValue(ErrorKind.numError));
+  }
+  for (var i = 0; i < 200; i++) {
+    final mid = (low + high) / 2;
+    final midValue = _npv(mid, flows);
+    if (midValue.abs() < 1e-9) return mid;
+    if (lowValue * midValue < 0) {
+      high = mid;
+      highValue = midValue;
+    } else {
+      low = mid;
+      lowValue = midValue;
+    }
+  }
+  return (low + high) / 2;
+}
+
+double _rate(double nper, double pmt, double pv, double fv, double type, double guess) {
+  var rate = guess;
+  for (var i = 0; i < 100; i++) {
+    final growth = math.pow(1 + rate, nper).toDouble();
+    final value = pv * growth +
+        pmt * (1 + rate * type) * (growth - 1) / (rate == 0 ? 1 : rate) +
+        fv;
+    final growthShift = math.pow(1 + rate + 1e-7, nper).toDouble();
+    final shifted = pv * growthShift +
+        pmt * (1 + (rate + 1e-7) * type) * (growthShift - 1) / (rate + 1e-7) +
+        fv;
+    final derivative = (shifted - value) / 1e-7;
+    if (derivative == 0) break;
+    final next = rate - value / derivative;
+    if ((next - rate).abs() < 1e-9) return next;
+    rate = next;
+  }
+  throw const EvalException(ErrorValue(ErrorKind.numError));
+}