Docs For Class Math

daysDifference [line 590]

int daysDifference(
int
$date1, int
$date2, int
$basis)

Returns the difference of days between two dates based on a daycount basis

Access: public

Parameters:

int	`$date1`	—	First date (UNIX timestamp)
int	`$date2`	—	Second date (UNIX timestamp)
int	`$basis`	—	Type of day count basis:

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daysPerYear [line 631]

int daysPerYear(
int
$year, int
$basis)

Returns the number of days in the year based on a daycount basis

Access: public

Parameters:

int	`$year`	—	Year
int	`$basis`	—	Type of day count basis:

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depreciationFixedDeclining [line 802]

float depreciationFixedDeclining(
float
$cost, float
$salvage, int
$life, int
$period, [
$month = 12])

Returns the depreciation of an asset using the fixed-declining balance method Excel equivalent: DB

Access: public

Parameters:

float	`$cost`	—	The initial cost of the asset
float	`$salvage`	—	Salvage value of the asset
int	`$life`	—	Number of depreciation periods (same unit as $life)
int	`$period`	—	Number of months in the first year, defaults to 12
	`$month`	—

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depreciationStraightLine [line 845]

float depreciationStraightLine(
float
$cost, float
$salvage, int
$life)

Returns the straight-line depreciation of an asset for each period Excel equivalent: SLN

Access: public

Parameters:

float	`$cost`	—	The initial cost of the asset
float	`$salvage`	—	Salvage value of the asset
int	`$life`	—	Number of depreciation periods

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depreciationSYD [line 867]

float depreciationSYD(
float
$cost, float
$salvage, int
$life, int
$per)

Returns the depreciation for an asset in a given period using the sum-of-years' digits method Excel equivalent: SYD

Access: public

Parameters:

float	`$cost`	—	The initial cost of the asset
float	`$salvage`	—	Salvage value of the asset
int	`$life`	—	Number of depreciation periods
int	`$per`	—	Period (must be in the same unit as $life)

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discountRate [line 751]

float discountRate(
int
$settlement, int
$maturity, float
$pr, float
$redemption, [int
$basis = 0])

Returns the discount rate for a bond Excel equivalent: DISC

Access: public

Parameters:

int	`$settlement`	—	Settlement date (UNIX timestamp)
int	`$maturity`	—	Maturity date (UNIX timestamp)
float	`$pr`	—	The bond's price per $100 face value
float	`$redemption`	—	The bond's redemption value per $100 face value
int	`$basis`	—	Type of day count basis:

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effectiveRate [line 74]

float effectiveRate(
float
$nominal_rate, int
$npery)

Returns the effective interest rate given the nominal rate and the number of compounding payments per year Excel equivalent: EFFECT

Access: public

Parameters:

float	`$nominal_rate`	—	Nominal interest rate
int	`$npery`	—	Number of compounding payments per year

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futureValue [line 162]

float futureValue(
float
$rate, int
$nper, float
$pmt, [float
$pv = 0], [int
$type = 0])

Returns the Future Value of a cash flow with constant payments and interest rate (annuities) Excel equivalent: FV

Access: public

Parameters:

float	`$rate`	—	Interest rate per period
int	`$nper`	—	Number of periods
float	`$pmt`	—	Periodic payment (annuity)
float	`$pv`	—	Present Value
int	`$type`	—	Payment type:

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interestPayment [line 354]

float interestPayment(
float
$rate, int
$per, int
$nper, float
$pv, [float
$fv = 0], [int
$type = 0])

Returns the interest payment for a given period for a cash flow with constant periodic payments (annuities) and interest rate.

Excel equivalent: IMPT

Access: public

Parameters:

float	`$rate`	—	Interest rate per period
int	`$per`	—	Period for which the interest payment will be calculated
int	`$nper`	—	Number of periods
float	`$pv`	—	Present Value
float	`$fv`	—	Future Value
int	`$type`	—	Payment type:

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internalRateOfReturn [line 455]

float internalRateOfReturn(
array
$values, [float
$guess = 0.1])

Returns the internal rate of return of a cash flow series Excel equivalent: IRR

Access: public

Parameters:

array	`$values`	—	Cash flow series
float	`$guess`	—	guess for the interest rate

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modifiedInternalRateOfReturn [line 545]

float modifiedInternalRateOfReturn(
array
$values, float
$finance_rate, float
$reinvest_rate)

Returns the internal rate of return of a cash flow series, considering both financial and reinvestment rates Excel equivalent: MIRR

Access: public

Parameters:

array	`$values`	—	Cash flow series
float	`$finance_rate`	—	Interest rate on the money used in the cash flow
float	`$reinvest_rate`	—	Interest rate received when reinvested

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netPresentValue [line 436]

float netPresentValue(
float
$rate, array
$values)

Returns the Net Present Value of a cash flow series given a discount rate Excel equivalent: NPV

Access: public

Parameters:

float	`$rate`	—	Discount interest rate
array	`$values`	—	Cash flow series

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nominalRate [line 95]

float nominalRate(
float
$effect_rate, int
$npery)

Returns the nominal interest rate given the effective rate and the number of compounding payments per year Excel equivalent: NOMINAL

Access: public

Parameters:

float	`$effect_rate`	—	Effective interest rate
int	`$npery`	—	Number of compounding payments per year

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payment [line 194]

float payment(
float
$rate, int
$nper, float
$pv, [float
$fv = 0], [int
$type = 0])

Returns the constant payment (annuity) for a cash flow with a constant interest rate Excel equivalent: PMT

Access: public

Parameters:

float	`$rate`	—	Interest rate per period
int	`$nper`	—	Number of periods
float	`$pv`	—	Present Value
float	`$fv`	—	Future Value
int	`$type`	—	Payment type:

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periods [line 226]

float periods(
float
$rate, float
$pmt, float
$pv, [float
$fv = 0], [int
$type = 0])

Returns the number of periods for a cash flow with constant periodic payments (annuities), and interest rate Excel equivalent: NPER

Access: public

Parameters:

float	`$rate`	—	Interest rate per period
float	`$pmt`	—	Periodic payment (annuity)
float	`$pv`	—	Present Value
float	`$fv`	—	Future Value
int	`$type`	—	Payment type:

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presentValue [line 130]

float presentValue(
float
$rate, int
$nper, float
$pmt, [float
$fv = 0], [int
$type = 0])

Returns the Present Value of a cash flow with constant payments and interest rate (annuities) Excel equivalent: PV

TVM functions solve for a term in the following formula: pv(1+r)^n + pmt(1+r.type)((1+r)^n - 1)/r) +fv = 0

Access: public

Parameters:

float	`$rate`	—	Interest rate per period
int	`$nper`	—	Number of periods
float	`$pmt`	—	Periodic payment (annuity)
float	`$fv`	—	Future Value
int	`$type`	—	Payment type:

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priceDiscount [line 777]

float priceDiscount(
int
$settlement, int
$maturity, float
$discount, float
$redemption, [int
$basis = 0])

Returns the price per $100 face value of a discounted bond Excel equivalent: PRICEDISC

Access: public

Parameters:

int	`$settlement`	—	Settlement date (UNIX timestamp)
int	`$maturity`	—	Maturity date (UNIX timestamp)
float	`$discount`	—	The bond's discount rate
float	`$redemption`	—	The bond's redemption value per $100 face value
int	`$basis`	—	Type of day count basis:

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principalPayment [line 381]

float principalPayment(
float
$rate, int
$per, int
$nper, float
$pv, [float
$fv = 0], [int
$type = 0])

Returns the principal payment for a given period for a cash flow with constant periodic payments (annuities) and interest rate Excel equivalent: PPMT

Access: public

Parameters:

float	`$rate`	—	Interest rate per period
int	`$per`	—	Period for which the principal payment will be calculated
int	`$nper`	—	Number of periods
float	`$pv`	—	Present Value
float	`$fv`	—	Future Value
int	`$type`	—	Payment type:

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rate [line 263]

float rate(
int
$nper, float
$pmt, float
$pv, [float
$fv = 0], [int
$type = 0], [float
$guess = 0.1])

Returns the periodic interest rate for a cash flow with constant periodic payments (annuities) Excel equivalent: RATE

Access: public

Parameters:

int	`$nper`	—	Number of periods
float	`$pmt`	—	Periodic payment (annuity)
float	`$pv`	—	Present Value
float	`$fv`	—	Future Value
int	`$type`	—	Payment type:
float	`$guess`	—	guess for the interest rate

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TBillEquivalentYield [line 710]

float TBillEquivalentYield(
int
$settlement, int
$maturity, float
$discount)

Returns the bond-equivalent yield for a Treasury bill Excel equivalent: TBILLEQ

Access: public

Parameters:

int	`$settlement`	—	Settlement date (UNIX timestamp)
int	`$maturity`	—	Maturity date (UNIX timestamp)
float	`$discount`	—	T-Bill discount rate

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TBillPrice [line 684]

float TBillPrice(
int
$settlement, int
$maturity, float
$discount)

Returns the price per $100 face value for a Treasury bill Excel equivalent: TBILLPRICE

Access: public

Parameters:

int	`$settlement`	—	Settlement date (UNIX timestamp)
int	`$maturity`	—	Maturity date (UNIX timestamp)
float	`$discount`	—	T-Bill discount rate

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TBillYield [line 658]

float TBillYield(
int
$settlement, int
$maturity, float
$pr)

Returns the yield for a treasury bill Excel equivalent: TBILLYIELD

Access: public

Parameters:

int	`$settlement`	—	Settlement date (UNIX timestamp)
int	`$maturity`	—	Maturity date (UNIX timestamp)
float	`$pr`	—	TBill price per $100 face value

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Class: Math_Finance

Class Overview

Author(s):

Version:

Copyright:

Methods

Inherited Variables

Inherited Methods

Class Details

Method Detail

daysDifference [line 590]

Parameters:

daysPerYear [line 631]

Parameters:

depreciationFixedDeclining [line 802]

Parameters:

depreciationStraightLine [line 845]

Parameters:

depreciationSYD [line 867]

Parameters:

discountRate [line 751]

Parameters:

effectiveRate [line 74]

Parameters:

futureValue [line 162]

Parameters:

interestPayment [line 354]

Parameters:

internalRateOfReturn [line 455]

Parameters:

modifiedInternalRateOfReturn [line 545]

Parameters:

netPresentValue [line 436]

Parameters:

nominalRate [line 95]

Parameters:

payment [line 194]

Parameters:

periods [line 226]

Parameters:

presentValue [line 130]

Parameters:

priceDiscount [line 777]

Parameters:

principalPayment [line 381]

Parameters:

rate [line 263]

Parameters:

TBillEquivalentYield [line 710]

Parameters:

TBillPrice [line 684]

Parameters:

TBillYield [line 658]

Parameters: