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349 lines
8.4 KiB
349 lines
8.4 KiB
/***************************************************************************
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mymoneyfinancialcalculator.cpp - description
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-------------------
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begin : Tue Oct 21 2003
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copyright : (C) 2000-2003 by Michael Edwardes
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email : mte@users.sourceforge.net
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Javier Campos Morales <javi_c@users.sourceforge.net>
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Felix Rodriguez <frodriguez@users.sourceforge.net>
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John C <thetacoturtle@users.sourceforge.net>
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Thomas Baumgart <ipwizard@users.sourceforge.net>
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Kevin Tambascio <ktambascio@users.sourceforge.net>
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***************************************************************************/
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/***************************************************************************
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* *
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* This program is free software; you can redistribute it and/or modify *
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* it under the terms of the GNU General Public License as published by *
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* the Free Software Foundation; either version 2 of the License, or *
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* (at your option) any later version. *
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* *
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***************************************************************************/
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#include <math.h>
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#include <stdio.h>
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#ifdef HAVE_CONFIG_H
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#include <config.h>
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#endif
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// ----------------------------------------------------------------------------
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// QT Includes
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// ----------------------------------------------------------------------------
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// KDE Includes
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// ----------------------------------------------------------------------------
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// Project Includes
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#include "mymoneyfinancialcalculator.h"
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#include "mymoneyexception.h"
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// #ifndef HAVE_ROUND
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// #undef roundl
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// #define roundl(a) rnd(a)
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FCALC_DOUBLE MyMoneyFinancialCalculator::rnd(const FCALC_DOUBLE x) const
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{
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FCALC_DOUBLE r,f;
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if(m_prec > 0) {
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#ifdef HAVE_ROUND
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f = powl(10.0, m_prec);
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r = roundl(x * f)/f;
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#else
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char buf[50];
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#if HAVE_LONG_DOUBLE
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sprintf (buf, "%.*Lf", m_prec, x);
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sscanf (buf, "%Lf", &r);
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#else
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sprintf (buf, "%.*f", m_prec, x);
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sscanf (buf, "%lf", &r);
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#endif
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#endif
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} else
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r = roundl(x);
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return r;
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}
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// #endif
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static inline FCALC_DOUBLE dabs(const FCALC_DOUBLE x)
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{
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return (x >= 0.0) ? x : -x;
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}
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MyMoneyFinancialCalculator::MyMoneyFinancialCalculator()
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{
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setPrec();
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setPF();
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setCF();
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setBep();
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setDisc();
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setNpp(0.0);
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setIr(0.0);
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setPv(0.0);
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setPmt(0.0);
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setFv(0.0);
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// clear the tqmask
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m_tqmask = 0;
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}
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MyMoneyFinancialCalculator::~MyMoneyFinancialCalculator()
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{
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}
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void MyMoneyFinancialCalculator::setPrec(const unsigned short prec)
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{
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m_prec = prec;
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}
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void MyMoneyFinancialCalculator::setPF(const unsigned short PF)
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{
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m_PF = PF;
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}
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void MyMoneyFinancialCalculator::setCF(const unsigned short CF)
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{
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m_CF = CF;
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}
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void MyMoneyFinancialCalculator::setBep(const bool bep)
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{
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m_bep = bep;
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}
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void MyMoneyFinancialCalculator::setDisc(const bool disc)
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{
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m_disc = disc;
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}
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void MyMoneyFinancialCalculator::setIr(const FCALC_DOUBLE ir)
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{
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m_ir = ir;
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m_tqmask |= IR_SET;
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}
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void MyMoneyFinancialCalculator::setPv(const FCALC_DOUBLE pv)
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{
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m_pv = pv;
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m_tqmask |= PV_SET;
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}
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void MyMoneyFinancialCalculator::setPmt(const FCALC_DOUBLE pmt)
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{
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m_pmt = pmt;
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m_tqmask |= PMT_SET;
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}
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void MyMoneyFinancialCalculator::setNpp(const FCALC_DOUBLE npp)
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{
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m_npp = npp;
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m_tqmask |= NPP_SET;
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}
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void MyMoneyFinancialCalculator::setFv(const FCALC_DOUBLE fv)
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{
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m_fv = fv;
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m_tqmask |= FV_SET;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::numPayments(void)
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{
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const unsigned short tqmask = PV_SET | IR_SET | PMT_SET | FV_SET;
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if((m_tqmask & tqmask) != tqmask)
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throw new MYMONEYEXCEPTION("Not all parameters set for calculation of numPayments");
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FCALC_DOUBLE eint = eff_int();
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FCALC_DOUBLE CC = _Cx(eint);
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CC = (CC - m_fv) / (CC + m_pv);
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m_npp = (CC > 0.0) ? logl (CC) / logl (eint +1.0) : 0.0;
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m_tqmask |= NPP_SET;
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return m_npp;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::payment(void)
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{
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const unsigned short tqmask = PV_SET | IR_SET | NPP_SET | FV_SET;
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if((m_tqmask & tqmask) != tqmask)
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throw new MYMONEYEXCEPTION("Not all parameters set for calculation of payment");
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FCALC_DOUBLE eint = eff_int();
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FCALC_DOUBLE AA = _Ax(eint);
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FCALC_DOUBLE BB = _Bx(eint);
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m_pmt = -rnd((m_fv + m_pv * (AA + 1.0)) / (AA * BB));
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//m_pmt = -floorl((m_fv + m_pv * (AA + 1.0)) / (AA * BB));
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m_tqmask |= PMT_SET;
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return m_pmt;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::presentValue(void)
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{
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const unsigned short tqmask = PMT_SET | IR_SET | NPP_SET | FV_SET;
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if((m_tqmask & tqmask) != tqmask)
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throw new MYMONEYEXCEPTION("Not all parameters set for calculation of payment");
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FCALC_DOUBLE eint = eff_int();
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FCALC_DOUBLE AA = _Ax(eint);
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FCALC_DOUBLE CC = _Cx(eint);
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m_pv = rnd(-(m_fv + (AA * CC)) / (AA + 1.0));
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m_tqmask |= PV_SET;
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return m_pv;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::futureValue(void)
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{
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const unsigned short tqmask = PMT_SET | IR_SET | NPP_SET | PV_SET;
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if((m_tqmask & tqmask) != tqmask)
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throw new MYMONEYEXCEPTION("Not all parameters set for calculation of payment");
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FCALC_DOUBLE eint = eff_int();
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FCALC_DOUBLE AA = _Ax(eint);
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FCALC_DOUBLE CC = _Cx(eint);
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m_fv = rnd(-(m_pv + AA * (m_pv + CC)));
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m_tqmask |= FV_SET;
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return m_fv;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::interestRate(void)
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{
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FCALC_DOUBLE eint = 0.0;
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FCALC_DOUBLE a = 0.0;
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FCALC_DOUBLE dik = 0.0;
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const FCALC_DOUBLE ratio = 1e4;
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int ri;
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if (m_pmt == 0.0) {
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eint = powl ((dabs (m_fv) / dabs (m_pv)), (1.0 / m_npp)) - 1.0;
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} else {
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if ((m_pmt * m_fv) < 0.0) {
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if(m_pv)
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a = -1.0;
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else
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a = 1.0;
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eint =
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dabs ((m_fv + a * m_npp * m_pmt) /
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(3.0 *
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((m_npp - 1.0) * (m_npp - 1.0) * m_pmt + m_pv -
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m_fv)));
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} else {
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if ((m_pv * m_pmt) < 0.0) {
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eint = dabs ((m_npp * m_pmt + m_pv + m_fv) / (m_npp * m_pv));
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} else {
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a = dabs (m_pmt / (dabs(m_pv) + dabs(m_fv)));
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eint = a + 1.0 / (a * m_npp * m_npp * m_npp);
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}
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}
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do {
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try {
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dik = _fi(eint) / _fip(eint);
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eint -= dik;
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} catch(MyMoneyException *e) {
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delete e;
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eint = 0;
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}
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(void) modfl(ratio * (dik / eint), &a);
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ri = static_cast<unsigned> (a);
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}
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while (ri);
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}
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m_tqmask |= IR_SET;
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m_ir = rnd(nom_int(eint) * 100.0);
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return m_ir;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::_fi(const FCALC_DOUBLE eint) const
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{
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return _Ax(eint) * (m_pv + _Cx(eint)) + m_pv + m_fv;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::_fip(const FCALC_DOUBLE eint) const
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{
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double AA = _Ax(eint);
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double CC = _Cx(eint);
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double D = (AA + 1.0) / (eint + 1.0);
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return m_npp *(m_pv + CC) * D - (AA * CC) / eint;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::_Ax(const FCALC_DOUBLE eint) const
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{
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return powl ((eint + 1.0), m_npp) - 1.0;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::_Bx(const FCALC_DOUBLE eint) const
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{
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if(eint == 0.0)
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throw new MYMONEYEXCEPTION("Zero interest");
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if(m_bep == false)
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return static_cast<FCALC_DOUBLE>(1.0) / eint;
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return (eint + 1.0) / eint;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::_Cx(const FCALC_DOUBLE eint) const
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{
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return m_pmt * _Bx(eint);
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::eff_int(void) const
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{
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FCALC_DOUBLE nint = m_ir / 100.0;
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FCALC_DOUBLE eint;
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if(m_disc) { // periodically compound?
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if(m_CF == m_PF) { // same frequency?
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eint = nint / static_cast<FCALC_DOUBLE>(m_CF);
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} else {
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eint = powl((static_cast<FCALC_DOUBLE>(1.0) + (nint / static_cast<FCALC_DOUBLE>(m_CF))),
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(static_cast<FCALC_DOUBLE>(m_CF) / static_cast<FCALC_DOUBLE>(m_PF))) - 1.0;
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}
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} else {
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eint = expl(nint / static_cast<FCALC_DOUBLE>(m_PF)) - 1.0;
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}
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return eint;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::nom_int(const FCALC_DOUBLE eint) const
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{
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FCALC_DOUBLE nint;
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if(m_disc) {
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if(m_CF == m_PF) {
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nint = m_CF * eint;
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} else {
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nint = m_CF * (powl ((eint + 1.0), (static_cast<FCALC_DOUBLE>(m_PF) / static_cast<FCALC_DOUBLE>(m_CF))) - 1.0);
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}
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} else
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nint = logl (powl (eint + 1.0, m_PF));
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return nint;
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}
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FCALC_DOUBLE MyMoneyFinancialCalculator::interestDue(void) const
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{
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FCALC_DOUBLE eint = eff_int();
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return (m_pv + (m_bep ? m_pmt : 0.0)) * eint;
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}
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