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vendor/phpoffice/phpspreadsheet/src/PhpSpreadsheet/Calculation/Financial/TreasuryBill.php

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+<?php
+
+namespace PhpOffice\PhpSpreadsheet\Calculation\Financial;
+
+use PhpOffice\PhpSpreadsheet\Calculation\DateTimeExcel;
+use PhpOffice\PhpSpreadsheet\Calculation\Exception;
+use PhpOffice\PhpSpreadsheet\Calculation\Financial\Constants as FinancialConstants;
+use PhpOffice\PhpSpreadsheet\Calculation\Functions;
+use PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
+
+class TreasuryBill
+{
+    /**
+     * TBILLEQ.
+     *
+     * Returns the bond-equivalent yield for a Treasury bill.
+     *
+     * @param mixed $settlement The Treasury bill's settlement date.
+     *                                The Treasury bill's settlement date is the date after the issue date
+     *                                    when the Treasury bill is traded to the buyer.
+     * @param mixed $maturity The Treasury bill's maturity date.
+     *                                The maturity date is the date when the Treasury bill expires.
+     * @param mixed $discount The Treasury bill's discount rate
+     *
+     * @return float|string Result, or a string containing an error
+     */
+    public static function bondEquivalentYield($settlement, $maturity, $discount)
+    {
+        $settlement = Functions::flattenSingleValue($settlement);
+        $maturity = Functions::flattenSingleValue($maturity);
+        $discount = Functions::flattenSingleValue($discount);
+
+        try {
+            $settlement = FinancialValidations::validateSettlementDate($settlement);
+            $maturity = FinancialValidations::validateMaturityDate($maturity);
+            $discount = FinancialValidations::validateFloat($discount);
+        } catch (Exception $e) {
+            return $e->getMessage();
+        }
+
+        if ($discount <= 0) {
+            return ExcelError::NAN();
+        }
+
+        $daysBetweenSettlementAndMaturity = $maturity - $settlement;
+        $daysPerYear = Helpers::daysPerYear(
+            Functions::scalar(DateTimeExcel\DateParts::year($maturity)),
+            FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL
+        );
+
+        if ($daysBetweenSettlementAndMaturity > $daysPerYear || $daysBetweenSettlementAndMaturity < 0) {
+            return ExcelError::NAN();
+        }
+
+        return (365 * $discount) / (360 - $discount * $daysBetweenSettlementAndMaturity);
+    }
+
+    /**
+     * TBILLPRICE.
+     *
+     * Returns the price per $100 face value for a Treasury bill.
+     *
+     * @param mixed $settlement The Treasury bill's settlement date.
+     *                                The Treasury bill's settlement date is the date after the issue date
+     *                                    when the Treasury bill is traded to the buyer.
+     * @param mixed $maturity The Treasury bill's maturity date.
+     *                                The maturity date is the date when the Treasury bill expires.
+     * @param mixed $discount The Treasury bill's discount rate
+     *
+     * @return float|string Result, or a string containing an error
+     */
+    public static function price($settlement, $maturity, $discount)
+    {
+        $settlement = Functions::flattenSingleValue($settlement);
+        $maturity = Functions::flattenSingleValue($maturity);
+        $discount = Functions::flattenSingleValue($discount);
+
+        try {
+            $settlement = FinancialValidations::validateSettlementDate($settlement);
+            $maturity = FinancialValidations::validateMaturityDate($maturity);
+            $discount = FinancialValidations::validateFloat($discount);
+        } catch (Exception $e) {
+            return $e->getMessage();
+        }
+
+        if ($discount <= 0) {
+            return ExcelError::NAN();
+        }
+
+        $daysBetweenSettlementAndMaturity = $maturity - $settlement;
+        $daysPerYear = Helpers::daysPerYear(
+            Functions::scalar(DateTimeExcel\DateParts::year($maturity)),
+            FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL
+        );
+
+        if ($daysBetweenSettlementAndMaturity > $daysPerYear || $daysBetweenSettlementAndMaturity < 0) {
+            return ExcelError::NAN();
+        }
+
+        $price = 100 * (1 - (($discount * $daysBetweenSettlementAndMaturity) / 360));
+        if ($price < 0.0) {
+            return ExcelError::NAN();
+        }
+
+        return $price;
+    }
+
+    /**
+     * TBILLYIELD.
+     *
+     * Returns the yield for a Treasury bill.
+     *
+     * @param mixed $settlement The Treasury bill's settlement date.
+     *                                The Treasury bill's settlement date is the date after the issue date when
+     *                                    the Treasury bill is traded to the buyer.
+     * @param mixed $maturity The Treasury bill's maturity date.
+     *                                The maturity date is the date when the Treasury bill expires.
+     * @param mixed $price The Treasury bill's price per $100 face value
+     *
+     * @return float|string
+     */
+    public static function yield($settlement, $maturity, $price)
+    {
+        $settlement = Functions::flattenSingleValue($settlement);
+        $maturity = Functions::flattenSingleValue($maturity);
+        $price = Functions::flattenSingleValue($price);
+
+        try {
+            $settlement = FinancialValidations::validateSettlementDate($settlement);
+            $maturity = FinancialValidations::validateMaturityDate($maturity);
+            $price = FinancialValidations::validatePrice($price);
+        } catch (Exception $e) {
+            return $e->getMessage();
+        }
+
+        $daysBetweenSettlementAndMaturity = $maturity - $settlement;
+        $daysPerYear = Helpers::daysPerYear(
+            Functions::scalar(DateTimeExcel\DateParts::year($maturity)),
+            FinancialConstants::BASIS_DAYS_PER_YEAR_ACTUAL
+        );
+
+        if ($daysBetweenSettlementAndMaturity > $daysPerYear || $daysBetweenSettlementAndMaturity < 0) {
+            return ExcelError::NAN();
+        }
+
+        return ((100 - $price) / $price) * (360 / $daysBetweenSettlementAndMaturity);
+    }
+}