Re: Small cleanup in fn-financial.c



Jody Goldberg wrote:

I don't think there's much point trying to fluff the functions up too
much; despite their attempts to appear otherwise they are really
U.S.-specific, and a proper bond analytics implementation would not
have an exposed interface anything like what Excel has.

It is true that XL's interface to fixed income analytics has very
little real use.  However, to me that suggests that we make the XL
functions a compatible as possible, and work in parallel on a more
useful set of routines.

May I propose the following:

For COUPNCD : when called with up to 4 arguments we try to get the same answers as XL, even when its answers are nonsense (which I believe they are)

ie
COUPNCD ("10/8/2001", "11/29/2002", 4, 0) == 11/28/2001
COUPNCD ("10/8/2001", "12/29/2002", 4, 0) == 12/29/2002

when called with a fifth argument (oem, specifying whether to hadle last of month maturity dates special) we can't be XL compatible anyways and we calculate the correct date, ie:

ie
COUPNCD ("10/8/2001", "11/29/2002", 4, 0, TRUE) == 11/29/2001
COUPNCD ("10/8/2001", "12/29/2002", 4, 0, TRUE) == 12/29/2002

and similarly for the other functions.


Andreas





--
Prof. Dr. Andreas J. Guelzow
http://www.math.concordia.ab.ca/aguelzow




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