ExcelFinancialFunctions

https://fsprojects.github.io/ExcelFinancialFunctions/
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ExcelFinancialFunctions is a .NET library providing the complete set of Excel financial functions...
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### CoupDays

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Returns the number of days from the start of the coupon period to the settlement date.

```APIDOC
## CoupDays

### Description
Returns the number of days from the start of the coupon period to the settlement date.

### Method Signature
`static member Financial.CoupDays(settlement: DateTime * maturity: DateTime * frequency: Frequency * basis: DayCountBasis -> float`
```

--------------------------------

### CoupDaysBS

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Returns the number of days from the start of the coupon period to the settlement date.

```APIDOC
## CoupDaysBS

### Description
Returns the number of days from the start of the coupon period to the settlement date.

### Method Signature
`static member Financial.CoupDaysBS(settlement: DateTime * maturity: DateTime * frequency: Frequency * basis: DayCountBasis -> float`
```

--------------------------------

### Calculate XIRR and XNPV

Source: https://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html

Demonstrates the calculation of XIRR and XNPV using provided cash flows and dates. Note potential differences in results compared to Excel due to root-finding algorithms and handling of negative rates.

```F#
let dates = [|DateTime(2000, 2, 29); DateTime(2000, 3, 31)|
let values = [|206101714.849377; -156650972.54265|
// Excel: -0.960452189
Financial.XIrr(values, dates, -0.1)
```

```F#
val it : float = -0.960452195
// Excel: #NUM!
Financial.XNpv(-0.960452195, values, dates)
```

```F#
val it : float = -0.008917063475
// Excel: #NUM!
Financial.XNpv(-0.960452189, values, dates)
```

```F#
val it : float = 2.646784514

let values2 = [|15108163.3840923; -75382259.6628424|
// Excel: #NUM!
Financial.XIrr(values2, dates, -0.1)
```

```F#
val it : float = 165601346.1
// Excel: 165601345.6
Financial.XIrr(values2, dates, 0.1)
```

```F#
val it : float = 165601346.1
Financial.XNpv(165601346.1, values2, dates)
```

```F#
val it : float = -0.000269997865
Financial.XNpv(165601345.6, values2, dates)
```

```F#
val it : float = -0.004144238308
```

--------------------------------

### Calculate Bond Yield with YIELD Function

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Demonstrates using the YIELD function from the ExcelFinancialFunctions library to calculate the yield of a bond. Ensure the library is referenced.

```fsharp
#r "ExcelFinancialFunctions.dll"
open System
open Excel.FinancialFunctions

// returns 0.065 or 6.5%
Financial.Yield (DateTime(2008,2,15), DateTime(2016,11,15), 0.0575, 95.04287, 100.0, 
                 Frequency.SemiAnnual, DayCountBasis.UsPsa30_360)

```

--------------------------------

### ODDLYIELD and ODDLPRICE Differences

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Demonstrates differing results between the library and LibreOffice for ODDLYIELD and ODDLPRICE functions. Note the behavior with different frequencies for OddLYield.

```fsharp
Financial.OddLPrice(DateTime(1999, 2, 28), DateTime(2000, 2, 28), DateTime(1998, 2, 28),
    0.07, 0.03, 130., Frequency.SemiAnnual, DayCountBasis.Actual360)
```

```fsharp
Financial.OddLYield(DateTime(1990, 6, 1), DateTime(1995, 12, 31), DateTime(1990, 1, 1),
    0.002, 103., 100., Frequency.Quarterly, DayCountBasis.ActualActual)
```

```fsharp
Financial.OddLYield(DateTime(1990, 6, 1), DateTime(1995, 12, 31), DateTime(1990, 1, 1),
    0.002, 103., 100., Frequency.Annual, DayCountBasis.ActualActual)
```

--------------------------------

### Calculate Days in Coupon Period (COUPDAYS)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Use COUPDAYS for calculating the number of days in a coupon period. Note that the equality `coupDays = coupDaysBS + coupDaysNC` may not hold for all day count bases.

```F#
let cdParam = DateTime(1980, 2, 15), DateTime(2000, 2, 28), Frequency.Annual, DayCountBasis.UsPsa30_360

Financial.CoupDays cdParam 
Financial.CoupDaysBS cdParam
Financial.CoupDaysNC cdParam
Excel: 360 <> 345 + 13  LibreOffice: 360 = 345 + 15
```

--------------------------------

### Disc

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the discount rate for a discounted security.

```APIDOC
## Disc

### Description
Calculates the discount rate for a discounted security.

### Method Signature
`static member Financial.Disc(settlement: DateTime * maturity: DateTime * pr: float * redemption: float * basis: DayCountBasis -> float`
```

--------------------------------

### ACCRINT and related functions with different DayCountBasis

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Compares ACCRINT calculations across various DayCountBasis options, showing differences between Excel and LibreOffice. The European 30/360 basis yielded the same results in tests.

```fsharp
let accrint basis =
    Financial.AccrInt(DateTime(1990, 3, 4), DateTime(1993, 3, 31), 
        DateTime(1992, 3, 4), 0.07, 10000., Frequency.SemiAnnual, basis)

accrint DayCountBasis.UsPsa30_360
```

```fsharp
accrint DayCountBasis.ActualActual
```

```fsharp
accrint DayCountBasis.Actual360
```

```fsharp
accrint DayCountBasis.Actual365
```

```fsharp
Financial.AccrIntM(DateTime(1990, 3, 4), DateTime(2010, 6, 5), 0.1, 12030.34, DayCountBasis.ActualActual)
```

```fsharp
Financial.Disc(DateTime(2003, 2, 14), DateTime(2004, 3, 31), 23., 100., DayCountBasis.ActualActual)
```

```fsharp
Financial.Duration(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 100., 0.03, 
    Frequency.Annual, DayCountBasis.Actual360)
```

```fsharp
Financial.MDuration(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 100., 0.03,
    Frequency.SemiAnnual, DayCountBasis.Actual360)
```

```fsharp
Financial.Price(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 0.07, 0.1, 100., 
    Frequency.Annual, DayCountBasis.Actual360)
```

```fsharp
Financial.PriceDisc(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 0.01, 100., DayCountBasis.ActualActual)
```

```fsharp
Financial.IntRate(DateTime(1980, 2, 15), DateTime(1980, 5, 4), 23., 130., DayCountBasis.UsPsa30_360)
```

```fsharp
Financial.TBillPrice(DateTime(1980, 2, 15), DateTime(1980, 3, 15), 2.)
```

```fsharp
Financial.Received(DateTime(1980, 2, 15), DateTime(2000, 2, 28), 200., 0.01, DayCountBasis.ActualActual)
```

--------------------------------

### VDB Depreciation Calculation (With Switch)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html

Compares VDB depreciation calculation with switching to straight-line depreciation. Excel may show discrepancies for fractional periods.

```F#
let vdb sp ep switch = 
    Financial.Vdb(100.0, 10.0, 13.0, sp, ep, 1.0, 
        if switch then VdbSwitch.SwitchToStraightLine else VdbSwitch.DontSwitchToStraightLine)

let p1sw = vdb 0.0 0.5 true
let p2sw = vdb 0.5 1.0 true
let totalsw = vdb 0.0 1.0 true
// Excel: 0.0000
totalsw - p1sw - p2sw 
val p1sw : float = 3.846153846
val p2sw : float = 3.846153846
val totalsw : float = 7.692307692
val it : float = 0.0
```

--------------------------------

### Financial.Disc

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the discount rate for a security.

```APIDOC
## Financial.Disc (settlement, maturity, pr, redemption, basis)

### Description
Calculates the discount rate for a security.

### Parameters
- **settlement** (DateTime) - The security's settlement date.
- **maturity** (DateTime) - The security's maturity date.
- **pr** (float) - The price of the security per $100 face value.
- **redemption** (float) - The redemption value of the security per $100 face value.
- **basis** (DayCountBasis) - The type of day count on which the calculation is based.

### Returns
- `float` - The discount rate for the security.
```

--------------------------------

### IntRate

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the interest rate for a security.

```APIDOC
## IntRate

### Description
Calculates the interest rate for a security.

### Method Signature
`static member Financial.IntRate(settlement: DateTime * maturity: DateTime * investment: float * redemption: float * basis: DayCountBasis -> float`
```

--------------------------------

### COUPDAYS Calculation Discrepancy

Source: https://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html

Demonstrates the difference in COUPDAYS calculation between the library and Excel when dates span a leap year. The library result may differ by +/- one or two days.

```F#
let settlement = DateTime(2012, 1, 1)
let maturity   = DateTime(2016, 2, 29)

let param = settlement, maturity, Frequency.SemiAnnual, DayCountBasis.ActualActual

let days = Financial.CoupDays param
let bs = Financial.CoupDaysBS param
let nc = Financial.CoupDaysNC param
// Excel: 2
days - bs - nc
val days : float = 182.0
val bs : float = 123.0
val nc : float = 59.0
val it : float = 0.0
```

--------------------------------

### Financial.CoupNCD

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Returns the next coupon date after the settlement date.

```APIDOC
## Financial.CoupNCD

### Description
Returns the next coupon date after the settlement date.

### Method
static member CoupNCD

### Parameters
- **settlement** (DateTime) - The coupon date.
- **maturity** (DateTime) - The maturity date.
- **frequency** (Frequency) - The number of coupon payments per year.
- **basis** (DayCountBasis) - The type of day count basis to use.

### Response
#### Success Response (DateTime)
- Returns the next coupon date as a DateTime object.
```

--------------------------------

### VDB Depreciation Calculation (No Switch)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html

Compares VDB depreciation calculation without switching to straight-line depreciation. Excel may show discrepancies for fractional periods.

```F#
let vdb sp ep switch = 
    Financial.Vdb(100.0, 10.0, 13.0, sp, ep, 1.0, 
        if switch then VdbSwitch.SwitchToStraightLine else VdbSwitch.DontSwitchToStraightLine)

let p1 = vdb 0.0 0.5 false
let p2 = vdb 0.5 1.0 false
let total = vdb 0.0 1.0 false
// Excel: 0.1479
total - p1 - p2 
val p1 : float = 3.846153846
val p2 : float = 3.846153846
val total : float = 7.692307692
val it : float = 0.0
```

--------------------------------

### AMORLINC differences with date and basis

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Compares AMORLINC results between Excel and LibreOffice, showing variations based on specific dates and the DayCountBasis.UsPsa30_360.

```fsharp
Financial.AmorLinc(100., DateTime(1998, 2, 28), DateTime(2000, 2, 29), 10., 0., 0.07, DayCountBasis.Actual365)
```

```fsharp
Financial.AmorLinc(100., DateTime(1998, 2, 28), DateTime(2009, 6, 30), 50., 1.7, 0.1, DayCountBasis.UsPsa30_360)
```

--------------------------------

### Financial.OddFPrice

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Returns the odd first coupon price for a security.

```APIDOC
## Financial.OddFPrice

### Description
Returns the odd first coupon price for a security.

### Parameters
- **settlement** (DateTime) - The security's settlement date.
- **maturity** (DateTime) - The security's maturity date.
- **issue** (DateTime) - The security's issue date.
- **firstCoupon** (DateTime) - The security's first coupon date.
- **rate** (float) - The security's annual interest rate.
- **yld** (float) - The security's yield.
- **redemption** (float) - The security's redemption value per $100 par value.
- **frequency** (Frequency) - The number of coupon payments per year (Annual, SemiAnnual, Quarterly).
- **basis** (DayCountBasis) - The type of day count basis to use (UsPsa30_360, ActualActual, Actual360, Actual365, Europ30_360).

### Response
#### Success Response (float)
- Returns the odd first coupon price.
```

--------------------------------

### Calculate Depreciation (DB)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Use DB for the fixed-rate declining balance depreciation method. Fractional periods may not be accepted.

```F#
Financial.Db(100., 10., 1., 0.3, 1.)
Excel: 7.5  LibreOffice: 0.0
```

--------------------------------

### AMORDEGRC Calculation (Excel Compliant vs. False)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html

Illustrates the difference in AMORDEGRC calculation when using Excel's 13-digit precision (true) versus standard .NET framework rounding (false).

```F#
let amorDegrc excelCompliant = 
    Financial.AmorDegrc(100.0, DateTime(2014,1,1), DateTime(2016,1,1), 
        50.0, 1.0, 0.3, DayCountBasis.ActualActual, excelCompliant)

amorDegrc true
val it : float = 23.0
amorDegrc false
val it : float = 22.0
```

--------------------------------

### Calculate Cumulative Interest (CUMIPMT)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Use CUMIPMT_ADD for cumulative interest calculations. Expected to be compatible with Excel.

```F#
Financial.CumIPmt(0.6, 10., 100., 1.3, 2., PaymentDue.EndOfPeriod)
Excel: -59.669577   LibreOffice: -119.669577
```

--------------------------------

### Reference ExcelFinancialFunctions Package

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Reference the ExcelFinancialFunctions package in dotnet interactive notebooks, F# scripts, or other .NET environments using the provided NuGet command.

```fsharp
#r "nuget: ExcelFinancialFunctions" // Use the latest version 

```

--------------------------------

### Calculate Cumulative Principal (CUMPRINC)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Use CUMPRINC_ADD for cumulative principal calculations. Expected to be compatible with Excel.

```F#
Financial.CumPrinc(0.6, 10., 100., 1.3, 2., PaymentDue.EndOfPeriod)
Excel: -0.8811289   LibreOffice: -1.431834
```

--------------------------------

### Financial.Pduration

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Returns the number of periods required for an investment to reach a specified value. It takes the interest rate, present value, and future value as parameters.

```APIDOC
## Financial.Pduration

### Description
Returns the number of periods required by an investment to reach a specified value.

### Parameters
* **rate** (float) - The interest rate per period.
* **pv** (float) - The present value of the investment.
* **fv** (float) - The future value to which the investment should grow.

### Returns
* **float** - The number of periods required.
```

--------------------------------

### Define DateTime object

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Represents an instant in time. Use this constructor for creating specific dates.

```F#
DateTime(2001, 2, 28)
```

--------------------------------

### Price

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the price per $100 face value of a security that pays periodic interest.

```APIDOC
## Price

### Description
Calculates the price per $100 face value of a security that pays periodic interest.

### Method Signature
`static member Financial.Price(settlement: DateTime * maturity: DateTime * rate: float * yld: float * redemption: float * frequency: Frequency * basis: DayCountBasis -> float`
```

--------------------------------

### Received

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the received amount for a fully invested security.

```APIDOC
## Received

### Description
Calculates the received amount for a fully invested security.

### Method Signature
`static member Financial.Received(settlement: DateTime * maturity: DateTime * investment: float * discount: float * basis: DayCountBasis -> float`
```

--------------------------------

### ODDFYIELD and ODDFPRICE Differences

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

These functions may return invalid results in OpenOffice. The library aims for Excel compliance.

```fsharp
Financial.OddFYield(DateTime(2008, 12, 11), DateTime(2021, 4, 1), DateTime(2008, 10, 15), 
    DateTime(2009, 4, 1), 0.06, 100., 100., Frequency.Quarterly, DayCountBasis.ActualActual)
```

```fsharp
Financial.OddFPrice(DateTime(1999, 2, 28), DateTime(2010, 6, 30), DateTime(1998, 2, 28),
    DateTime(2009, 6, 30), 0.07, 0.03, 100., Frequency.Annual, DayCountBasis.Actual360)
```

--------------------------------

### Financial.Rate (with guess)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the interest rate per period of an annuity using the RATE function. This overload includes an optional guess parameter.

```APIDOC
## Financial.Rate

### Description
RATE function. The interest rate per period of an annuity.

### Parameters
* **nper** (float) - The total number of payment periods.
* **pmt** (float) - The payment made each period.
* **pv** (float) - The present value.
* **fv** (float) - The future value, or a cash balance you want to attain after the last payment is made.
* **typ** (PaymentDue) - When payments are due.
* **guess** (float) - Your guess for what the rate will be. If omitted, 10 percent is assumed.

### Returns
* **float** - The interest rate per period.
```

--------------------------------

### Financial.XNpv

Source: https://fsprojects.github.io/ExcelFinancialFunctions/compatibility.html

Calculates the net present value for an investment based on a discount rate and a series of future payments (negative values) and income (positive values) at unspecified dates.

```APIDOC
## Financial.XNpv

### Description
Calculates the net present value for an investment based on a discount rate and a series of future payments (negative values) and income (positive values) at unspecified dates.

### Method
static member

### Parameters
- **rate** (float) - Description
- **values** (float seq) - Description
- **dates** (DateTime seq) - Description

### Returns
- float - Description
```

--------------------------------

### Financial.OddFYield

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Returns the odd first coupon yield for a security.

```APIDOC
## Financial.OddFYield

### Description
Returns the odd first coupon yield for a security.

### Parameters
- **settlement** (DateTime) - The security's settlement date.
- **maturity** (DateTime) - The security's maturity date.
- **issue** (DateTime) - The security's issue date.
- **firstCoupon** (DateTime) - The security's first coupon date.
- **rate** (float) - The security's annual interest rate.
- **pr** (float) - The security's price per $100 par value.
- **redemption** (float) - The security's redemption value per $100 par value.
- **frequency** (Frequency) - The number of coupon payments per year (Annual, SemiAnnual, Quarterly).
- **basis** (DayCountBasis) - The type of day count basis to use (UsPsa30_360, ActualActual, Actual360, Actual365, Europ30_360).

### Response
#### Success Response (float)
- Returns the odd first coupon yield.
```

--------------------------------

### Financial.TBillEq

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the bond-equivalent yield for a Treasury bill.

```APIDOC
## Financial.TBillEq

### Description
Calculates the bond-equivalent yield for a Treasury bill.

### Parameters
- **settlement** (DateTime) - The settlement date of the Treasury bill.
- **maturity** (DateTime) - The maturity date of the Treasury bill.
- **discount** (float) - The discount rate of the Treasury bill.

### Returns
- `float` - The bond-equivalent yield.
```

--------------------------------

### Financial.CoupPCD

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Returns the previous coupon date before the settlement date.

```APIDOC
## Financial.CoupPCD

### Description
Returns the previous coupon date before the settlement date.

### Method
static member CoupPCD

### Parameters
- **settlement** (DateTime) - The coupon date.
- **maturity** (DateTime) - The maturity date.
- **frequency** (Frequency) - The number of coupon payments per year.
- **basis** (DayCountBasis) - The type of day count basis to use.

### Response
#### Success Response (DateTime)
- Returns the previous coupon date as a DateTime object.
```

--------------------------------

### Calculate Double Declining Depreciation (DDB)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Use DDB for the double-declining balance depreciation method. Fractional periods may not be accepted, potentially resulting in an error.

```F#
Financial.Ddb(100., 10., 1., 0.3, 1.)
Excel: 90.0 LibreOffice: Err:502
```

--------------------------------

### PriceDisc

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the price per $100 face value of a discounted security.

```APIDOC
## PriceDisc

### Description
Calculates the price per $100 face value of a discounted security.

### Method Signature
`static member Financial.PriceDisc(settlement: DateTime * maturity: DateTime * discount: float * redemption: float * basis: DayCountBasis -> float`
```

--------------------------------

### AMORDEGRC differences

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Highlights a specific difference in AMORDEGRC calculation between Excel, Excel for Mac, and LibreOffice, particularly when using DayCountBasis.Actual365 and a boolean parameter.

```fsharp
Financial.AmorDegrc(100., DateTime(1998, 2, 28), DateTime(2000, 2, 29), 
    10., 0.3, 0.15, DayCountBasis.Actual365, true)
```

--------------------------------

### MDuration

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the modified Macaulay duration for a security.

```APIDOC
## MDuration

### Description
Calculates the modified Macaulay duration for a security.

### Method Signature
`static member Financial.MDuration(settlement: DateTime * maturity: DateTime * coupon: float * yld: float * frequency: Frequency * basis: DayCountBasis -> float`
```

--------------------------------

### AccrInt

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the accrued interest for a security that pays interest periodically.

```APIDOC
## AccrInt

### Description
Calculates the accrued interest for a security that pays interest periodically.

### Method Signature
`static member Financial.AccrInt(issue: DateTime * firstInterest: DateTime * settlement: DateTime * rate: float * par: float * frequency: Frequency * basis: DayCountBasis -> float`

### Method Signature Overload
`static member Financial.AccrInt(issue: DateTime * firstInterest: DateTime * settlement: DateTime * rate: float * par: float * frequency: Frequency * basis: DayCountBasis * calcMethod: AccrIntCalcMethod -> float`
```

--------------------------------

### Financial.CoupDays

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Returns the number of days between two coupon dates.

```APIDOC
## Financial.CoupDays

### Description
Returns the number of days between two coupon dates.

### Method
static member CoupDays

### Parameters
- **settlement** (DateTime) - The coupon date.
- **maturity** (DateTime) - The maturity date.
- **frequency** (Frequency) - The number of coupon payments per year.
- **basis** (DayCountBasis) - The type of day count basis to use.

### Response
#### Success Response (float)
- Returns the number of days as a float.
```

--------------------------------

### Db

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the depreciation of an asset for a specified period using the fixed-declining balance method.

```APIDOC
## Db

### Description
Calculates the depreciation of an asset for a specified period using the fixed-declining balance method.

### Method Signature
`static member Financial.Db(cost: float * salvage: float * life: float * period: float -> float`

### Method Signature Overload
`static member Financial.Db(cost: float * salvage: float * life: float * period: float * month: float -> float`
```

--------------------------------

### AccrIntM

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the accrued interest for a security that pays interest at maturity.

```APIDOC
## AccrIntM

### Description
Calculates the accrued interest for a security that pays interest at maturity.

### Method Signature
`static member Financial.AccrIntM(issue: DateTime * settlement: DateTime * rate: float * par: float * basis: DayCountBasis -> float`
```

--------------------------------

### Financial.AccrInt (Overload 1)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the accrued interest for a security that pays periodic interest, using the 'FromIssueToSettlement' calculation method. This is equivalent to Excel's ACCRINT function.

```APIDOC
## Financial.AccrInt(issue, firstInterest, settlement, rate, par, frequency, basis)

### Description
Calculates the accrued interest for a security that pays periodic interest, using "FromIssueToSettlement" calculation method. This is equivalent to Excel's ACCRINT function.

### Parameters
- **issue** (DateTime) - The issue date of the security.
- **firstInterest** (DateTime) - The first interest date of the security.
- **settlement** (DateTime) - The settlement date of the security.
- **rate** (float) - The annual interest rate of the security.
- **par** (float) - The par value of the security.
- **frequency** (Frequency) - The number of coupon payments per year.
- **basis** (DayCountBasis) - The day count basis to use.

### Returns
- **float** - The accrued interest for the security.
```

--------------------------------

### MDuration

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

The Macauley modified duration for a security with an assumed par value of $100.

```APIDOC
## MDuration

### Description
The Macauley modified duration for a security with an assumed par value of $100.

### Parameters
- **settlement** (DateTime)
- **maturity** (DateTime)
- **coupon** (float)
- **yld** (float)
- **frequency** (Frequency)
- **basis** (DayCountBasis)

### Returns
`float`
```

--------------------------------

### Financial.OddLPrice

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Returns the odd last coupon price for a security.

```APIDOC
## Financial.OddLPrice

### Description
Returns the odd last coupon price for a security.

### Parameters
- **settlement** (DateTime) - The security's settlement date.
- **maturity** (DateTime) - The security's maturity date.
- **lastInterest** (DateTime) - The security's last interest date.
- **rate** (float) - The security's annual interest rate.
- **yld** (float) - The security's yield.
- **redemption** (float) - The security's redemption value per $100 par value.
- **frequency** (Frequency) - The number of coupon payments per year (Annual, SemiAnnual, Quarterly).
- **basis** (DayCountBasis) - The type of day count basis to use (UsPsa30_360, ActualActual, Actual360, Actual365, Europ30_360).

### Response
#### Success Response (float)
- Returns the odd last coupon price.
```

--------------------------------

### Financial.XIrr (2 overloads)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the internal rate of return for a schedule of cash flows that is not necessarily periodic.

```APIDOC
## Financial.XIrr (Overload 1)

### Description
Calculates the internal rate of return for a schedule of cash flows that is not necessarily periodic.

### Parameters
- **values** (float seq) - An array of cash flows corresponding to payments and income.
- **dates** (DateTime seq) - A schedule of payments and income that must contain at least one negative and one positive value.

### Returns
- `float` - The internal rate of return.
```

```APIDOC
## Financial.XIrr (Overload 2)

### Description
Calculates the internal rate of return for a schedule of cash flows that is not necessarily periodic, with an optional guess for the rate.

### Parameters
- **values** (float seq) - An array of cash flows corresponding to payments and income.
- **dates** (DateTime seq) - A schedule of payments and income that must contain at least one negative and one positive value.
- **guess** (float) - A number that you guess is close to the result of XIRR. Defaults to 0.1 (10 percent).

### Returns
- `float` - The internal rate of return.
```

--------------------------------

### Financial.CoupDaysNC

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Returns the number of days from the settlement date to the next coupon date.

```APIDOC
## Financial.CoupDaysNC

### Description
Returns the number of days from the settlement date to the next coupon date.

### Method
static member CoupDaysNC

### Parameters
- **settlement** (DateTime) - The coupon date.
- **maturity** (DateTime) - The maturity date.
- **frequency** (Frequency) - The number of coupon payments per year.
- **basis** (DayCountBasis) - The type of day count basis to use.

### Response
#### Success Response (float)
- Returns the number of days as a float.
```

--------------------------------

### Financial.Vdb (3 overloads)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the depreciation of an asset for a specified or partial period using a declining balance method.

```APIDOC
## Financial.Vdb (Overload 1)

### Description
Calculates the depreciation of an asset for a specified or partial period by using a declining balance method.

### Parameters
- **cost** (float) - The cost of the asset.
- **salvage** (float) - The salvage value of the asset at the end of its useful life.
- **life** (float) - The useful life of the asset.
- **startPeriod** (float) - The start period for the depreciation calculation.
- **endPeriod** (float) - The end period for the depreciation calculation.

### Returns
- `float` - The depreciation for the specified period.
```

```APIDOC
## Financial.Vdb (Overload 2)

### Description
Calculates the depreciation of an asset for a specified or partial period by using a declining balance method.

### Parameters
- **cost** (float) - The cost of the asset.
- **salvage** (float) - The salvage value of the asset at the end of its useful life.
- **life** (float) - The useful life of the asset.
- **startPeriod** (float) - The start period for the depreciation calculation.
- **endPeriod** (float) - The end period for the depreciation calculation.
- **factor** (float) - The rate at which to depreciate. Defaults to 2 (double-declining balance).

### Returns
- `float` - The depreciation for the specified period.
```

```APIDOC
## Financial.Vdb (Overload 3)

### Description
Calculates the depreciation of an asset for a specified or partial period by using a declining balance method. This overload includes a `noSwitch` parameter to control behavior at the beginning of the asset's life.

### Parameters
- **cost** (float) - The cost of the asset.
- **salvage** (float) - The salvage value of the asset at the end of its useful life.
- **life** (float) - The useful life of the asset.
- **startPeriod** (float) - The start period for the depreciation calculation.
- **endPeriod** (float) - The end period for the depreciation calculation.
- **factor** (float) - The rate at which to depreciate. Defaults to 2 (double-declining balance).
- **noSwitch** (VdbSwitch) - A boolean value that specifies whether to switch to straight-line depreciation when depreciation is greater than the remaining book value. `true` (or 1) switches; `false` (or 0) does not.

### Returns
- `float` - The depreciation for the specified period.
```

--------------------------------

### Financial.CoupDaysNC

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Returns the number of days from the next coupon date to the settlement date.

```APIDOC
## Financial.CoupDaysNC

### Description
Returns the number of days from the next coupon date to the settlement date.

### Parameters
- **settlement** (DateTime) - The security's settlement date.
- **maturity** (DateTime) - The security's maturity date.
- **frequency** (Frequency) - The number of coupon payments per year (Annual, SemiAnnual, Quarterly).
- **basis** (DayCountBasis) - The type of day count basis to use (UsPsa30_360, ActualActual, Actual360, Actual365, Europ30_360).

### Response
#### Success Response (float)
- Returns the number of days.
```

--------------------------------

### Define Actual/360 Day Count Basis

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Specifies the Actual/360 day count basis for financial calculations.

```F#
DayCountBasis.Actual360
```

--------------------------------

### Financial.Rate (without guess)

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the interest rate per period of an annuity using the RATE function. Assumes a default guess if not provided.

```APIDOC
## Financial.Rate

### Description
RATE function. The interest rate per period of an annuity.

### Parameters
* **nper** (float) - The total number of payment periods.
* **pmt** (float) - The payment made each period.
* **pv** (float) - The present value.
* **fv** (float) - The future value, or a cash balance you want to attain after the last payment is made.
* **typ** (PaymentDue) - When payments are due.

### Returns
* **float** - The interest rate per period.
```

--------------------------------

### Financial.XIrr

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the internal rate of return for a series of cash flows occurring at irregular intervals. Note: OpenOffice does not support arrays as parameters, which may lead to differences in usage and results compared to Excel.

```APIDOC
## Financial.XIrr

### Description
Calculates the internal rate of return for a series of cash flows occurring at irregular intervals.

### Parameters
- **cashFlows** (float[]) - The array of cash flows. Note: This parameter may not be directly supported in all environments due to array handling limitations.
- **dates** (DateTime[]) - The array of dates corresponding to each cash flow.
- **guess** (float) - An optional guess for the internal rate of return.

### Request Example
```
Financial.XIrr([206101714.849377; -156650972.54265], [DateTime(2001, 2, 28); DateTime(2001, 3, 31)], -0.1)
```

### Response
#### Success Response (float)
- Returns the calculated internal rate of return.

#### Example
```
Excel: -0.960452
LibreOffice: Err:502 (Invalid argument)
```
```

--------------------------------

### Financial.Fv

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the future value of an investment.

```APIDOC
## Financial.Fv (rate, nper, pmt, pv, typ)

### Description
Calculates the future value of an investment.

### Parameters
- **rate** (float) - The interest rate per period.
- **nper** (float) - The total number of payment periods in an annuity.
- **pmt** (float) - The payment made each period.
- **pv** (float) - The present value, or the lump-sum amount that a series of future payments is worth right now.
- **typ** (PaymentDue) - Indicates when payments are due.

### Returns
- `float` - The future value of an investment.
```

--------------------------------

### Financial.TBillPrice

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the price per $100 face value for a Treasury bill.

```APIDOC
## Financial.TBillPrice

### Description
Calculates the price per $100 face value for a Treasury bill.

### Parameters
- **settlement** (DateTime) - The settlement date of the Treasury bill.
- **maturity** (DateTime) - The maturity date of the Treasury bill.
- **discount** (float) - The discount rate of the Treasury bill.

### Returns
- `float` - The price per $100 face value.
```

--------------------------------

### Financial.Pv

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the present value of an investment using the PV function.

```APIDOC
## Financial.Pv

### Description
PV function. The present value of an investment.

### Parameters
* **rate** (float) - The interest rate per period.
* **nper** (float) - The total number of payment periods.
* **pmt** (float) - The payment made each period.
* **fv** (float) - The future value, or a cash balance you want to attain after the last payment is made.
* **typ** (PaymentDue) - When payments are due.

### Returns
* **float** - The present value of the investment.
```

--------------------------------

### Financial.CoupDaysBS

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Returns the number of days from the beginning of the coupon period to the settlement date.

```APIDOC
## Financial.CoupDaysBS

### Description
Returns the number of days from the beginning of the coupon period to the settlement date.

### Method
static member CoupDaysBS

### Parameters
- **settlement** (DateTime) - The coupon date.
- **maturity** (DateTime) - The maturity date.
- **frequency** (Frequency) - The number of coupon payments per year.
- **basis** (DayCountBasis) - The type of day count basis to use.

### Response
#### Success Response (float)
- Returns the number of days as a float.
```

--------------------------------

### Financial.AmorLinc

Source: https://fsprojects.github.io/ExcelFinancialFunctions

Calculates the amortization for a specified period using the straight-line method.

```APIDOC
## Financial.AmorLinc

### Description
Calculates the amortization for a specified period using the straight-line method.

### Method
static member AmorLinc

### Parameters
- **cost** (float) - The cost of the asset.
- **datePurchased** (DateTime) - The date the asset was purchased.
- **firstPeriod** (DateTime) - The date of the first period.
- **salvage** (float) - The salvage value at the end of the depreciation.
- **period** (float) - The period for which to calculate amortization.
- **rate** (float) - The rate of depreciation.
- **basis** (DayCountBasis) - The type of day count basis to use.

### Response
#### Success Response (float)
- Returns the amortization amount as a float.
```

--------------------------------

### Calculate XIRR with specific dates

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the Internal Rate of Return for a series of cash flows occurring at irregular intervals. Ensure dates are provided as DateTime objects.

```F#
Financial.XIrr([206101714.849377; -156650972.54265], [DateTime(2001, 2, 28); DateTime(2001, 3, 31)], -0.1)
```

--------------------------------

### Financial.Db

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the depreciation of an asset for a specified period using the fixed-declining balance method.

```APIDOC
## Financial.Db

### Description
Calculates the depreciation of an asset for a specified period using the fixed-declining balance method.

### Parameters
* **cost** (float) - The initial cost of the asset.
* **salvage** (float) - The salvage value at the end of the useful life of the asset.
* **life** (float) - The number of periods over which the asset is to be depreciated.
* **period** (float) - The period for which to calculate depreciation.
* **month** (float) - Optional. The number of months in the first year, if the first year is a partial year.

### Returns
* **float** - The depreciation for the specified period.
```

--------------------------------

### ISPmt

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the interest payment for an investment for a given period.

```APIDOC
## ISPmt

### Description
The interest payment for an investment for a given period.

### Parameters
- **rate** (float)
- **per** (float)
- **nper** (float)
- **pv** (float)
- **fv** (float) - Optional
- **typ** (PaymentDue) - Optional

### Returns
`float`
```

--------------------------------

### Financial.FvSchedule

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the future value of an initial principal after applying a series of compound interest rates.

```APIDOC
## Financial.FvSchedule (principal, schedule)

### Description
Calculates the future value of an initial principal after applying a series of compound interest rates.

### Parameters
- **principal** (float) - The present value of the investment.
- **schedule** (float seq) - A schedule of interest rates to which the principal is compounded.

### Returns
- `float` - The future value of the principal after applying the interest rate schedule.
```

--------------------------------

### Financial.Price

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the price per $100 face value of a security that pays periodic interest. It requires settlement date, maturity date, coupon rate, yield, redemption value, payment frequency, and day count basis.

```APIDOC
## Financial.Price

### Description
The price per $100 face value of a security that pays periodic interest.

### Parameters
* **settlement** (DateTime) - The settlement date of the security.
* **maturity** (DateTime) - The maturity date of the security.
* **rate** (float) - The coupon rate of the security.
* **yld** (float) - The yield of the security.
* **redemption** (float) - The redemption value of the security per $100 face value.
* **frequency** (Frequency) - The number of coupon payments per year.
* **basis** (DayCountBasis) - The day count basis to use.

### Returns
* **float** - The price per $100 face value of the security.
```

--------------------------------

### AmorLinc

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the depreciation for an accounting period using the declining balance method.

```APIDOC
## AmorLinc

### Description
Calculates the depreciation for an accounting period using the declining balance method.

### Method Signature
`static member Financial.AmorLinc(cost: float * datePurchased: DateTime * firstPeriod: DateTime * salvage: float * period: float * rate: float * basis: DayCountBasis -> float`
```

--------------------------------

### DayCountBasis Enum Members

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-daycountbasis.html

This snippet lists the available members of the DayCountBasis enum, each representing a specific day count convention used in financial calculations.

```APIDOC
## DayCountBasis Enum

This enum defines the type of Day Count Basis used in financial calculations.

### Members

- **Actual360**: Represents the Actual/360 day count basis.
- **Actual365**: Represents the Actual/365 day count basis.
- **ActualActual**: Represents the Actual/Actual day count basis.
- **Europ30_360**: Represents the European 30/360 day count basis.
- **UsPsa30_360**: Represents the US 30/360 day count basis.
```

--------------------------------

### Duration

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the Macaulay duration for a security with an assumed periodic coupon.

```APIDOC
## Duration

### Description
Calculates the Macaulay duration for a security with an assumed periodic coupon.

### Method Signature
`static member Financial.Duration(settlement: DateTime * maturity: DateTime * coupon: float * yld: float * frequency: Frequency * basis: DayCountBasis -> float`
```

--------------------------------

### TBillPrice

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Calculates the price per $100 face value of a Treasury bill.

```APIDOC
## TBillPrice

### Description
Calculates the price per $100 face value of a Treasury bill.

### Method Signature
`static member Financial.TBillPrice(settlement: DateTime * maturity: DateTime * discount: float -> float`
```

--------------------------------

### Nominal

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

The annual nominal interest rate.

```APIDOC
## Nominal

### Description
The annual nominal interest rate.

### Parameters
- **effectRate** (float)
- **npery** (float)

### Returns
`float`
```

--------------------------------

### Financial.TBillYield

Source: https://fsprojects.github.io/ExcelFinancialFunctions/reference/excel-financialfunctions-financial.html

Calculates the yield for a Treasury bill.

```APIDOC
## Financial.TBillYield

### Description
Calculates the yield for a Treasury bill.

### Parameters
- **settlement** (DateTime) - The settlement date of the Treasury bill.
- **maturity** (DateTime) - The maturity date of the Treasury bill.
- **pr** (float) - The price of the Treasury bill.

### Returns
- `float` - The yield of the Treasury bill.
```

--------------------------------

### Define Annual Frequency

Source: https://fsprojects.github.io/ExcelFinancialFunctions/openofficediff.html

Represents an annual coupon payment frequency.

```F#
Frequency.Annual
```
Tokens:
Raw