Class FinanceLib

java.lang.Object
org.apache.poi.ss.formula.functions.FinanceLib

public final class FinanceLib extends Object
Author:
Amol S. Deshmukh < amolweb at ya hoo dot com > This class is a functon library for common fiscal functions. Glossary of terms/abbreviations:
  • FV: Future Value
  • PV: Present Value
  • NPV: Net Present Value
  • PMT: (Periodic) Payment
For more info on the terms/abbreviations please use the references below (hyperlinks are subject to change):
Online References:
  1. GNU Emacs Calc 2.02 Manual: http://theory.uwinnipeg.ca/gnu/calc/calc_203.html
  2. Yahoo Financial Glossary: http://biz.yahoo.com/f/g/nn.html#y
  3. MS Excel function reference: http://office.microsoft.com/en-us/assistance/CH062528251033.aspx

Implementation Notes:

Symbols used in the formulae that follow:
  • p: present value
  • f: future value
  • n: number of periods
  • y: payment (in each period)
  • r: rate
  • ^: the power operator (NOT the java bitwise XOR operator!)
[From MS Excel function reference] Following are some of the key formulas that are used in this implementation:
 p(1+r)^n + y(1+rt)((1+r)^n-1)/r + f=0   ...{when r!=0}
 ny + p + f=0                            ...{when r=0}
 
  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    fv(double r, double n, double y, double p, boolean t)
    Future value of an amount given the number of payments, rate, amount of individual payment, present value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)
    static double
    nper(double r, double y, double p, double f, boolean t)
     
    static double
    npv(double r, double[] cfs)
    calculates the Net Present Value of a principal amount given the discount rate and a sequence of cash flows (supplied as an array).
    static double
    pmt(double r, double n, double p, double f, boolean t)
     
    static double
    pv(double r, double n, double y, double f, boolean t)
    Present value of an amount given the number of future payments, rate, amount of individual payment, future value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Method Details

    • fv

      public static double fv(double r, double n, double y, double p, boolean t)
      Future value of an amount given the number of payments, rate, amount of individual payment, present value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)
      Parameters:
      r - rate
      n - num of periods
      y - pmt per period
      p - future value
      t - type (true=pmt at end of period, false=pmt at begining of period)
    • pv

      public static double pv(double r, double n, double y, double f, boolean t)
      Present value of an amount given the number of future payments, rate, amount of individual payment, future value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)
      Parameters:
      r -
      n -
      y -
      f -
      t -
    • npv

      public static double npv(double r, double[] cfs)
      calculates the Net Present Value of a principal amount given the discount rate and a sequence of cash flows (supplied as an array). If the amounts are income the value should be positive, else if they are payments and not income, the value should be negative.
      Parameters:
      r -
      cfs - cashflow amounts
    • pmt

      public static double pmt(double r, double n, double p, double f, boolean t)
      Parameters:
      r -
      n -
      p -
      f -
      t -
    • nper

      public static double nper(double r, double y, double p, double f, boolean t)
      Parameters:
      r -
      y -
      p -
      f -
      t -