| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778 |
- <?php
- // Result, Settlement, Maturity, Rate, Yield, Redemption, Frequency, Basis
- // On the result line, the value is ODS's calculation.
- // This agrees with Gnumeric, PhpSpreadsheet, and the published algorithm at:
- //https://support.office.com/en-us/article/price-function-3ea9deac-8dfa-436f-a7c8-17ea02c21b0a.
- // The commented-out value on the next line is Excel's result.
- // I do not know how best to reconcile the different results.
- // The problem seems restricted to basis codes 2 and 3.
- return [
- [
- 94.60241717687768,
- // 94.636564030025099,
- '15-Feb-2008',
- '15-Nov-2017',
- 0.0575,
- 0.065,
- 100,
- 2,
- 2,
- ],
- [
- 94.643594548258,
- // 94.635174796784497,
- '15-Feb-2008',
- '15-Nov-2017',
- 0.0575,
- 0.065,
- 100,
- 2,
- 3,
- ],
- [
- 110.74436592216529,
- // 110.83448359321601,
- '01-Apr-2012',
- '31-Mar-2020',
- 0.12,
- 0.10,
- 100,
- 2,
- 2,
- ],
- [
- 110.81970970927745,
- // 110.83452855143901,
- '01-Apr-2012',
- '31-Mar-2020',
- 0.12,
- 0.10,
- 100,
- 2,
- 3,
- ],
- [
- 110.8912556,
- // 110.9216934,
- '01-Apr-2012',
- '31-Mar-2020',
- 0.12,
- 0.10,
- 100,
- 4,
- 2,
- ],
- [
- 110.9292394066714,
- // 110.921732963198,
- '01-Apr-2012',
- '31-Mar-2020',
- 0.12,
- 0.10,
- 100,
- 4,
- 3,
- ],
- ];
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