Few Excel formulas - PMT, PPMT, XIRR - expressed in Javascript

ExcelFormulas.js

/* Based on 
 * - EGM Mathematical Finance class by Enrique Garcia M. <[email protected]>
 * - A Guide to the PMT, FV, IPMT and PPMT Functions by Kevin (aka MWVisa1)
 */

var ExcelFormulas = {

	PVIF: function(rate, nper) {
		return Math.pow(1 + rate, nper);
	},

	FVIFA: function(rate, nper) {
		return rate == 0? nper: (this.PVIF(rate, nper) - 1) / rate;
	},	

	PMT: function(rate, nper, pv, fv, type) {
		if (!fv) fv = 0;
		if (!type) type = 0;

		if (rate == 0) return -(pv + fv)/nper;
		
		var pvif = Math.pow(1 + rate, nper);
		var pmt = rate / (pvif - 1) * -(pv * pvif + fv);

		if (type == 1) {
			pmt /= (1 + rate);
		};

		return pmt;
	},

	IPMT: function(pv, pmt, rate, per) {
		var tmp = Math.pow(1 + rate, per);
		return 0 - (pv * tmp * rate + pmt * (tmp - 1));
	},

	PPMT: function(rate, per, nper, pv, fv, type) {
		if (per < 1 || (per >= nper + 1)) return null;
		var pmt = this.PMT(rate, nper, pv, fv, type);
		var ipmt = this.IPMT(pv, pmt, rate, per - 1);
		return pmt - ipmt;
	},
	
	DaysBetween: function(date1, date2) {
		var oneDay = 24*60*60*1000;
		return Math.round(Math.abs((date1.getTime() - date2.getTime())/oneDay));
	},
	
	// Change Date and Flow to date and value fields you use
	XNPV: function(rate, values) {
		var xnpv = 0.0;
		var firstDate = new Date(values[0].Date);
		for (var key in values) {
			var tmp = values[key];
			var value = tmp.Flow;
			var date = new Date(tmp.Date);
			xnpv += value / Math.pow(1 + rate, this.DaysBetween(firstDate, date)/365);
		};
		return xnpv;
	},

	XIRR: function(values, guess) {
		if (!guess) guess = 0.1;
		
		var x1 = 0.0;
		var x2 = guess;
		var f1 = this.XNPV(x1, values);
		var f2 = this.XNPV(x2, values);
		
		for (var i = 0; i < 100; i++) {
			if ((f1 * f2) < 0.0) break;
			if (Math.abs(f1) < Math.abs(f2)) {
				f1 = this.XNPV(x1 += 1.6 * (x1 - x2), values);
			}
			else {
				f2 = this.XNPV(x2 += 1.6 * (x2 - x1), values);
			}
		};
		
		if ((f1 * f2) > 0.0) return null;
		
		var f = this.XNPV(x1, values);
		if (f < 0.0) {
			var rtb = x1;
			var dx = x2 - x1;
		}
		else {
			var rtb = x2;
			var dx = x1 - x2;
		};
		
		for (var i = 0; i < 100; i++) {
			dx *= 0.5;
			var x_mid = rtb + dx;
			var f_mid = this.XNPV(x_mid, values);
			if (f_mid <= 0.0) rtb = x_mid;
			if ((Math.abs(f_mid) < 1.0e-6) || (Math.abs(dx) < 1.0e-6)) return x_mid;
		};
		
		return null;
	}

};