Finishing finance basic function implementation

Math/Finance/Loan.php

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+<?php
+/**
+ * Orange Management
+ *
+ * PHP Version 7.0
+ *
+ * @category   TBD
+ * @package    TBD
+ * @author     OMS Development Team <dev@oms.com>
+ * @author     Dennis Eichhorn <d.eichhorn@oms.com>
+ * @copyright  2013 Dennis Eichhorn
+ * @license    OMS License 1.0
+ * @version    1.0.0
+ * @link       http://orange-management.com
+ */
+namespace phpOMS\Math\Finance;
+
+/**
+ * Finance class.
+ *
+ * @category   Log
+ * @package    Framework
+ * @author     OMS Development Team <dev@oms.com>
+ * @author     Dennis Eichhorn <d.eichhorn@oms.com>
+ * @license    OMS License 1.0
+ * @link       http://orange-management.com
+ * @since      1.0.0
+ */
+class Loan
+{
+    /**
+     * Balloon Loan - Payments
+     *
+     * @param \float $PV      Present value
+     * @param \float $r       Rate per period
+     * @param \int   $n       Number of periods
+     * @param \float $balloon Balloon balance
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getPaymentsOnBalloonLoan(\float $PV, \float $r, \int $n, \float $balloon = 0) : \float
+    {
+        return ($PV - $balloon / pow(1 + $r, $n)) * $r / (1 - pow(1 + $r, -$n));
+    }
+
+    /**
+     * Loan - Balloon Balance
+     *
+     * @param \float $PV Present value (original balance)
+     * @param \float $P  Payment
+     * @param \float $r  Rate per payment
+     * @param \int   $n  Number of payments
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getBalloonBalanceOfLoan(\float $PV, \float $P, \float $r, \int $n) : \float
+    {
+        return $PV * pow(1 + $r, $n) - $P * (pow(1 + $r, $n) - 1) / $r;
+    }
+
+    /**
+     * Loan - Payment
+     *
+     * @param \float $PV Present value (original balance)
+     * @param \float $r  Rate per period
+     * @param \int   $n  Number of periods
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getLoanPayment(\float $PV, \float $r, \int $n) : \float
+    {
+        return $r * $PV / (1 - pow(1 + $r, -$n));
+    }
+
+    /**
+     * Loan - Remaining Balance
+     *
+     * @param \float $PV Present value (original balance)
+     * @param \float $P  Payment
+     * @param \float $r  Rate per payment
+     * @param \int   $n  Number of payments
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getRemainingBalanceLoan(\float $PV, \float $P, \float $r, \int $n) : \float
+    {
+        return $PV * pow(1 + $r, $n) - $P * (pow(1 + $r, $n) - 1) / $r;
+    }
+
+    /**
+     * Loan to Deposit Ratio
+     *
+     * @param \float $loans    Loans
+     * @param \float $deposits Deposits
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getLoanToDepositRatio(\float $loans, \float $deposits) : \float
+    {
+        return $loans / $deposits;
+    }
+
+    /**
+     * Loan to Value (LTV)
+     *
+     * @param \float $loan       Loan amount
+     * @param \float $collateral Value of collateral
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getLoanToValueRatio(\float $loan, \float $collateral) : \float
+    {
+        return $loan / $collateral;
+    }
+
+}

Math/Finance/StockBonds.php

@@ -0,0 +1,398 @@
+<?php
+/**
+ * Orange Management
+ *
+ * PHP Version 7.0
+ *
+ * @category   TBD
+ * @package    TBD
+ * @author     OMS Development Team <dev@oms.com>
+ * @author     Dennis Eichhorn <d.eichhorn@oms.com>
+ * @copyright  2013 Dennis Eichhorn
+ * @license    OMS License 1.0
+ * @version    1.0.0
+ * @link       http://orange-management.com
+ */
+namespace phpOMS\Math\Finance;
+
+/**
+ * Finance class.
+ *
+ * @category   Log
+ * @package    Framework
+ * @author     OMS Development Team <dev@oms.com>
+ * @author     Dennis Eichhorn <d.eichhorn@oms.com>
+ * @license    OMS License 1.0
+ * @link       http://orange-management.com
+ * @since      1.0.0
+ */
+class StockBonds
+{
+    /**
+     * Bond Equivalent Yield
+     *
+     * @param \float $fv    Face value
+     * @param \float $price Price
+     * @param \int   $days  Days to maturity
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getBondEquivalentYield(\float $fv, \float $price, \int $days) : \float
+    {
+        return ($fv - $price) / $price * 365 / $days;
+    }
+
+    /**
+     * Book Value per Share
+     *
+     * @param \float $total  Total common stockholder's Equity
+     * @param \int   $common Number of common shares
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getBookValuePerShare(\float $total, \int $common) : \float
+    {
+        return $total / $common;
+    }
+
+    /**
+     * Capital Asset Pricing Model (CAPM)
+     *
+     * @param \float $rf   Risk free rate
+     * @param \float $beta Risk to invest in a stock relative to the risk of the market
+     * @param \float $r    Return on the market
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getExpectedReturnCAPM(\float $rf, \float $beta, \float $r) : \float
+    {
+        return $rf + $beta * ($r - $rf);
+    }
+
+    /**
+     * Capital Gains Yield
+     *
+     * @param \float $P0 Old stock price
+     * @param \float $P1 New stock price
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getCapitalGainsYield(\float $P0, \float $P1) : \float
+    {
+        return $P1 / $P0 - 1;
+    }
+
+    /**
+     * Current Yield
+     *
+     * @param \float $coupons Annual coupons
+     * @param \float $price   Current bond price
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getCurrentYield(\float $coupons, \float $price) : \float
+    {
+        return $coupons / $price;
+    }
+
+    /**
+     * Diluted Earnings per Share
+     *
+     * @param \float $income Net Income
+     * @param \float $avg    Avg. shares
+     * @param \float $other  Other convertible instruments
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getDilutedEarningsPerShare(\float $income, \float $avg, \float $other) : \float
+    {
+        return $income / ($avg + $other);
+    }
+
+    /**
+     * Dividend Payout Ratio
+     *
+     * @param \float $dividends Dividends
+     * @param \float $income    Net income
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getDividendPayoutRatio(\float $dividends, \float $income) : \float
+    {
+        return $dividends / $income;
+    }
+
+    /**
+     * Dividend Yield
+     *
+     * @param \float $dividends Dividends
+     * @param \float $price     Initial price for the period
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getDividendYield(\float $dividends, \float $price) : \float
+    {
+        return $dividends / $price;
+    }
+
+    /**
+     * Dividend Yield
+     *
+     * @param \float $dividends Dividends
+     * @param \int   $shares    Initial price for the period
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getDividendsPerShare(\float $dividends, \int $shares) : \float
+    {
+        return $dividends / $shares;
+    }
+
+    /**
+     * Earnings Per Share
+     *
+     * @param \float $income Net income
+     * @param \float $shares Weighted avg. outstanding shares
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getEarningsPerShare(\float $income, \float $shares) : \float
+    {
+        return $income / $shares;
+    }
+
+    /**
+     * Equity Multiplier
+     *
+     * @param \float $assets Total assets
+     * @param \float $equity Stockholder's equity
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getEquityMultiplier(\float $assets, \float $equity) : \float
+    {
+        return $assets / $equity;
+    }
+
+    /**
+     * Holding Period Return
+     *
+     * @param array $r Rate of return
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getHoldingPeriodReturn(array $r) : \float
+    {
+        $hpr = 1.0;
+
+        foreach ($r as $value) {
+            $hpr *= 1 + $value;
+        }
+
+        return $hpr - 1;
+    }
+
+    /**
+     * Net Asset Value
+     *
+     * @param \float $assets      Fund assets
+     * @param \float $liabilities Fund liabilities
+     * @param \int   $shares      Outstanding shares
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getNetAssetValue(\float $assets, \float $liabilities, \int $shares) : \float
+    {
+        return ($assets - $liabilities) / $shares;
+    }
+
+    /**
+     * Price to Book Value
+     *
+     * @param \float $market Market price per share
+     * @param \float $book   Book value per share
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getPriceToBookValue(\float $market, \float $book) : \float
+    {
+        return $market / $book;
+    }
+
+    /**
+     * Price to Earnings (P/E Ratio)
+     *
+     * @param \float $price    Price per share
+     * @param \float $earnings Earnings per share
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getPriceEarningsRatio(\float $price, \float $earnings) : \float
+    {
+        return $price / $earnings;
+    }
+
+    /**
+     * Price to Sales (P/S Ratio)
+     *
+     * @param \float $price Price per share
+     * @param \float $sales Sales per share
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getPriceToSalesRatio(\float $price, \float $sales) : \float
+    {
+        return $price / $sales;
+    }
+
+    /**
+     * Stock - PV with Constant Growth
+     *
+     * @param \float $dividend Estimated dividends for next period
+     * @param \float $r        Required rate of return
+     * @param \float $g        Growth rate
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getPresentValueOfStockConstantGrowth(\float $dividend, \float $r, \float $g = 0.0) : \float
+    {
+        return $dividend / ($r - $g);
+    }
+
+    /**
+     * Tax Equivalent Yield
+     *
+     * @param \float $free Tax free yield
+     * @param \float $tax  Tax rate
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getTaxEquivalentYield(\float $free, \float $tax) : \float
+    {
+        return $free / (1 - $tax);
+    }
+
+    /**
+     * Total Stock Return
+     *
+     * @param \float $P0 Initial stock price
+     * @param \float $P1 Ending stock price
+     * @param \float $D  Dividends
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getTotalStockReturn(\float $P0, \float $P1, \float $D) : \float
+    {
+        return ($P1 - $P0 + $D) / $P0;
+    }
+
+    /**
+     * Yield to Maturity
+     *
+     * @param \float $C Coupon/interest payment
+     * @param \float $F Face value
+     * @param \float $P Price
+     * @param \int   $n Years to maturity
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getYieldToMaturity(\float $C, \float $F, \float $P, \int $n) : \float
+    {
+        return ($C + ($F - $P) / $n) / (($F + $P) / 2);
+    }
+
+    /**
+     * Zero Coupon Bond Value
+     *
+     * @param \float $F Face value
+     * @param \float $r Rate or yield
+     * @param \int   $t Time to maturity
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getZeroCouponBondValue(\float $F, \float $r, \int $t) : \float
+    {
+        return $F / pow(1 + $r, $t);
+    }
+
+    /**
+     * Zero Coupon Bond Effective Yield
+     *
+     * @param \float $F  Face value
+     * @param \float $PV Present value
+     * @param \int   $n  Time to maturity
+     *
+     * @return \float
+     *
+     * @since  1.0.0
+     * @author Dennis Eichhorn
+     */
+    public static function getZeroCouponBondEffectiveYield(\float $F, \float $PV, \int $n) : \float
+    {
+        return pow($F / $PV, 1 / $n) - 1;
+    }
+
+}