Closed thatsjohnson closed 2 years ago
luajalla
commented
7 years ago Hi @thatsjohnson, would submitting a PR be an option for you? I'd be glad to merge it, but can't promise I'll be able to find time for a fix in the nearest future...
Thanks, Natallie
jcoliz
commented
2 years ago Labeling as "enhancement", as current behavior meets the stated goal of matching excel behavior. However, I can see how it would be useful to additionally cover this situation.
jcoliz
commented
2 years ago @thatsjohnson , Hi I know it's been a long time since you filed this. If you're still interested, would you mind trying out the issue-13 branch? https://github.com/fsprojects/ExcelFinancialFunctions/tree/feature/issue-13 . I created a new API "PriceAllowNegativeYield" which is just the old "Price" API with the yield > 0 check removed. It would be interesting to see if this gives the results you expect.
jcoliz
commented
2 years ago Update: I did manage to create a 10,000-item data set in Excel, following the spirit of the other tests. Spot checks of that data set passed, so I believe this change is correct. Still to do, need to create a test like the other large data set tests to be sure.
thatsjohnson
commented
2 years ago Thank you. Will check it out.
On Thu, Dec 16, 2021 at 3:22 PM James Coliz @.***> wrote:
Closed #13 https://github.com/fsprojects/ExcelFinancialFunctions/issues/13 via #63 https://github.com/fsprojects/ExcelFinancialFunctions/pull/63.
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Description
Can't calculate price with a negative yield. This matches current Excel capabilities, but this is a valid calculation for computing price of a bond.
Repro steps
Please provide the steps required to reproduce the problem
Expected behavior
return value of Price. http://www.investopedia.com/ask/answers/06/negativeyieldbond.asp
Actual behavior
Exception thrown: 'System.Exception' in ExcelFinancialFunctions.dll Additional information: yld must be more than 0
Known workarounds
None.
Related information