牛顿法 php,php – 使用牛顿方法重新创建Excel RATE函数

使用从PHPExcel获取的割线方法(牛顿方法的有限差分近似)实现MS Excel RATE()函数：

define('FINANCIAL_MAX_ITERATIONS', 128);

define('FINANCIAL_PRECISION', 1.0e-08);

function RATE($nper, $pmt, $pv, $fv = 0.0, $type = 0, $guess = 0.1) {

$rate = $guess;

if (abs($rate) < FINANCIAL_PRECISION) {

$y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv;

} else {

$f = exp($nper * log(1 + $rate));

$y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;

}

$y0 = $pv + $pmt * $nper + $fv;

$y1 = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;

// find root by secant method

$i = $x0 = 0.0;

$x1 = $rate;

while ((abs($y0 - $y1) > FINANCIAL_PRECISION) && ($i < FINANCIAL_MAX_ITERATIONS)) {

$rate = ($y1 * $x0 - $y0 * $x1) / ($y1 - $y0);

$x0 = $x1;

$x1 = $rate;

if (abs($rate) < FINANCIAL_PRECISION) {

$y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv;

} else {

$f = exp($nper * log(1 + $rate));

$y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;

}

$y0 = $y1;

$y1 = $y;

++$i;

}

return $rate;

} // function RATE()