functionfoundry/fn/yearfrac.js

Pure function JavaScript library

'use strict';

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.default = yearfrac;

var _parsedate = require('./parsedate');

var _parsedate2 = _interopRequireDefault(_parsedate);

var _isleapyear = require('./isleapyear');

var _isleapyear2 = _interopRequireDefault(_isleapyear);

var _serial = require('./serial');

var _serial2 = _interopRequireDefault(_serial);

function _interopRequireDefault(obj) { return obj && obj.__esModule ? obj : { default: obj }; }

function yearfrac(start_date, end_date, basis) {
  start_date = (0, _parsedate2.default)(start_date);
  if (start_date instanceof Error) {
    return start_date;
  }
  end_date = (0, _parsedate2.default)(end_date);
  if (end_date instanceof Error) {
    return end_date;
  }

  basis = basis || 0;
  var sd = start_date.getDate();
  var sm = start_date.getMonth() + 1;
  var sy = start_date.getFullYear();
  var ed = end_date.getDate();
  var em = end_date.getMonth() + 1;
  var ey = end_date.getFullYear();

  function isLeapYear(year) {
    return year % 4 === 0 && year % 100 !== 0 || year % 400 === 0;
  }
  function daysBetween(a, b) {
    return (0, _serial2.default)(b) - (0, _serial2.default)(a);
  }

  switch (basis) {
    case 0:
      // US (NASD) 30/360
      if (sd === 31 && ed === 31) {
        sd = 30;
        ed = 30;
      } else if (sd === 31) {
        sd = 30;
      } else if (sd === 30 && ed === 31) {
        ed = 30;
      }
      return (ed + em * 30 + ey * 360 - (sd + sm * 30 + sy * 360)) / 360;
    case 1:
      // Actual/actual
      var feb29Between = function feb29Between(date1, date2) {
        var year1 = date1.getFullYear();
        var mar1year1 = new Date(year1, 2, 1);
        if (isLeapYear(year1) && date1 < mar1year1 && date2 >= mar1year1) {
          return true;
        }
        var year2 = date2.getFullYear();
        var mar1year2 = new Date(year2, 2, 1);
        return isLeapYear(year2) && date2 >= mar1year2 && date1 < mar1year2;
      };
      var ylength = 365;
      if (sy === ey || sy + 1 === ey && (sm > em || sm === em && sd >= ed)) {
        if (sy === ey && isLeapYear(sy) || feb29Between(start_date, end_date) || em === 1 && ed === 29) {
          ylength = 366;
        }
        return daysBetween(start_date, end_date) / ylength;
      }
      var years = ey - sy + 1;
      var days = (new Date(ey + 1, 0, 1) - new Date(sy, 0, 1)) / 1000 / 60 / 60 / 24;
      var average = days / years;
      return daysBetween(start_date, end_date) / average;
    case 2:
      // Actual/360
      return daysBetween(start_date, end_date) / 360;
    case 3:
      // Actual/365
      return daysBetween(start_date, end_date) / 365;
    case 4:
      // European 30/360
      return (ed + em * 30 + ey * 360 - (sd + sm * 30 + sy * 360)) / 360;
  }
} // Copyright 2015 JC Fisher

;
module.exports = exports['default'];