Fonctions Financières
[ ] indicates optional parameters
AMORDEGRC(cost; purchase_date; first_period_date; salvage; period; rate; [basis])AMORDEGRC(cost; purchase_date; first_period_date; salvage; period; rate; [basis])
Returns the depreciation for each accounting period.
cost | The cost. | ||||||||||
purchase_date | The purchase date. | ||||||||||
first_period_date | The end date of the first period. | ||||||||||
salvage | The salvage value. | ||||||||||
period | The period for which you want to calculate the depreciation. | ||||||||||
rate | The depreciation rate. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
AMORLIN(coût; valeur_rés; durée)
Returns the straight line depreciation.
coût | The cost. |
valeur_rés | The salvage value. |
durée | The total number of periods. |
AMORLINC(cost; purchase_date; first_period_date; salvage; period; rate; [basis])
Returns the depreciation for each accounting period.
cost | The cost. | ||||||||||
purchase_date | The purchase date. | ||||||||||
first_period_date | The end date of the first period. | ||||||||||
salvage | The salvage value. | ||||||||||
period | The period for which you want to calculate the depreciation. | ||||||||||
rate | The depreciation rate. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
CUMUL.INTER(rate; nper; va; start_period; end_period; type)
Returns the cumulative interest paid on a loan in the specified periods.
rate | The interest rate. | ||||
nper | The total number of periods. | ||||
va | The present value. | ||||
start_period | The first period number for which to calculate interest. | ||||
end_period | The last period number for which to calculate interest. | ||||
type | The timing of the payment. The possible values are: | ||||
|
CUMUL.PRINCPER(rate; nper; va; start_period; end_period; type)
Returns the cumulative principal paid on a loan in the specified periods.
rate | The interest rate. | ||||
nper | The total number of periods. | ||||
va | The present value. | ||||
start_period | The first period number for which to calculate interest. | ||||
end_period | The last period number for which to calculate interest. | ||||
type | The timing of the payment. The possible values are: | ||||
|
DATE.COUPON.PREC(settlement_date; maturity_date; frequency; [basis])
Returns the coupon date before the settlement date.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
DATE.COUPON.SUIV(settlement_date; maturity_date; frequency; [basis])
Returns the next coupon date after the settlement date.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
DB(coût; valeur_rés; durée; période; [mois])
Returns the depreciation in a specified period using the fixed declining balance method.
coût | The cost. |
valeur_rés | The salvage value. |
durée | The total number of periods. |
période | The period number for which to calculate depreciation. |
mois | The number of months in the first year. If this parameter is omitted it defaults to 12. |
DDB(coût; valeur_rés; durée; période; [facteur])
Returns the depreciation in a specified period using the double declining balance method.
coût | The cost. |
valeur_rés | The salvage value. |
durée | The total number of periods. |
période | The period number for which to calculate depreciation. |
facteur | The rate at which the balance declines. If this parameter is omitted it defaults to 2. |
DUREE(settlement_date; maturity_date; coupon; yield; frequency; [basis])
Returns the Macauley duration for a value of $100.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
coupon | The interest rate. | ||||||||||
yield | The annual yield rate. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
DUREE.MODIFIEE(settlement_date; maturity_date; coupon; yield; frequency; [basis])
Returns the modified Macauley duration for a value of $100.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
coupon | The interest rate. | ||||||||||
yield | The annual yield rate. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
INTERET.ACC(issue_date; first_interest_date; settlement_date; rate; par; frequency; [basis])
Returns accrued interest for a security that pays periodic interest.
issue_date | The issue date. | ||||||||||
first_interest_date | The first interest date. | ||||||||||
settlement_date | The settlement date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
par | The par value. | ||||||||||
frequency | The number of interest payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
INTERET.ACC.MAT(issue_date; maturity_date; rate; [par]; [basis])
Returns accrued interest for a security that pays interest at maturity.
issue_date | The issue date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
par | The par value. If this parameter is omitted it defaults to 1000. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
INTPER(taux; pér; npm; va; [vc]; [type])
Returns the interest payment for a given period.
taux | The interest rate per period. | ||||
pér | The period for which you want the interest amount. | ||||
npm | The total number of periods. | ||||
va | The present value. | ||||
vc | The future value. If this parameter is omitted it is assumed to be zero. | ||||
type | The timing of the payment. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to 0. |
Returns the interest payment for a given period.
taux | The interest rate per period. |
pér | The period for which you want the interest amount. |
npm | The total number of periods. |
va | The present value. |
NB.COUPONS(settlement_date; maturity_date; frequency; [basis])
Returns the number of coupon periods between the settlement date and the maturity date.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
NB.JOURS.COUPON.PREC(settlement_date; maturity_date; frequency; [basis])
Returns the number of days from the beginning of the coupon period to the settlement date.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
NB.JOURS.COUPON.SUIV(settlement_date; maturity_date; frequency; [basis])
Returns the number of days from the settlement date to the next coupon date.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
NB.JOURS.COUPONS(settlement_date; maturity_date; frequency; [basis])
Returns the number of days in the coupon period that contains the settlement date.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
NPM(taux; vpm; va; [vc]; [type])
Returns the number of periods required for an investment.
taux | The interest rate per period. | ||||
vpm | The payment amount per period. | ||||
va | The present value. | ||||
vc | The future value. If this parameter is omitted it defaults to 0. | ||||
type | The timing of the payment. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to 0. |
PRINCPER(taux; pér; npm; va; [vc]; [type])
Returns the payment on the principal for a specified period.
taux | The interest rate per period. | ||||
pér | The period for which you want the payment amount. | ||||
npm | The total number of periods. | ||||
va | The present value of the loan. | ||||
vc | The future value of the loan. If this parameter is omitted it defaults to 0. | ||||
type | The timing of the payment. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to 0. |
PRIX.BON.TRESOR(settlement_date; maturity_date; discount)
Returns the price per $100 for a treasury bill.
settlement_date | The settlement date. |
maturity_date | The maturity date. |
discount | The discount rate. |
PRIX.DCOUPON.IRREG(settlement_date; maturity_date; last_coupon_date; rate; yield; redemption; frequency; [basis])
Returns the price per $100 face value of a security having an odd (short or long) last period.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
last_coupon_date | The last coupon date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
yield | The annual yield rate. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
PRIX.DEC(fractional_dollar; fraction)
Returns the decimal equivalent of a dollar price expressed as a fraction.
fractional_dollar | The value expressed as a fraction. |
fraction | The fraction denominator. |
PRIX.FRAC(decimal_dollar; fraction)
Returns the fraction equivalent of a dollar price expressed as a decimal.
decimal_dollar | The value expressed as a decimal. |
fraction | The fraction denominator. |
PRIX.PCOUPON.IRREG(settlement_date; maturity_date; issue_date; first_coupon_date; rate; yield; redemption; frequency; [basis])
Returns the price per $100 face value of a security having an odd (short or long) first period.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
issue_date | The issue date. | ||||||||||
first_coupon_date | The first coupon date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
yield | The annual yield rate. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
PRIX.TITRE(settlement_date; maturity_date; rate; yield; redemption; frequency; [basis])
Returns the price per $100 of a security.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
yield | The annual yield rate. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
PRIX.TITRE.ECHEANCE(settlement_date; maturity_date; issue_date; rate; yield; [basis])
Returns the price per $100 of a security that pays interest at maturity.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
issue_date | The issue date. | ||||||||||
rate | The interest rate. | ||||||||||
yield | The annual yield rate. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
REND.DCOUPON.IRREG(settlement_date; maturity_date; last_coupon_date; rate; price; redemption; frequency; [basis])
Returns the yield of a security having an odd (short or long) last period.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
last_coupon_date | The last coupon date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
price | The price per $100. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
REND.PCOUPON.IRREG(settlement_date; maturity_date; issue_date; first_coupon_date; rate; price; redemption; frequency; [basis])
Returns the yield of a security having an odd (short or long) first period.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
issue_date | The issue date. | ||||||||||
first_coupon_date | The first coupon date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
price | The price per $100. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
RENDEMENT.BON.TRESOR(settlement_date; maturity_date; price)
Returns the yield for a treasury bill.
settlement_date | The settlement date. |
maturity_date | The maturity date. |
price | The price per $100. |
RENDEMENT.SIMPLE(settlement_date; maturity_date; price; redemption; [basis])
Returns the annual yield for a discounted security.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
price | The price per $100. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
RENDEMENT.TITRE(settlement_date; maturity_date; rate; price; redemption; frequency; [basis])
Returns the yield on a security.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
rate | The annual coupon rate. | ||||||||||
price | The price per $100. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
frequency | The number of coupon payments per year. Should be 1, 2 or 4. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
RENDEMENT.TITRE.ECHEANCE(settlement_date; maturity_date; issue_date; rate; price; [basis])
Returns the annual yield of a security that pays interest at maturity.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
issue_date | The issue date. | ||||||||||
rate | The interest rate. | ||||||||||
price | The price per $100. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
SYD(coût; valeur_rés; durée; période)
Returns the sum of years depreciation.
coût | The cost. |
valeur_rés | The salvage value. |
durée | The total number of periods. |
période | The period for which you want the depreciation. |
TAUX(npm; vpm; va; [vc]; [type]; [estimation])
Returns the interest rate per period of an annuity.
npm | The total number of periods. | ||||
vpm | The payment amount each period. | ||||
va | The present value. | ||||
vc | The future value. If this parameter is omitted it is assumed to be zero. | ||||
type | The timing of the payment. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to 0. | |||||
estimation | The estimated rate of return. If this parameter is omitted it defaults to 0,1. |
TAUX.EFFECTIF(nominal_rate; npery)
Returns the effective annual interest rate.
nominal_rate | The nominal annual interest rate. |
npery | The number of compound interest payments per year. |
TAUX.ESCOMPTE(settlement_date; maturity_date; pr; redemption; [basis])
Returns the discount rate for a security.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
pr | The price per $100 value. | ||||||||||
redemption | The redemption per $100 value. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
TAUX.ESCOMPTE.R(settlement_date; maturity_date; discount)
Returns the bond-equivalent yield for a treasury bill.
settlement_date | The settlement date. |
maturity_date | The maturity date. |
discount | The discount rate. |
TAUX.INTERET(settlement_date; maturity_date; investment_amount; redemption_amount; [basis])
Returns the interest rate for a fully invested security.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
investment_amount | The initial value. | ||||||||||
redemption_amount | The final value. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
TAUX.NOMINAL(effect_rate; npery)
Returns the nominal annual interest rate.
effect_rate | The effective annual interest rate. |
npery | The number of compound interest payments per year. |
Returns the internal rate of return.
valeurs | The list (array or reference) of payment and income values. |
estimation | The estimated rate of return. If this parameter is omitted it defaults to 0,1. |
TRI.PAIEMENTS(values_range; dates_range; [guess])
Returns the internal rate of return.
values_range | The list (array or reference) of payment and income values. |
dates_range | The list (array or reference) of the dates of the payment and income values. |
guess | The estimated rate of return. If this parameter is omitted it defaults to 0,1. |
TRIM(valeurs; taux_emprunt; taux_placement)
Returns the modified internal rate of return.
valeurs | The list (array or reference) of payment and income values. |
taux_emprunt | The interest rate on the payment values. |
taux_placement | The interest rate on the income values. |
VA(taux; npm; vpm; [vc]; [type])
Returns the present value of an investment at a fixed rate.
taux | The interest rate per period. | ||||
npm | The total number of periods. | ||||
vpm | The payment amount each period. | ||||
vc | The future value. If this parameter is omitted it is assumed to be zero. | ||||
type | The timing of the payment. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to 0. |
VALEUR.ENCAISSEMENT(settlement_date; maturity_date; discount; redemption; [basis])
Returns the price per $100 of a discounted security.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
discount | The discount rate. | ||||||||||
redemption | The redemption value per $100. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
VALEUR.NOMINALE(settlement_date; maturity_date; investment; discount; [basis])
Returns the amount received at maturity for a fully invested security.
settlement_date | The settlement date. | ||||||||||
maturity_date | The maturity date. | ||||||||||
investment | The investment amount. | ||||||||||
discount | The discount rate. | ||||||||||
basis | The method used to represent the number of days in the period versus the number of days in a year. The possible values are: | ||||||||||
| |||||||||||
If this parameter is omitted it defaults to 0. |
VAN(taux; valeur1; [valeur2; ...])
Returns the net present value of an investment.
taux | The discount rate per period. |
valeur1; ... | The payment and income amounts. |
VAN.PAIEMENTS(rate; values_range; dates_range)
Returns the net present value of an investment.
rate | The discount rate per period. |
values_range | The list (array or reference) of payment and income values. |
dates_range | The list (array or reference) of the dates of the payment and income values. |
VC(taux; npm; vpm; [va]; [type])
Returns the future value of an investment at a fixed rate.
taux | The interest rate per period. | ||||
npm | The total number of periods. | ||||
vpm | The payment amount each period. | ||||
va | The present value. If this parameter is omitted it is assumed to be zero. | ||||
type | The timing of the payment. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to 0. |
VC.PAIEMENTS(principal; schedule_range)
Returns the future value of an investment at a variable rate.
principal | The initial value of the investment. |
schedule_range | The list (array or reference) of interest rates to be applied. |
VDB(coût; valeur_rés; durée; période_début; période_fin; [facteur]; [valeur_log])
Returns the depreciation in a specified range of periods using the variable declining balance method.
coût | The cost. | ||||
valeur_rés | The salvage value. | ||||
durée | The total number of periods. | ||||
période_début | The first period number for which to calculate depreciation. | ||||
période_fin | The last period number for which to calculate depreciation. | ||||
facteur | The rate at which the balance declines. If this parameter is omitted it defaults to 2. | ||||
valeur_log | Specifies whether to switch to straight-line depreciation when the straight-line depreciation is greater than the declining balance depreciation. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to FAUX. |
VPM(taux; npm; [va]; [vc]; [type])
Returns the payment amount for a loan.
taux | The interest rate per period. | ||||
npm | The total number of periods. | ||||
va | The present value of the loan. If this parameter is omitted it defaults to 0. | ||||
vc | The future value of the loan. If this parameter is omitted it defaults to 0. | ||||
type | The timing of the payment. The possible values are: | ||||
| |||||
If this parameter is omitted it defaults to 0. |