Removed statistical and financial formulas

Author: ushasundarajan

WindowsForms/Calculation-Engine/Supported-Formulas/Financial-Formulas.md

@@ -743,361 +743,4 @@ _INTRATE(settlement, maturity, investment, redemption, [basis])_
 
 * Redemption    :The amount to be received at maturity.
 
-* Basis    :    The type of specifies the day count basis to used in the calculation.
-
-
-
-## NOMINAL
-
-the function `NOMINAL` returns the nominal annual interest rate, given the effective rate and the number of compounding periods per year.
-
-**Syntax:**
-
-_NOMINAL(effect_rate, npery)_
-
-**Where:**
-
-* effect_rate: The effective interest rate.
-
-* npery: The number of compounding periods per year.
-
-**Remarks:**
-
-* Npery is truncated to an integer.
-
-* If either argument is nonnumeric, `NOMINAL` returns the `#VALUE!` error value.
-
-* If effect_rate ≤ 0 or if npery < 1, `NOMINAL` returns the `#NUM!` error value.
-
-* `NOMINAL` is related to `EFFECT` function. The relationship between `NOMINAL` and `EFFECT` is shown in the following equation:
-
-    `effective_rate = (1 + (nominal_rate / npery))^npery - 1`
-
-
-
-## MDURATION
-  
-The function `MDURATION` returns the modified Macauley duration for a security with an assumed par value of $100.
-
-**Syntax:**  
-
-_MDURATION(settlement, maturity, coupon, yld, frequency, [basis])_
-
-**Where:**
-
-* settlement: The security's settlement date.
-
-* maturity: The security's maturity date.
-
-* coupon: The security's annual coupon rate.
-
-* yld: The security's annual yield.
-
-* frequency: The number of coupon payments per year (1 for annual, 2 for semiannual, 4 for quarterly).
-
-* basis (Optional): The day count basis to use (default is 0: US (NASD) 30/360):
-
-  * 0 or omitted: US (NASD) 30/360
-  
-  * 1: Actual/actual
-  
-  * 2: Actual/360
-
-  * 3: Actual/365
-
-  * 4: European 30/360
-
-**Remarks:**
-
-* Dates are stored as serial numbers. For example, January 1, 1900 is 1, and January 1, 2008 is 39448. 
-
-* If settlement or maturity is not valid, `MDURATION` returns `#VALUE!`. 
-
-* If yld < 0 or coupon < 0, it returns `#NUM!`. If frequency is not 1, 2, or 4, it returns `#NUM!`. 
-
-* If basis is outside the range 0-4, it returns `#NUM!`.
-
-* If settlement is greater than or equal to maturity, it returns `#NUM!`.
-
-* Equation to calculate `MDURATION` is `Modified Duration = Macauley Duration / (1 + (yld / frequency))`.
-
-
-
-## PDURATION
-
-The function `PDURATION` returns the number of periods required by an investment to reach a specified value.
-
-**Syntax:**
-
-_PDURATION(rate, pv, fv)_
-
-**Where:**
-
-* rate: The interest rate per period.
-
-* pv: The present value of the investment.
-
-* fv: The desired future value of the investment.
-
-**Remarks:**
-
-* If rate is less than or equal to 0, or if pv or fv is less than or equal to 0, `PDURATION` returns the `#NUM!` error value.
-
-* If any argument is nonnumeric, `PDURATION` returns the `#VALUE!` error value.
-
-* The `PDURATION` function calculates the number of periods required using the following equation:
-
-   `PDURATION = LOG(fv / pv) / LOG(1 + rate)`
-
-
-
-## COUPDAYS
-
-The function `COUPDAYS` returns the number of days in the coupon period that contains the settlement date.
-
-**Syntax:**
-
-_COUPDAYS(settlement, maturity, frequency, [basis])_
-
-**Where:**
-
-* settlement: The security's settlement date.
-
-* maturity: The security's maturity date.
-
-* frequency: The number of coupon payments per year (1 for annual, 2 for semiannual, 4 for quarterly).
-
-* basis (Optional): The type of day count basis to use:
-
-  * 0 or omitted: US (NASD) 30/360
-
-  * 1: Actual/actual
-
-  * 2: Actual/360
-
-  * 3: Actual/365
-
-  * 4: European 30/360
-
-**Remarks:**
-
-* Dates are stored as serial numbers. For example, January 1, 1900 is 1, and January 1, 2008 is 39448.
-
-* If settlement or maturity is not a valid date, `COUPDAYS` returns `#VALUE!`.
-
-* If frequency is any number other than 1, 2, or 4, `COUPDAYS` returns `#NUM!`.
-
-* If basis is outside the range 0-4, `COUPDAYS` returns `#NUM!`.
-
-* If settlement is greater than or equal to maturity, `COUPDAYS` returns `#NUM!`.
-
-
-
-## COUPDAYBS
-
-The function `COUPDAYBS` returns the number of days from the beginning of a coupon period until its settlement date.
-
-**Syntax:**
-
-_COUPDAYBS(settlement, maturity, frequency, [basis])_
-
-**Where:**
-
-* settlement: The security's settlement date.
-
-* maturity: The security's maturity date.
-
-* frequency: The number of coupon payments per year (1 for annual, 2 for semiannual, 4 for quarterly).
-
-* basis (Optional): The day count basis to use (default is 0: US (NASD) 30/360):
-
-  * 0 or omitted: US (NASD) 30/360
-
-  * 1: Actual/actual
-
-  * 2: Actual/360
-
-  * 3: Actual/365
-
-  * 4: European 30/360
-
-**Remarks:**
-
-* Dates are stored as serial numbers. For example, January 1, 1900 is 1, and January 1, 2008 is 39448.
-
-* If settlement or maturity is not valid, `COUPDAYBS` returns `#VALUE!`.
-
-* If frequency is any number other than 1, 2, or 4, `COUPDAYBS` returns `#NUM!`.
-
-* If basis is outside the range 0-4, it returns `#NUM!`.
-
-* If settlement is greater than or equal to maturity, it returns `#NUM!`.
-
-
-
-## COUPDAYSNC
-
-The function `COUPDAYSNC` returns the number of days from the settlement date to the next coupon date.
-
-**Syntax:**
-
-_COUPDAYSNC(settlement, maturity, frequency, [basis])_
-
-**Where:**
-
-* settlement: The security's settlement date.
-
-* maturity: The security's maturity date.
-
-* frequency: The number of coupon payments per year (1 for annual, 2 for semiannual, 4 for quarterly).
-
-* basis (Optional): The day count basis to use (default is 0: US (NASD) 30/360):
-
-  * 0 or omitted: US (NASD) 30/360
-
-  * 1: Actual/actual
-
-  * 2: Actual/360
-
-  * 3: Actual/365
-
-  * 4: European 30/360
-
-**Remarks:**
-
-* Dates are stored as serial numbers. For example, January 1, 1900 is 1, and January 1, 2008 is 39448.
-
-* If settlement or maturity is not valid, `COUPDAYSNC` returns `#VALUE!`.
-
-* If frequency is any number other than 1, 2, or 4, `COUPDAYSNC` returns `#NUM!`.
-
-* If basis is outside the range 0-4, it returns `#NUM!`.
-
-* If settlement is greater than or equal to maturity, it returns `#NUM!`.
-
-
-
-## COUPPCD
-
-The function `COUPPCD` returns a number that represents the previous coupon date before the settlement date.
-
-**Syntax:**
-
-_COUPPCD(settlement, maturity, frequency, [basis])_
-
-**Where:**
-
-* settlement: The security's settlement date.
-
-* maturity: The security's maturity date.
-
-* frequency: The number of coupon payments per year (1 for annual, 2 for semiannual, 4 for quarterly).
-
-* basis (Optional): The day count basis to use (default is 0: US (NASD) 30/360):
-
-  * 0 or omitted: US (NASD) 30/360
-
-  * 1: Actual/actual
-
-  * 2: Actual/360
-
-  * 3: Actual/365
-
-  * 4: European 30/360
-
-**Remarks:**
-
-* Dates are stored as serial numbers. For example, January 1, 1900 is 1, and January 1, 2008 is 39448.
-
-* If settlement or maturity is not valid, `COUPPCD` returns `#VALUE!`.
-
-* If frequency is any number other than 1, 2, or 4, `COUPPCD` returns `#NUM!`.
-
-* If basis is outside the range 0-4, it returns `#NUM!`.
-
-* If settlement is greater than or equal to maturity, it returns `#NUM!`.
-
-
-
-## COUPNCD
-
-The function `COUPNCD` returns a number that represents the next coupon date after the settlement date.
-
-**Syntax:**
-
-_COUPNCD(settlement, maturity, frequency, [basis])_
-
-**Where:**
-
-* settlement: The security's settlement date.
-
-* maturity: The security's maturity date.
-
-* frequency: The number of coupon payments per year (1 for annual, 2 for semiannual, 4 for quarterly).
-
-* basis (Optional): The day count basis to use (default is 0: US (NASD) 30/360):
-
-  * 0 or omitted: US (NASD) 30/360
-
-  * 1: Actual/actual
-
-  * 2: Actual/360
-
-  * 3: Actual/365
-
-  * 4: European 30/360
-
-**Remarks:**
-
-* Dates are stored as serial numbers. For example, January 1, 1900 is 1, and January 1, 2008 is 39448.
-
-* If settlement or maturity is not valid, `COUPNCD` returns `#VALUE!`.
-
-* If frequency is any number other than 1, 2, or 4, `COUPNCD` returns `#NUM!`.
-
-* If basis is outside the range 0-4, it returns `#NUM!`.
-
-* If settlement is greater than or equal to maturity, it returns `#NUM!`.
-
-
-
-## COUPNUM
-
-The function `COUPNUM` returns the number of coupons payable between the settlement date and maturity date, rounded up to the nearest whole coupon.
-
-**Syntax:**
-
-_COUPNUM(settlement, maturity, frequency, [basis])_
-
-**Where:**
-
-* settlement: The security's settlement date.
-
-* maturity: The security's maturity date.
-
-* frequency: The number of coupon payments per year (1 for annual, 2 for semiannual, 4 for quarterly).
-
-* basis (Optional): The day count basis to use (default is 0: US (NASD) 30/360):
-
-  * 0 or omitted: US (NASD) 30/360
-
-  * 1: Actual/actual
-
-  * 2: Actual/360
-
-  * 3: Actual/365
-
-  * 4: European 30/360
-
-**Remarks:**
-
-* Dates are stored as serial numbers. For example, January 1, 1900 is 1, and January 1, 2008 is 39448.
-
-* If settlement or maturity is not valid, `COUPNUM` returns `#VALUE!`.
-
-* If frequency is any number other than 1, 2, or 4, `COUPNUM` returns `#NUM!`.
-
-* If basis is outside the range 0-4, `COUPNUM` returns `#NUM!`.
-
-* If settlement is greater than or equal to maturity, `COUPNUM` returns `#NUM!`.
-
+* Basis    :    The type of specifies the day count basis to used in the calculation.