ODDLPRICE

25 oddlprice_fn "ODDLPRICE" (7, 8) [V "settlement", V "maturity", V "last_interest", V "rate", V "yld", V "redemption", V "frequency", V "basis"] |s, a, sv| {
    let dates = [date_1900(s, a, 0, sv)?, date_1900(s, a, 1, sv)?, date_1900(s, a, 2, sv)?];
    odd_out(s, odd::oddlprice_kernel(dates[0], dates[1], dates[2], num(s, a, 3)?, num(s, a, 4)?, num(s, a, 5)?, num(s, a, 6)?, basis(s, a, 7)?))
}

pub fn oddlprice_kernel(
    settlement: f64,
    maturity: f64,
    last_interest: f64,
    rate: f64,
    yld: f64,
    redemption: f64,
    frequency: f64,
    basis: Option<f64>,
) -> Result<f64, OddBondEvalError> {
    validate_positive_inputs(&[
        settlement,
        maturity,
        last_interest,
        rate,
        yld,
        redemption,
        frequency,
    ])?;
    if rate < 0.0 || yld < 0.0 || redemption <= 0.0 {
        return Err(OddBondEvalError::Domain(WorksheetErrorCode::Num));
    }
    let settlement = parse_date_serial(settlement)?;
    let maturity = parse_date_serial(maturity)?;
    let last_interest = parse_date_serial(last_interest)?;
    let frequency = parse_frequency(frequency)?;
    let basis = parse_basis(basis.unwrap_or(0.0))?;
    if !(last_interest < settlement && settlement < maturity) {
        return Err(OddBondEvalError::Domain(WorksheetErrorCode::Num));
    }

    let months_per_coupon = 12 / frequency;
    let mut nc = 0i64;
    let mut cursor = last_interest;
    while cursor < maturity {
        cursor = add_months_clamped(cursor, months_per_coupon)
            .ok_or(OddBondEvalError::Domain(WorksheetErrorCode::Num))?;
        nc += 1;
        if nc > 64 {
            return Err(OddBondEvalError::Domain(WorksheetErrorCode::Num));
        }
    }
    let mut early_coupon = last_interest;
    let mut dcnl = 0.0;
    let mut anl = 0.0;
    let mut dscnl = 0.0;
    for index in 1..=nc {
        let late_coupon = add_months_clamped(early_coupon, months_per_coupon)
            .ok_or(OddBondEvalError::Domain(WorksheetErrorCode::Num))?;
        let nl = day_count_non_negative_with_us_hack(early_coupon, late_coupon, basis)?;
        if nl <= 0.0 {
            return Err(OddBondEvalError::Domain(WorksheetErrorCode::Num));
        }
        let dci = if index < nc {
            nl
        } else {
            day_count_non_negative_with_us_hack(early_coupon, maturity, basis)?
        };
        let a = if late_coupon < settlement {
            dci
        } else if early_coupon < settlement {
            day_count_non_negative(early_coupon, settlement, basis)?
        } else {
            0.0
        };
        let start_date = settlement.max(early_coupon);
        let end_date = maturity.min(late_coupon);
        let dsc = day_count_non_negative(start_date, end_date, basis)?;
        early_coupon = late_coupon;
        dcnl += dci / nl;
        anl += a / nl;
        dscnl += dsc / nl;
    }
    if dscnl <= 0.0 {
        return Err(OddBondEvalError::Domain(WorksheetErrorCode::Num));
    }
    let x = 100.0 * rate / frequency as f64;
    let term1 = dcnl * x + redemption;
    let term2 = dscnl * yld / frequency as f64 + 1.0;
    let term3 = anl * x;
    let price = term1 / term2 - term3;
    if price.is_finite() {
        Ok(price)
    } else {
        Err(OddBondEvalError::Domain(WorksheetErrorCode::Num))
    }
}