/**
 * Financial Functions — Native RuntimeValue implementation.
 */
import type { RuntimeValue } from "../runtime/values.js";
type NativeFn = (args: RuntimeValue[]) => RuntimeValue;
export declare const fnPMT: NativeFn;
export declare const fnFV: NativeFn;
export declare const fnPV: NativeFn;
export declare const fnNPV: NativeFn;
export declare const fnIRR: NativeFn;
export declare const fnNPER: NativeFn;
export declare const fnRATE: NativeFn;
export declare const fnSLN: NativeFn;
/**
 * SYD — Sum-of-years'-digits depreciation.
 *
 *   SYD(cost, salvage, life, per)
 *
 * The depreciation assigned to period `per` by the sum-of-years'-digits
 * method: `(cost - salvage) * (life - per + 1) * 2 / (life * (life + 1))`.
 * Excel rejects `life = 0` and period outside [1, life] with #NUM!.
 */
export declare const fnSYD: NativeFn;
/**
 * VDB — Variable Declining Balance depreciation.
 *
 *   VDB(cost, salvage, life, start_period, end_period, [factor], [no_switch])
 *
 * Applies declining-balance depreciation (with a default factor of 2
 * for double-declining) between two fractional periods. By default
 * (`no_switch = FALSE`) the method silently switches to straight-line
 * when that yields a larger deduction, matching Excel's documented
 * behaviour. `no_switch = TRUE` forces declining-balance for all
 * periods.
 */
export declare const fnVDB: NativeFn;
export declare const fnDB: NativeFn;
export declare const fnDDB: NativeFn;
export declare const fnIPMT: NativeFn;
export declare const fnPPMT: NativeFn;
/**
 * FVSCHEDULE — future value with a schedule of varying rates.
 *
 *   FVSCHEDULE(principal, schedule)
 *
 * Compounds `principal` through each rate in `schedule`:
 *   FV = principal · ∏(1 + rᵢ)
 *
 * Excel treats blanks in the schedule as zero (no-op compounding) and
 * propagates any error it encounters. Text values produce #VALUE!.
 */
export declare const fnFVSCHEDULE: NativeFn;
/**
 * PDURATION — number of periods required for an investment to reach a
 * specified value.
 *
 *   PDURATION(rate, pv, fv) = (log fv − log pv) / log(1 + rate)
 *
 * Excel requires `rate > 0` and `pv, fv > 0`.
 */
export declare const fnPDURATION: NativeFn;
/**
 * RRI — equivalent interest rate for the growth of an investment.
 *
 *   RRI(nper, pv, fv) = (fv / pv)^(1/nper) − 1
 *
 * Excel requires `nper > 0`, `pv > 0`, `fv >= 0`.
 */
export declare const fnRRI: NativeFn;
export declare const fnEFFECT: NativeFn;
export declare const fnNOMINAL: NativeFn;
export declare const fnXNPV: NativeFn;
export declare const fnXIRR: NativeFn;
export declare const fnMIRR: NativeFn;
export declare const fnISPMT: NativeFn;
export declare const fnCUMPRINC: NativeFn;
export declare const fnCUMIPMT: NativeFn;
export declare const fnDOLLARDE: NativeFn;
export declare const fnDOLLARFR: NativeFn;
export declare const fnDISC: NativeFn;
export declare const fnPRICEDISC: NativeFn;
export declare const fnYIELDDISC: NativeFn;
export declare const fnRECEIVED: NativeFn;
export declare const fnINTRATE: NativeFn;
/**
 * PRICE(settlement, maturity, rate, yield, redemption, frequency, [basis])
 *
 * Price per $100 face value of a security that pays periodic interest.
 * Excel formula (standard case, more than one coupon period remaining):
 *
 *   P = [redemption / (1 + y/f)^(N - 1 + DSC/E)]
 *     + Σ_{k=1..N} [100 * r / f / (1 + y/f)^(k - 1 + DSC/E)]
 *     - 100 * r / f * A/E
 *
 * Where:
 *   f  = frequency
 *   N  = number of coupons from settlement to maturity
 *   DSC = days from settlement to next coupon
 *   E   = days in coupon period containing settlement
 *   A   = days from beginning of coupon period to settlement
 */
export declare const fnPRICE: NativeFn;
/**
 * YIELD(settlement, maturity, rate, pr, redemption, frequency, [basis])
 *
 * Inverse of PRICE: solve numerically for yield such that PRICE(...y) = pr.
 * Uses bracketed bisection in [0, 1] (100% yield upper bound covers all
 * realistic bond scenarios) followed by a light Newton polish.
 */
export declare const fnYIELD: NativeFn;
/**
 * DURATION(settlement, maturity, coupon, yield, frequency, [basis])
 *
 * Macaulay duration of a bond: the weighted average time to cash flows,
 * weighted by present value. Expressed in years.
 */
export declare const fnDURATION: NativeFn;
/**
 * MDURATION — modified duration = DURATION / (1 + yield/frequency).
 */
export declare const fnMDURATION: NativeFn;
/**
 * ACCRINT(issue, first_interest, settlement, rate, par, frequency, [basis], [calc_method])
 *
 * Accrued interest for a security that pays periodic interest.
 * The simplified implementation (calc_method TRUE, the default) treats
 * accrued interest from issue to settlement as par * rate * dcf(issue, settlement, basis).
 */
export declare const fnACCRINT: NativeFn;
/**
 * ACCRINTM(issue, settlement, rate, par, [basis]) — accrued interest
 * for a security that pays interest at maturity.
 *   result = par × rate × dayCountFraction(issue, settlement, basis)
 */
export declare const fnACCRINTM: NativeFn;
/**
 * TBILLPRICE(settlement, maturity, discount) — price per $100 face value.
 *   price = 100 × (1 - discount × DSM / 360)
 * where DSM is days from settlement to maturity.
 */
export declare const fnTBILLPRICE: NativeFn;
/**
 * TBILLYIELD(settlement, maturity, pr) — bond-equivalent yield.
 *   yield = (100 - pr) / pr × (360 / DSM)
 */
export declare const fnTBILLYIELD: NativeFn;
/**
 * TBILLEQ(settlement, maturity, discount) — bond equivalent yield.
 *   TBILLEQ = (365 × discount) / (360 - discount × DSM)
 */
export declare const fnTBILLEQ: NativeFn;
/**
 * PRICEMAT(settlement, maturity, issue, rate, yld, [basis]) —
 * price per $100 face value for a security that pays interest at maturity.
 *
 *   A = DCF(issue, settlement, basis)
 *   DSM = DCF(settlement, maturity, basis)
 *   DIM = DCF(issue, maturity, basis)
 *   price = (100 + DIM × rate × 100) / (1 + DSM × yld) - A × rate × 100
 */
export declare const fnPRICEMAT: NativeFn;
/**
 * YIELDMAT(settlement, maturity, issue, rate, pr, [basis]) —
 * annual yield for a security that pays interest at maturity.
 *
 *   A = DCF(issue, settlement, basis)
 *   DSM = DCF(settlement, maturity, basis)
 *   DIM = DCF(issue, maturity, basis)
 *   yield = ((1 + DIM × rate) / (pr/100 + A × rate) - 1) / DSM
 */
export declare const fnYIELDMAT: NativeFn;
/**
 * COUPNCD(settlement, maturity, frequency, [basis]) — next coupon date
 * after settlement, as an Excel serial.
 */
export declare const fnCOUPNCD: NativeFn;
/**
 * COUPPCD(settlement, maturity, frequency, [basis]) — previous coupon
 * date on or before settlement, as an Excel serial.
 */
export declare const fnCOUPPCD: NativeFn;
/**
 * COUPNUM(settlement, maturity, frequency, [basis]) — number of
 * coupons payable between settlement and maturity, rounded up.
 */
export declare const fnCOUPNUM: NativeFn;
/**
 * COUPDAYSNC(settlement, maturity, frequency, [basis]) — days from
 * settlement to the next coupon date.
 */
export declare const fnCOUPDAYSNC: NativeFn;
/**
 * COUPDAYBS(settlement, maturity, frequency, [basis]) — days from the
 * beginning of the coupon period to settlement.
 */
export declare const fnCOUPDAYBS: NativeFn;
/**
 * COUPDAYS(settlement, maturity, frequency, [basis]) — days in the
 * coupon period that contains settlement.
 */
export declare const fnCOUPDAYS: NativeFn;
export {};