FinCal: Time Value of Money, Time Series Analysis and Computational Finance

Package for time value of money calculation, time series analysis and computational finance.

AuthorFelix Yanhui Fan <nolanfyh@gmail.com>
Date of publication2016-07-29 06:40:54
MaintainerFelix Yanhui Fan <nolanfyh@gmail.com>
LicenseGPL (>= 2)
Version0.6.3
http://felixfan.github.io/FinCal/

View on CRAN

Man pages

bdy: Computing bank discount yield (BDY) for a T-bill

bdy2mmy: Computing money market yield (MMY) for a T-bill

candlestickChart: Technical analysts - Candlestick chart: show prices for each...

cash.ratio: cash ratio - Liquidity ratios measure the firm's ability to...

coefficient.variation: Computing Coefficient of variation

cogs: Cost of goods sold and ending inventory under three methods...

current.ratio: current ratio - Liquidity ratios measure the firm's ability...

ddb: Depreciation Expense Recognition - double-declining balance...

debt.ratio: debt ratio - Solvency ratios measure the firm's ability to...

diluted.EPS: diluted Earnings Per Share

discount.rate: Computing the rate of return for each period

ear: Convert stated annual rate to the effective annual rate

ear2bey: bond-equivalent yield (BEY), 2 x the semiannual discount rate

ear2hpr: Computing HPR, the holding period return

ear.continuous: Convert stated annual rate to the effective annual rate with...

EIR: Equivalent/proportional Interest Rates

EPS: Basic Earnings Per Share

financial.leverage: financial leverage - Solvency ratios measure the firm's...

fv: Estimate future value (fv)

fv.annuity: Estimate future value of an annuity

fv.simple: Estimate future value (fv) of a single sum

fv.uneven: Computing the future value of an uneven cash flow series

geometric.mean: Geometric mean return

get.ohlc.google: Download stock prices from Google Finance (open, high, low,...

get.ohlcs.google: Batch download stock prices from Google Finance (open, high,...

get.ohlcs.yahoo: Batch download stock prices from Yahoo Finance (open, high,...

get.ohlc.yahoo: Download stock prices from Yahoo Finance (open, high, low,...

gpm: gross profit margin - Evaluate a company's financial...

harmonic.mean: harmonic mean, average price

hpr: Computing HPR, the holding period return

hpr2bey: bond-equivalent yield (BEY), 2 x the semiannual discount rate

hpr2ear: Convert holding period return to the effective annual rate

hpr2mmy: Computing money market yield (MMY) for a T-bill

irr: Computing IRR, the internal rate of return

irr2: Computing IRR, the internal rate of return

iss: calculate the net increase in common shares from the...

lineChart: Technical analysts - Line charts: show prices for each period...

lineChartMult: Technical analysts - Line charts: show prices for each period...

lt.d2e: long-term debt-to-equity - Solvency ratios measure the firm's...

mmy2hpr: Computing HPR, the holding period return

n.period: Estimate the number of periods

npm: net profit margin - Evaluate a company's financial...

npv: Computing NPV, the PV of the cash flows less the initial...

pmt: Estimate period payment

pv: Estimate present value (pv)

pv.annuity: Estimate present value (pv) of an annuity

pv.perpetuity: Estimate present value of a perpetuity

pv.simple: Estimate present value (pv) of a single sum

pv.uneven: Computing the present value of an uneven cash flow series

quick.ratio: quick ratio - Liquidity ratios measure the firm's ability to...

r.continuous: Convert a given norminal rate to a continuous compounded rate

r.norminal: Convert a given continuous compounded rate to a norminal rate

r.perpetuity: Rate of return for a perpetuity

sampling.error: Computing Sampling error

SFRatio: Computing Roy's safety-first ratio

Sharpe.ratio: Computing Sharpe Ratio

slde: Depreciation Expense Recognition - Straight-line depreciation...

total.d2e: total debt-to-equity - Solvency ratios measure the firm's...

twrr: Computing TWRR, the time-weighted rate of return

volumeChart: Technical analysts - Volume charts: show each period's volume...

was: calculate weighted average shares - weighted average number...

wpr: Weighted mean as a portfolio return

Functions

bdy Man page
bdy2mmy Man page
candlestickChart Man page
cash.ratio Man page
coefficient.variation Man page
cogs Man page
current.ratio Man page
ddb Man page
debt.ratio Man page
diluted.EPS Man page
discount.rate Man page
ear Man page
ear2bey Man page
ear2hpr Man page
ear.continuous Man page
EIR Man page
EPS Man page
financial.leverage Man page
fv Man page
fv.annuity Man page
fv.simple Man page
fv.uneven Man page
geometric.mean Man page
get.ohlc.google Man page
get.ohlcs.google Man page
get.ohlcs.yahoo Man page
get.ohlc.yahoo Man page
gpm Man page
harmonic.mean Man page
hpr Man page
hpr2bey Man page
hpr2ear Man page
hpr2mmy Man page
irr Man page
irr2 Man page
iss Man page
lineChart Man page
lineChartMult Man page
lt.d2e Man page
mmy2hpr Man page
n.period Man page
npm Man page
npv Man page
pmt Man page
pv Man page
pv.annuity Man page
pv.perpetuity Man page
pv.simple Man page
pv.uneven Man page
quick.ratio Man page
r.continuous Man page
r.norminal Man page
r.perpetuity Man page
sampling.error Man page
SFRatio Man page
Sharpe.ratio Man page
slde Man page
total.d2e Man page
twrr Man page
volumeChart Man page
was Man page
wpr Man page

Files

FinCal
FinCal/NAMESPACE
FinCal/NEWS
FinCal/R
FinCal/R/pv.annuity.R FinCal/R/pv.R FinCal/R/slde.R FinCal/R/irr2.R FinCal/R/fv.simple.R FinCal/R/SFRatio.R FinCal/R/iss.R FinCal/R/pv.perpetuity.R FinCal/R/ear.continuous.R FinCal/R/get.ohlc.yahoo.R FinCal/R/ear2bey.R FinCal/R/lt.d2e.R FinCal/R/r.norminal.R FinCal/R/lineChart.R FinCal/R/bdy2mmy.R FinCal/R/EPS.R FinCal/R/pv.uneven.R FinCal/R/quick.ratio.R FinCal/R/cogs.R FinCal/R/was.R FinCal/R/pv.simple.R FinCal/R/get.ohlc.google.R FinCal/R/fv.uneven.R FinCal/R/ear2hpr.R FinCal/R/cash.ratio.R FinCal/R/wpr.R FinCal/R/financial.leverage.R FinCal/R/hpr2bey.R FinCal/R/npm.R FinCal/R/bdy.R FinCal/R/Sharpe.ratio.R FinCal/R/r.perpetuity.R FinCal/R/discount.rate.R FinCal/R/total.d2e.R FinCal/R/debt.ratio.R FinCal/R/hpr.R FinCal/R/mmy2hpr.R FinCal/R/sampling.error.R FinCal/R/geometric.mean.R FinCal/R/hpr2mmy.R FinCal/R/EIR.R FinCal/R/gpm.R FinCal/R/npv.R FinCal/R/fv.R FinCal/R/candlestickChart.R FinCal/R/fv.annuity.R FinCal/R/current.ratio.R FinCal/R/volumeChart.R FinCal/R/harmonic.mean.R FinCal/R/lineChartMult.R FinCal/R/ddb.R FinCal/R/hpr2ear.R FinCal/R/get.ohlcs.yahoo.R FinCal/R/irr.R FinCal/R/twrr.R FinCal/R/n.period.R FinCal/R/coefficient.variation.R FinCal/R/diluted.EPS.R FinCal/R/r.continuous.R FinCal/R/ear.R FinCal/R/pmt.R FinCal/R/get.ohlcs.google.R
FinCal/README.md
FinCal/MD5
FinCal/DESCRIPTION
FinCal/man
FinCal/man/pv.uneven.Rd FinCal/man/hpr2mmy.Rd FinCal/man/pv.annuity.Rd FinCal/man/geometric.mean.Rd FinCal/man/iss.Rd FinCal/man/harmonic.mean.Rd FinCal/man/hpr.Rd FinCal/man/cash.ratio.Rd FinCal/man/quick.ratio.Rd FinCal/man/r.perpetuity.Rd FinCal/man/hpr2bey.Rd FinCal/man/cogs.Rd FinCal/man/irr2.Rd FinCal/man/lt.d2e.Rd FinCal/man/EIR.Rd FinCal/man/discount.rate.Rd FinCal/man/get.ohlcs.google.Rd FinCal/man/lineChart.Rd FinCal/man/ear.Rd FinCal/man/mmy2hpr.Rd FinCal/man/EPS.Rd FinCal/man/npv.Rd FinCal/man/diluted.EPS.Rd FinCal/man/pv.simple.Rd FinCal/man/pv.Rd FinCal/man/npm.Rd FinCal/man/SFRatio.Rd FinCal/man/get.ohlc.google.Rd FinCal/man/Sharpe.ratio.Rd FinCal/man/volumeChart.Rd FinCal/man/fv.uneven.Rd FinCal/man/candlestickChart.Rd FinCal/man/r.continuous.Rd FinCal/man/was.Rd FinCal/man/get.ohlcs.yahoo.Rd FinCal/man/n.period.Rd FinCal/man/wpr.Rd FinCal/man/coefficient.variation.Rd FinCal/man/fv.Rd FinCal/man/sampling.error.Rd FinCal/man/total.d2e.Rd FinCal/man/current.ratio.Rd FinCal/man/slde.Rd FinCal/man/fv.simple.Rd FinCal/man/financial.leverage.Rd FinCal/man/lineChartMult.Rd FinCal/man/bdy.Rd FinCal/man/pv.perpetuity.Rd FinCal/man/bdy2mmy.Rd FinCal/man/get.ohlc.yahoo.Rd FinCal/man/pmt.Rd FinCal/man/gpm.Rd FinCal/man/r.norminal.Rd FinCal/man/hpr2ear.Rd FinCal/man/debt.ratio.Rd FinCal/man/ddb.Rd FinCal/man/ear2hpr.Rd FinCal/man/irr.Rd FinCal/man/ear.continuous.Rd FinCal/man/ear2bey.Rd FinCal/man/twrr.Rd FinCal/man/fv.annuity.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.