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

Share:

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

Author
Felix Yanhui Fan <nolanfyh@gmail.com>
Date of publication
2016-07-29 06:40:54
Maintainer
Felix Yanhui Fan <nolanfyh@gmail.com>
License
GPL (>= 2)
Version
0.6.3
URLs

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

Files in this package

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