yield.time: Time Weighted Yield
In FinancialMath: Financial Mathematics for Actuaries
Description
Usage
Arguments
Details
Value
Note
Author(s)
See Also
Examples
Description
Calculates the time weighted yield.
Usage
1
yield.time(cf,bal)
Arguments
cf
vector of cash flows
bal
vector of balances
Details
i^{tw}=∏_{k=1}^n (\frac{bal_{1+k}}{bal_k+cf_k})-1
Value
The time weighted yield.
Note
Length of cash flows must be one less than the length of balances.
If lengths are equal, it will not use final cash flow.
Author(s)
Kameron Penn and Jack Schmidt
See Also
Examples
1
yield.time(cf=c(0,200,100,50),bal=c(1000,800,1150,1550,1700))
FinancialMath documentation built on May 1, 2019, 11:16 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value Note Author(s) See Also Examples
Description
Calculates the time weighted yield.
Usage
1 | yield.time(cf,bal)
|
Arguments
cf |
vector of cash flows |
bal |
vector of balances |
Details
i^{tw}=∏_{k=1}^n (\frac{bal_{1+k}}{bal_k+cf_k})-1
Value
The time weighted yield.
Note
Length of cash flows must be one less than the length of balances.
If lengths are equal, it will not use final cash flow.
Author(s)
Kameron Penn and Jack Schmidt
See Also
Examples
1 | yield.time(cf=c(0,200,100,50),bal=c(1000,800,1150,1550,1700))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.