Nothing
fcl: A Financial Calculator
A financial calculator that provides very fast implementations of common financial indicators using 'Rust' code. It includes functions for bond-related indicators, such as yield to maturity ('YTM'), modified duration, and Macaulay duration, as well as functions for calculating time-weighted and money-weighted rates of return (using 'Modified Dietz' method) for multiple portfolios, given their market values and profit and loss ('PnL') data. 'fcl' is designed to be efficient and accurate for financial analysis and computation. The methods used in this package are based on the following references: <https://en.wikipedia.org/wiki/Modified_Dietz_method>, <https://en.wikipedia.org/wiki/Time-weighted_return>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Xianying Tan [aut, cre] (<https://orcid.org/0000-0002-6072-3521>), Raymon Mina [ctb] (find_root.rs, xirr.rs), The authors of the dependency Rust crates [ctb] (see inst/AUTHORS file for details) |
| Maintainer | Xianying Tan <shrektan@126.com> |
| License | MIT + file LICENSE |
| Version | 0.1.3 |
| URL | https://github.com/shrektan/fcl https://shrektan.github.io/fcl/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the fcl package in your browser
Any scripts or data that you put into this service are public.
