jrvFinance: Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes
Version 1.03

Implements the basic financial analysis functions similar to (but not identical to) what is available in most spreadsheet software. This includes finding the IRR and NPV of regularly spaced cash flows and annuities. Bond pricing and YTM calculations are included. In addition, Black Scholes option pricing and Greeks are also provided.

Browse man pages Browse package API and functions Browse package files

AuthorJayanth Varma [aut, cre]
Date of publication2015-10-06 08:55:35
MaintainerJayanth Varma <jrvarma@iimahd.ernet.in>
LicenseGPL (>= 2)
Version1.03
URL http://github.com/jrvarma/jrvFinance
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("jrvFinance")

Man pages

annuity: Present Value of Annuity and Related Functions
bisection.root: Find zero of a function by bracketing the zero and then using...
bonds: Bond pricing using yield to maturity.
coupons: Bond pricing using yield to maturity.
daycount: Day count and year fraction for bond pricing
duration: Duration and Modified Duration
edate: Shift date by a number of months
equiv.rate: Equivalent Rates under different Compounding Conventions
GenBS: Generalized Black Scholes model for pricing vanilla European...
GenBSImplied: Generalized Black Scholes model implied volatility
irr: Internal Rate of Return
irr.solve: Solve for IRR (internal rate of return) or YTM (yield to...
jrvFinance-package: Basic Finance: NPV/IRR/annuities, bond pricing, Black Scholes
newton.raphson.root: A Newton Raphson root finder: finds x such that f(x) = 0
npv: Net Present Value

Functions

GenBS Man page Source code
GenBSImplied Man page Source code
GenBSImpliedGuess Source code
annuity Man page
annuity.fv Man page Source code
annuity.instalment Man page Source code
annuity.instalment.breakup Man page Source code
annuity.periods Man page Source code
annuity.pv Man page Source code
annuity.rate Man page Source code
bisection.root Man page Source code
bond.TCF Man page Source code
bond.duration Man page Source code
bond.durations Man page Source code
bond.price Man page Source code
bond.prices Man page Source code
bond.yield Man page Source code
bond.yields Man page Source code
bonds Man page
coupons Man page
coupons.dates Man page Source code
coupons.n Man page Source code
coupons.next Man page Source code
coupons.prev Man page Source code
daycount Man page
daycount.30.360 Man page Source code
daycount.actual Man page Source code
duration Man page Source code
edate Man page Source code
equiv.rate Man page Source code
handle.zero.derivative Source code
irr Man page Source code
irr.solve Man page Source code
is.leap.year Source code
jrvFinance Man page
jrvFinance-package Man page
last.day.of.month Source code
newton.raphson.root Man page Source code
npv Man page Source code
rr.warning.msg Source code
yearFraction Man page Source code

Files

inst
inst/doc
inst/doc/index.html
inst/doc/jrvFinance-demo.R
inst/doc/jrvFinance-demo.html
inst/doc/jrvFinance-demo.Rmd
NAMESPACE
R
R/GenBS.R
R/dcf.R
R/solve-irr.R
R/bonds.R
R/daycount.R
R/annuity.R
R/jrvFinance-package.R
vignettes
vignettes/jrvFinance-demo.Rmd
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/GenBSImplied.Rd
man/daycount.Rd
man/equiv.rate.Rd
man/newton.raphson.root.Rd
man/GenBS.Rd
man/bonds.Rd
man/bisection.root.Rd
man/edate.Rd
man/npv.Rd
man/annuity.Rd
man/jrvFinance-package.Rd
man/duration.Rd
man/irr.solve.Rd
man/irr.Rd
man/coupons.Rd
jrvFinance documentation built on May 19, 2017, 5:27 p.m.