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

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.

Author
Jayanth Varma [aut, cre]
Date of publication
2015-10-06 08:55:35
Maintainer
Jayanth Varma <jrvarma@iimahd.ernet.in>
License
GPL (>= 2)
Version
1.03
URLs

View on CRAN

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

Files in this package

jrvFinance
jrvFinance/inst
jrvFinance/inst/doc
jrvFinance/inst/doc/index.html
jrvFinance/inst/doc/jrvFinance-demo.R
jrvFinance/inst/doc/jrvFinance-demo.html
jrvFinance/inst/doc/jrvFinance-demo.Rmd
jrvFinance/NAMESPACE
jrvFinance/R
jrvFinance/R/GenBS.R
jrvFinance/R/dcf.R
jrvFinance/R/solve-irr.R
jrvFinance/R/bonds.R
jrvFinance/R/daycount.R
jrvFinance/R/annuity.R
jrvFinance/R/jrvFinance-package.R
jrvFinance/vignettes
jrvFinance/vignettes/jrvFinance-demo.Rmd
jrvFinance/README.md
jrvFinance/MD5
jrvFinance/build
jrvFinance/build/vignette.rds
jrvFinance/DESCRIPTION
jrvFinance/man
jrvFinance/man/GenBSImplied.Rd
jrvFinance/man/daycount.Rd
jrvFinance/man/equiv.rate.Rd
jrvFinance/man/newton.raphson.root.Rd
jrvFinance/man/GenBS.Rd
jrvFinance/man/bonds.Rd
jrvFinance/man/bisection.root.Rd
jrvFinance/man/edate.Rd
jrvFinance/man/npv.Rd
jrvFinance/man/annuity.Rd
jrvFinance/man/jrvFinance-package.Rd
jrvFinance/man/duration.Rd
jrvFinance/man/irr.solve.Rd
jrvFinance/man/irr.Rd
jrvFinance/man/coupons.Rd