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.

Install the latest version of this package by entering the following in R:

`install.packages("jrvFinance")`

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 |

http://github.com/jrvarma/jrvFinance |

**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

annuity | Man page |

annuity.fv | Man page |

annuity.instalment | Man page |

annuity.instalment.breakup | Man page |

annuity.periods | Man page |

annuity.pv | Man page |

annuity.rate | Man page |

bisection.root | Man page |

bond.duration | Man page |

bond.durations | Man page |

bond.price | Man page |

bond.prices | Man page |

bonds | Man page |

bond.TCF | Man page |

bond.yield | Man page |

bond.yields | Man page |

coupons | Man page |

coupons.dates | Man page |

coupons.n | Man page |

coupons.next | Man page |

coupons.prev | Man page |

daycount | Man page |

daycount.30.360 | Man page |

daycount.actual | Man page |

duration | Man page |

edate | Man page |

equiv.rate | Man page |

GenBS | Man page |

GenBSImplied | Man page |

irr | Man page |

irr.solve | Man page |

jrvFinance | Man page |

jrvFinance-package | Man page |

newton.raphson.root | Man page |

npv | Man page |

yearFraction | Man page |

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
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

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