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 <email@example.com>|
|License||GPL (>= 2)|
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