Man pages for jrvarma/jrvFinance
Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes

annuityPresent Value of Annuity and Related Functions
bisection.rootFind zero of a function by bracketing the zero and then using...
bondsBond pricing using yield to maturity.
couponsBond pricing using yield to maturity.
daycountDay count and year fraction for bond pricing
durationDuration and Modified Duration
edateShift date by a number of months
equiv.rateEquivalent Rates under different Compounding Conventions
GenBSGeneralized Black Scholes model for pricing vanilla European...
GenBSImpliedGeneralized Black Scholes model implied volatility
irrInternal Rate of Return
irr.solveSolve for IRR (internal rate of return) or YTM (yield to...
jrvFinance-packageBasic Finance: NPV/IRR/annuities, bond pricing, Black Scholes
newton.raphson.rootA Newton Raphson root finder: finds x such that f(x) = 0
npvNet Present Value
jrvarma/jrvFinance documentation built on Nov. 6, 2021, 5:12 p.m.