Package: jrvFinance 1.4.3

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.

Authors:Jayanth Varma [aut, cre]

jrvFinance_1.4.3.tar.gz
jrvFinance_1.4.3.zip(r-4.7-any)jrvFinance_1.4.3.zip(r-4.6-any)jrvFinance_1.4.3.zip(r-4.5-any)
jrvFinance_1.4.3.tgz(r-4.6-any)jrvFinance_1.4.3.tgz(r-4.5-any)
jrvFinance_1.4.3.tar.gz(r-4.7-any)jrvFinance_1.4.3.tar.gz(r-4.6-any)
jrvFinance_1.4.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
jrvFinance/json (API)

# Install 'jrvFinance' in R:

install.packages('jrvFinance', repos = c('https://jrvarma.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jrvarma/jrvfinance/issues

On CRAN:

6.04 score 13 stars 1 packages 56 scripts 718 downloads 30 exports 0 dependencies

Last updated from:a35a65a881. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	95
source / vignettes	OK	133
linux-release	OK	92
macos-release	OK	158
macos-oldrel	OK	181
windows-devel	OK	82
windows-release	OK	55
windows-oldrel	OK	51
wasm-release	OK	90

Exports:annuity.fv annuity.instalment annuity.instalment.breakup annuity.periods annuity.pv annuity.rate bisection.root bond.duration bond.durations bond.price bond.prices bond.TCF bond.yield bond.yields coupons.dates coupons.n coupons.next coupons.prev daycount.30.360 daycount.actual duration edate equiv.rate GenBS GenBSImplied irr irr.solve newton.raphson.root npv yearFraction

Dependencies:

jrvFinance Usage

Rendered fromjrvFinance-demo.Rmdusingknitr::rmarkdown

Last update: 2018-06-17
Started: 2015-10-04

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Basic Finance: NPV/IRR/annuities, bond pricing, Black Scholes	jrvFinance-package jrvFinance
Present Value of Annuity and Related Functions	annuity annuity.fv annuity.instalment annuity.instalment.breakup annuity.periods annuity.pv annuity.rate
Find zero of a function by bracketing the zero and then using bisection.	bisection.root
Bond pricing using yield to maturity.	bond.duration bond.durations bond.price bond.prices bond.TCF bond.yield bond.yields bonds
Bond pricing using yield to maturity.	coupons coupons.dates coupons.n coupons.next coupons.prev
Day count and year fraction for bond pricing	daycount daycount.30.360 daycount.actual yearFraction
Duration and Modified Duration	duration
Shift date by a number of months	edate
Equivalent Rates under different Compounding Conventions	equiv.rate
Generalized Black Scholes model for pricing vanilla European options	GenBS
Generalized Black Scholes model implied volatility	GenBSImplied
Internal Rate of Return	irr
Solve for IRR (internal rate of return) or YTM (yield to maturity)	irr.solve
A Newton Raphson root finder: finds x such that f(x) = 0	newton.raphson.root
Net Present Value	npv