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)jrvFinance_1.4.3.zip(r-4.6)jrvFinance_1.4.3.zip(r-4.5)
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✨
card.svg |card.png
jrvFinance/json (API)
NEWS

# 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:

Conda:

5.99 score 13 stars 1 packages 50 scripts 670 downloads 30 exports 0 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK97
source / vignettesOK158
linux-release-x86_64OK115
macos-release-arm64OK125
macos-oldrel-arm64OK176
windows-develOK71
windows-releaseOK72
windows-oldrelOK67
wasm-releaseOK92

Exports:annuity.fvannuity.instalmentannuity.instalment.breakupannuity.periodsannuity.pvannuity.ratebisection.rootbond.durationbond.durationsbond.pricebond.pricesbond.TCFbond.yieldbond.yieldscoupons.datescoupons.ncoupons.nextcoupons.prevdaycount.30.360daycount.actualdurationedateequiv.rateGenBSGenBSImpliedirrirr.solvenewton.raphson.rootnpvyearFraction

Dependencies:

jrvFinance Usage

Jayanth R. Varma

Rendered fromjrvFinance-demo.Rmdusingknitr::rmarkdownon May 08 2026.

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