NPV {DescTools} | R Documentation |

## Short Selection of Financial Mathematical Functions

### Description

Calculate the one period returns, the net present value (`NPV()`

), the internal rate of return (`IRR()`

) of a sequence of payments. `NPVFixBond()`

returns the netpresent value for a fixed-rate bond, `YTM()`

the yield to maturity for a bond.

### Usage

```
OPR(K, D = NULL, log = FALSE)
NPV(i, cf, t = seq(along = cf) - 1)
IRR(cf, t = seq(along = cf) - 1, interval = c(-1.5, 1.5), ...)
NPVFixBond(i, Co, RV, n)
YTM(Co, PP, RV, n)
```

### Arguments

`i` |
the interest rate |

`cf` |
numeric vector with the payments |

`t` |
periods |

`K` |
the capital at time t |

`D` |
dividend at time t |

`log` |
logical, determining if the simple returns (default) or log returns are to be calculated. |

`interval` |
a vector containing the end-points of the interval to
be searched for the root in the function |

`Co` |
coupon payments of a fixed-rate bond |

`PP` |
purchase price for a fixed-rate bond |

`RV` |
redemption value |

`n` |
the term of the bond, total number of periods |

`...` |
the dots are passed to the |

### Details

The one period returns are calculated as

`r_t = \frac{D_t+K_t-K_t-1}{K_t-1}`

### Value

a numeric value

### Author(s)

Andri Signorell <andri@signorell.net>

### See Also

### Examples

```
# one root
IRR(cf <- c(-900, -250+450-90, 460-100, 500-120, 550-140))
# several IRR solutions
IRR(cf = c(-100, 500, -600))
# no solution
IRR(cf = c(-100, 400, -600))
# negative and huge solution
IRR(cf = c(-100, 1000, -600), interval = c(-1.5, 1000))
```

*DescTools*version 0.99.54 Index]