NPV {DescTools} | R Documentation |
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.
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)
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 |
The one period returns are calculated as
r_t = \frac{D_t+K_t-K_t-1}{K_t-1}
a numeric value
Andri Signorell <andri@signorell.net>
# 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))