Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes


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Documentation for package ‘jrvFinance’ version 1.4.3

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