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 |