Time Value of Money, Time Series Analysis and Computational Finance

Package for time value of money calculation, time series analysis and computational finance.

Examples of using FinCal

Created on Fri Jul 19 2013
Updated on Mon May 12 15:57:11 2014

FinCal -- Time Value of Money, time series analysis and Computational Finance

FinCal is available on [CRAN] (http://cran.r-project.org/web/packages/FinCal/) and GitHub

install.packages("FinCal",dependencies=TRUE) # from CRAN

or

library("devtools")
install_github("felixfan/FinCal") # from GitHub

library(FinCal)

Functions available:

ls("package:FinCal")

 [1] "bdy"                   "bdy2mmy"              
 [3] "candlestickChart"      "cash.ratio"           
 [5] "coefficient.variation" "cogs"                 
 [7] "current.ratio"         "ddb"                  
 [9] "debt.ratio"            "diluted.EPS"          
[11] "discount.rate"         "ear"                  
[13] "ear.continuous"        "ear2bey"              
[15] "ear2hpr"               "EIR"                  
[17] "EPS"                   "financial.leverage"   
[19] "fv"                    "fv.annuity"           
[21] "fv.simple"             "fv.uneven"            
[23] "geometric.mean"        "get.ohlc.google"      
[25] "get.ohlc.yahoo"        "get.ohlcs.google"     
[27] "get.ohlcs.yahoo"       "gpm"                  
[29] "harmonic.mean"         "hpr"                  
[31] "hpr2bey"               "hpr2ear"              
[33] "hpr2mmy"               "irr"                  
[35] "iss"                   "lineChart"            
[37] "lineChartMult"         "lt.d2e"               
[39] "mmy2hpr"               "n.period"             
[41] "npm"                   "npv"                  
[43] "pmt"                   "pv"                   
[45] "pv.annuity"            "pv.perpetuity"        
[47] "pv.simple"             "pv.uneven"            
[49] "quick.ratio"           "r.continuous"         
[51] "r.norminal"            "r.perpetuity"         
[53] "sampling.error"        "SFRatio"              
[55] "Sharpe.ratio"          "slde"                 
[57] "total.d2e"             "twrr"                 
[59] "volumeChart"           "was"                  
[61] "wpr"                  

Getting help on a function (e.g., pv)

help{pv}    # display the documentation for the function
args{pv}    # see arguments of the function
example{pv} # see example of using the function

• Examples for version 0.1 -0.6

Citations

• Yanhui Fan. (2016) FinCal: package for time value of money calculation, time series analysis and computational finance. Zenodo.