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https://github.com/felixfan/FinCal
Package for time value of money calculation, time series analysis and computational finance
https://github.com/felixfan/FinCal
Last synced: 3 months ago
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Package for time value of money calculation, time series analysis and computational finance
- Host: GitHub
- URL: https://github.com/felixfan/FinCal
- Owner: felixfan
- Created: 2013-09-24T06:25:02.000Z (about 11 years ago)
- Default Branch: master
- Last Pushed: 2023-08-06T16:39:13.000Z (over 1 year ago)
- Last Synced: 2024-07-18T20:37:22.346Z (4 months ago)
- Language: R
- Homepage: http://felixfan.github.io/FinCal/
- Size: 118 KB
- Stars: 21
- Watchers: 6
- Forks: 13
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
- awesome-quant - FinCal - Package for time value of money calculation, time series analysis and computational finance. (R / Financial Instruments and Pricing)
- awesome-quant - FinCal - Package for time value of money calculation, time series analysis and computational finance. (R / Financial Instruments and Pricing)
README
[](https://github.com/ellerbrock/open-source-badge/)
[](https://opensource.org/licenses/GPL-3.0/)
[](http://github.com/badges/stability-badges)
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](http://felixfan.github.io/FinCal/)
```
install.packages("FinCal",dependencies=TRUE) # from CRAN
```
or
```
library("devtools")
install_github("felixfan/FinCal") # from GitHub
```
```r
library(FinCal)
```
Functions available:
```r
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](http://felixfan.github.io/FinCal-example-0.6/)
# Citations
* Yanhui Fan. (2016) FinCal: package for time value of money calculation, time series analysis and computational finance. Zenodo. [](https://zenodo.org/badge/latestdoi/5810/felixfan/FinCal)