| Title: | Time Value of Money, Time Series Analysis and Computational Finance |
| Description: | Package for time value of money calculation, time series analysis and computational finance. |
| Version: | 0.6.3 |
| Date: | 2016-07-27 |
| Author: | Felix Yanhui Fan <nolanfyh@gmail.com> |
| Imports: | ggplot2, reshape2, RCurl |
| Maintainer: | Felix Yanhui Fan <nolanfyh@gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://felixfan.github.io/FinCal/ |
| RoxygenNote: | 5.0.1 |
| NeedsCompilation: | no |
| Packaged: | 2016-07-29 03:22:16 UTC; alicefelix |
| Repository: | CRAN |
| Date/Publication: | 2016-07-29 06:40:54 |
Equivalent/proportional Interest Rates
Description
An interest rate to be applied n times p.a. can be converted to an equivalent rate to be applied p times p.a.
Usage
EIR(r, n = 1, p = 12, type = c("e", "p"))
Arguments
r |
interest rate to be applied n times per year (r is annual rate!) |
n |
times that the interest rate r were compounded per year |
p |
times that the equivalent rate were compounded per year |
type |
equivalent interest rates ('e',default) or proportional interest rates ('p') |
Examples
# monthly interest rat equivalent to 5% compounded per year
EIR(r=0.05,n=1,p=12)
# monthly interest rat equivalent to 5% compounded per half year
EIR(r=0.05,n=2,p=12)
# monthly interest rat equivalent to 5% compounded per quarter
EIR(r=0.05,n=4,p=12)
# annual interest rate equivalent to 5% compounded per month
EIR(r=0.05,n=12,p=1)
# this is equivalent to
ear(r=0.05,m=12)
# quarter interest rate equivalent to 5% compounded per year
EIR(r=0.05,n=1,p=4)
# quarter interest rate equivalent to 5% compounded per month
EIR(r=0.05,n=12,p=4)
# monthly proportional interest rate which is equivalent to a simple annual interest
EIR(r=0.05,p=12,type='p')
Basic Earnings Per Share
Description
Basic Earnings Per Share
Usage
EPS(ni, pd, w)
Arguments
ni |
net income |
pd |
preferred dividends |
w |
weighted average number of common shares outstanding |
See Also
Examples
EPS(ni=10000,pd=1000,w=11000)
Computing Roy's safety-first ratio
Description
Computing Roy's safety-first ratio
Usage
SFRatio(rp, rl, sd)
Arguments
rp |
portfolio return |
rl |
threshold level return |
sd |
standard deviation of portfolio retwns |
See Also
Examples
SFRatio(rp=0.09,rl=0.03,sd=0.12)
Computing Sharpe Ratio
Description
Computing Sharpe Ratio
Usage
Sharpe.ratio(rp, rf, sd)
Arguments
rp |
portfolio return |
rf |
risk-free return |
sd |
standard deviation of portfolio retwns |
See Also
Examples
Sharpe.ratio(rp=0.038,rf=0.015,sd=0.07)
Computing bank discount yield (BDY) for a T-bill
Description
Computing bank discount yield (BDY) for a T-bill
Usage
bdy(d, f, t)
Arguments
d |
the dollar discount, which is equal to the difference between the face value of the bill and the purchase price |
f |
the face value (par value) of the bill |
t |
number of days remaining until maturity |
See Also
Examples
bdy(d=1500,f=100000,t=120)
Computing money market yield (MMY) for a T-bill
Description
Computing money market yield (MMY) for a T-bill
Usage
bdy2mmy(bdy, t)
Arguments
bdy |
bank discount yield |
t |
number of days remaining until maturity |
See Also
Examples
bdy2mmy(bdy=0.045,t=120)
Technical analysts - Candlestick chart: show prices for each period as a continuous line. The box is clear if the closing price is higher than the opening price, or filled red if the closing is lower than the opening price.
Description
Technical analysts - Candlestick chart: show prices for each period as a continuous line. The box is clear if the closing price is higher than the opening price, or filled red if the closing is lower than the opening price.
Usage
candlestickChart(ohlc, start = NULL, end = NULL, main = "", ...)
Arguments
ohlc |
output from get.ohlc.yahoo or get.ohlc.google |
start |
start date to plot, if not specified, all date in ohlc will be included |
end |
end date to plot |
main |
an overall title for the plot |
... |
Arguments to be passed to ggplot |
See Also
Examples
# google <- get.ohlc.yahoo("GOOG",start="2013-07-01",end="2013-08-01"); candlestickChart(google)
# apple <- get.ohlc.google("AAPL",start="2013-07-01",end="2013-08-01"); candlestickChart(apple)
cash ratio – Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
Description
cash ratio – Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
Usage
cash.ratio(cash, ms, cl)
Arguments
cash |
cash |
ms |
marketable securities |
cl |
current liabilities |
See Also
Examples
cash.ratio(cash=3000,ms=2000,cl=2000)
Computing Coefficient of variation
Description
Computing Coefficient of variation
Usage
coefficient.variation(sd, avg)
Arguments
sd |
standard deviation |
avg |
average value |
See Also
Examples
coefficient.variation(sd=0.15,avg=0.39)
Cost of goods sold and ending inventory under three methods (FIFO,LIFO,Weighted average)
Description
Cost of goods sold and ending inventory under three methods (FIFO,LIFO,Weighted average)
Usage
cogs(uinv, pinv, units, price, sinv, method = "FIFO")
Arguments
uinv |
units of beginning inventory |
pinv |
prince of beginning inventory |
units |
nx1 vector of inventory units. inventory purchased ordered by time (from first to last) |
price |
nx1 vector of inventory price. same order as units |
sinv |
units of sold inventory |
method |
inventory methods: FIFO (first in first out, permitted under both US and IFRS), LIFO (late in first out, US only), WAC (weighted average cost,US and IFRS) |
Examples
cogs(uinv=2,pinv=2,units=c(3,5),price=c(3,5),sinv=7,method="FIFO")
cogs(uinv=2,pinv=2,units=c(3,5),price=c(3,5),sinv=7,method="LIFO")
cogs(uinv=2,pinv=2,units=c(3,5),price=c(3,5),sinv=7,method="WAC")
current ratio – Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
Description
current ratio – Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
Usage
current.ratio(ca, cl)
Arguments
ca |
current assets |
cl |
current liabilities |
See Also
Examples
current.ratio(ca=8000,cl=2000)
Depreciation Expense Recognition – double-declining balance (DDB), the most common declining balance method, which applies two times the straight-line rate to the declining balance.
Description
Depreciation Expense Recognition – double-declining balance (DDB), the most common declining balance method, which applies two times the straight-line rate to the declining balance.
Usage
ddb(cost, rv, t)
Arguments
cost |
cost of long-lived assets |
rv |
residual value of the long-lived assets at the end of its useful life. DDB does not explicitly use the asset's residual value in the calculations, but depreciation ends once the estimated residual value has been reached. If the asset is expected to have no residual value, the DB method will never fully depreciate it, so the DB method is typically changed to straight-line at some point in the asset's life. |
t |
length of the useful life |
See Also
Examples
ddb(cost=1200,rv=200,t=5)
debt ratio – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Description
debt ratio – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Usage
debt.ratio(td, ta)
Arguments
td |
total debt |
ta |
total assets |
See Also
Examples
debt.ratio(td=6000,ta=20000)
diluted Earnings Per Share
Description
diluted Earnings Per Share
Usage
diluted.EPS(ni, pd, cpd = 0, cdi = 0, tax = 0, w, cps = 0, cds = 0,
iss = 0)
Arguments
ni |
net income |
pd |
preferred dividends |
cpd |
dividends on convertible preferred stock |
cdi |
interest on convertible debt |
tax |
tax rate |
w |
weighted average number of common shares outstanding |
cps |
shares from conversion of convertible preferred stock |
cds |
shares from conversion of convertible debt |
iss |
shares issuable from stock options |
See Also
Examples
diluted.EPS(ni=115600,pd=10000,cdi=42000,tax=0.4,w=200000,cds=60000)
diluted.EPS(ni=115600,pd=10000,cpd=10000,w=200000,cps=40000)
diluted.EPS(ni=115600,pd=10000,w=200000,iss=2500)
diluted.EPS(ni=115600,pd=10000,cpd=10000,cdi=42000,tax=0.4,w=200000,cps=40000,cds=60000,iss=2500)
Computing the rate of return for each period
Description
Computing the rate of return for each period
Usage
discount.rate(n, pv, fv, pmt, type = 0)
Arguments
n |
number of periods |
pv |
present value |
fv |
future value |
pmt |
payment per period |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
discount.rate(n=5,pv=0,fv=600,pmt=-100,type=0)
Convert stated annual rate to the effective annual rate
Description
Convert stated annual rate to the effective annual rate
Usage
ear(r, m)
Arguments
r |
stated annual rate |
m |
number of compounding periods per year |
See Also
Examples
ear(r=0.12,m=12)
ear(0.04,365)
Convert stated annual rate to the effective annual rate with continuous compounding
Description
Convert stated annual rate to the effective annual rate with continuous compounding
Usage
ear.continuous(r)
Arguments
r |
stated annual rate |
See Also
Examples
ear.continuous(r=0.1)
ear.continuous(0.03)
bond-equivalent yield (BEY), 2 x the semiannual discount rate
Description
bond-equivalent yield (BEY), 2 x the semiannual discount rate
Usage
ear2bey(ear)
Arguments
ear |
effective annual rate |
See Also
Examples
ear2bey(ear=0.08)
Computing HPR, the holding period return
Description
Computing HPR, the holding period return
Usage
ear2hpr(ear, t)
Arguments
ear |
effective annual rate |
t |
number of days remaining until maturity |
See Also
Examples
ear2hpr(ear=0.05039,t=150)
financial leverage – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Description
financial leverage – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Usage
financial.leverage(te, ta)
Arguments
te |
total equity |
ta |
total assets |
See Also
Examples
financial.leverage(te=16000,ta=20000)
Estimate future value (fv)
Description
Estimate future value (fv)
Usage
fv(r, n, pv = 0, pmt = 0, type = 0)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
n |
number of periods |
pv |
present value |
pmt |
payment per period |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
fv(0.07,10,1000,10)
Estimate future value of an annuity
Description
Estimate future value of an annuity
Usage
fv.annuity(r, n, pmt, type = 0)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
n |
number of periods |
pmt |
payment per period |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
fv.annuity(0.03,12,-1000)
fv.annuity(r=0.03,n=12,pmt=-1000,type=1)
Estimate future value (fv) of a single sum
Description
Estimate future value (fv) of a single sum
Usage
fv.simple(r, n, pv)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
n |
number of periods |
pv |
present value |
See Also
Examples
fv.simple(0.08,10,-300)
fv.simple(r=0.04,n=20,pv=-50000)
Computing the future value of an uneven cash flow series
Description
Computing the future value of an uneven cash flow series
Usage
fv.uneven(r, cf)
Arguments
r |
stated annual rate |
cf |
uneven cash flow |
See Also
Examples
fv.uneven(r=0.1, cf=c(-1000, -500, 0, 4000, 3500, 2000))
Geometric mean return
Description
Geometric mean return
Usage
geometric.mean(r)
Arguments
r |
returns over multiple periods |
Examples
geometric.mean(r=c(-0.0934, 0.2345, 0.0892))
Download stock prices from Google Finance (open, high, low, close, volume)
Description
Download stock prices from Google Finance (open, high, low, close, volume)
Usage
get.ohlc.google(symbol, start = "2013-01-01", end = "today")
Arguments
symbol |
symbol of stock, e.g. AAPL, GOOG, SPX |
start |
start date, e.g., 2013-07-31 |
end |
end date, e.g., 2013-08-06 |
See Also
Examples
# get.ohlc.google(symbol="AAPL")
# get.ohlc.google(symbol="AAPL",start="2013-08-01")
# get.ohlc.google(symbol="AAPL",start="2013-07-01",end="2013-08-01")
Download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)
Description
Download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)
Usage
get.ohlc.yahoo(symbol, start = "firstDay", end = "today", freq = "d")
Arguments
symbol |
symbol of stock, e.g. AAPL, GOOG, SPX |
start |
start date, e.g., 2013-07-31 |
end |
end date, e.g., 2013-08-06 |
freq |
time interval, e.g., d:daily, w:weekly, m:monthly |
See Also
Examples
# get.ohlc.yahoo(symbol="AAPL")
# get.ohlc.yahoo(symbol="AAPL",start="2013-08-01",freq="d")
# get.ohlc.yahoo(symbol="AAPL",start="2013-07-01",end="2013-08-01",freq="w")
Batch download stock prices from Google Finance (open, high, low, close, volume)
Description
Batch download stock prices from Google Finance (open, high, low, close, volume)
Usage
get.ohlcs.google(symbols, start = "2013-01-01", end = "today")
Arguments
symbols |
symbols of stock, e.g. AAPL, GOOG, SPX |
start |
start date, e.g., 2013-07-31 |
end |
end date, e.g., 2013-08-06 |
See Also
Examples
# get.ohlcs.google(symbols=c("AAPL","GOOG","SPY"))
# get.ohlcs.google(symbols=c("AAPL","GOOG","SPY"),start="2013-01-01")
# get.ohlcs.google(symbols=c("AAPL","GOOG","SPY"),start="2013-01-01",end="2013-07-31")
Batch download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)
Description
Batch download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)
Usage
get.ohlcs.yahoo(symbols, start = "firstDay", end = "today", freq = "d")
Arguments
symbols |
symbols of stock, e.g. AAPL, GOOG, SPX |
start |
start date, e.g., 2013-07-31 |
end |
end date, e.g., 2013-08-06 |
freq |
time interval, e.g., d:daily, w:weekly, m:monthly |
See Also
Examples
# get.ohlcs.yahoo(symbols=c("AAPL","GOOG","SPY"),freq="d")
# get.ohlcs.yahoo(symbols=c("AAPL","GOOG","SPY"),start="2013-01-01",freq="m")
gross profit margin – Evaluate a company's financial performance
Description
gross profit margin – Evaluate a company's financial performance
Usage
gpm(gp, rv)
Arguments
gp |
gross profit, equal to revenue minus cost of goods sold (cogs) |
rv |
revenue (sales) |
See Also
Examples
gpm(gp=1000,rv=20000)
harmonic mean, average price
Description
harmonic mean, average price
Usage
harmonic.mean(p)
Arguments
p |
price over multiple periods |
Examples
harmonic.mean(p=c(8,9,10))
Computing HPR, the holding period return
Description
Computing HPR, the holding period return
Usage
hpr(ev, bv, cfr = 0)
Arguments
ev |
ending value |
bv |
beginning value |
cfr |
cash flow received |
See Also
Examples
hpr(ev=33,bv=30,cfr=0.5)
bond-equivalent yield (BEY), 2 x the semiannual discount rate
Description
bond-equivalent yield (BEY), 2 x the semiannual discount rate
Usage
hpr2bey(hpr, t)
Arguments
hpr |
holding period return |
t |
number of month remaining until maturity |
See Also
Examples
hpr2bey(hpr=0.02,t=3)
Convert holding period return to the effective annual rate
Description
Convert holding period return to the effective annual rate
Usage
hpr2ear(hpr, t)
Arguments
hpr |
holding period return |
t |
number of days remaining until maturity |
See Also
Examples
hpr2ear(hpr=0.015228,t=120)
Computing money market yield (MMY) for a T-bill
Description
Computing money market yield (MMY) for a T-bill
Usage
hpr2mmy(hpr, t)
Arguments
hpr |
holding period return |
t |
number of days remaining until maturity |
See Also
Examples
hpr2mmy(hpr=0.01523,t=120)
Computing IRR, the internal rate of return
Description
Computing IRR, the internal rate of return
Usage
irr(cf)
Arguments
cf |
cash flow,the first cash flow is the initial outlay |
See Also
Examples
# irr(cf=c(-5, 1.6, 2.4, 2.8))
Computing IRR, the internal rate of return
Description
This function is the same as irr but can calculate negative value. This function may take a very long time. You can use larger cutoff and larger step to get a less precision irr first. Then based on the result, change from and to, to narrow down the interval, and use a smaller step to get a more precision irr.
Usage
irr2(cf, cutoff = 0.1, from = -1, to = 10, step = 1e-06)
Arguments
cf |
cash flow,the first cash flow is the initial outlay |
cutoff |
threshold to take npv as zero |
from |
smallest irr to try |
to |
largest irr to try |
step |
increment of the irr |
See Also
Examples
# irr2(cf=c(-5, 1.6, 2.4, 2.8))
# irr2(cf=c(-200, 50, 60, -70, 30, 20))
calculate the net increase in common shares from the potential exercise of stock options or warrants
Description
calculate the net increase in common shares from the potential exercise of stock options or warrants
Usage
iss(amp, ep, n)
Arguments
amp |
average market price over the year |
ep |
exercise price of the options or warrants |
n |
number of common shares that the options and warrants can be convened into |
See Also
Examples
iss(amp=20,ep=15,n=10000)
Technical analysts - Line charts: show prices for each period as a continuous line
Description
Technical analysts - Line charts: show prices for each period as a continuous line
Usage
lineChart(ohlc, y = "close", main = "", ...)
Arguments
ohlc |
output from get.ohlc.yahoo or get.ohlc.google |
y |
y coordinates: close, open, high, low or adjusted (yahoo data only) |
main |
an overall title for the plot |
... |
Arguments to be passed to ggplot |
See Also
Examples
# google <- get.ohlc.yahoo("GOOG"); lineChart(google)
# apple <- get.ohlc.google("AAPL"); lineChart(apple)
Technical analysts - Line charts: show prices for each period as a continuous line for multiple stocks
Description
Technical analysts - Line charts: show prices for each period as a continuous line for multiple stocks
Usage
lineChartMult(ohlcs, y = "close", main = "", ...)
Arguments
ohlcs |
output from get.ohlc.yahoo.mult or get.ohlc.google.mult |
y |
y coordinates: close, open, high, low or adjusted (yahoo data only) |
main |
an overall title for the plot |
... |
Arguments to be passed to ggplot |
See Also
Examples
# googapple <- get.ohlcs.yahoo(c("GOOG","AAPL"),start="2013-01-01");
# lineChartMult(googapple)
# googapple <- get.ohlcs.google(c("GOOG","AAPL"),start="2013-01-01");
# lineChartMult(googapple)
long-term debt-to-equity – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Description
long-term debt-to-equity – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Usage
lt.d2e(ltd, te)
Arguments
ltd |
long-term debt |
te |
total equity |
See Also
Examples
lt.d2e(ltd=8000,te=20000)
Computing HPR, the holding period return
Description
Computing HPR, the holding period return
Usage
mmy2hpr(mmy, t)
Arguments
mmy |
money market yield |
t |
number of days remaining until maturity |
See Also
Examples
mmy2hpr(mmy=0.04898,t=150)
Estimate the number of periods
Description
Estimate the number of periods
Usage
n.period(r, pv, fv, pmt, type = 0)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
pv |
present value |
fv |
future value |
pmt |
payment per period |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
n.period(0.1,-10000,60000000,-50000,0)
n.period(r=0.1,pv=-10000,fv=60000000,pmt=-50000,type=1)
net profit margin – Evaluate a company's financial performance
Description
net profit margin – Evaluate a company's financial performance
Usage
npm(ni, rv)
Arguments
ni |
net income |
rv |
revenue (sales) |
See Also
Examples
npm(ni=8000,rv=20000)
Computing NPV, the PV of the cash flows less the initial (time = 0) outlay
Description
Computing NPV, the PV of the cash flows less the initial (time = 0) outlay
Usage
npv(r, cf)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
cf |
cash flow,the first cash flow is the initial outlay |
See Also
Examples
npv(r=0.12, cf=c(-5, 1.6, 2.4, 2.8))
Estimate period payment
Description
Estimate period payment
Usage
pmt(r, n, pv, fv, type = 0)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
n |
number of periods |
pv |
present value |
fv |
future value |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
pmt(0.08,10,-1000,10)
pmt(r=0.08,n=10,pv=-1000,fv=0)
pmt(0.08,10,-1000,10,1)
Estimate present value (pv)
Description
Estimate present value (pv)
Usage
pv(r, n, fv = 0, pmt = 0, type = 0)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
n |
number of periods |
fv |
future value |
pmt |
payment per period |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
pv(0.07,10,1000,10)
pv(r=0.05,n=20,fv=1000,pmt=10,type=1)
Estimate present value (pv) of an annuity
Description
Estimate present value (pv) of an annuity
Usage
pv.annuity(r, n, pmt, type = 0)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
n |
number of periods |
pmt |
payment per period |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
pv.annuity(0.03,12,1000)
pv.annuity(r=0.0425,n=3,pmt=30000)
Estimate present value of a perpetuity
Description
Estimate present value of a perpetuity
Usage
pv.perpetuity(r, pmt, g = 0, type = 0)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
pmt |
payment per period |
g |
growth rate of perpetuity |
type |
payments occur at the end of each period (type=0); payments occur at the beginning of each period (type=1) |
See Also
Examples
pv.perpetuity(r=0.1,pmt=1000,g=0.02)
pv.perpetuity(r=0.1,pmt=1000,type=1)
pv.perpetuity(r=0.1,pmt=1000)
Estimate present value (pv) of a single sum
Description
Estimate present value (pv) of a single sum
Usage
pv.simple(r, n, fv)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
n |
number of periods |
fv |
future value |
See Also
Examples
pv.simple(0.07,10,100)
pv.simple(r=0.03,n=3,fv=1000)
Computing the present value of an uneven cash flow series
Description
Computing the present value of an uneven cash flow series
Usage
pv.uneven(r, cf)
Arguments
r |
discount rate, or the interest rate at which the amount will be compounded each period |
cf |
uneven cash flow |
See Also
Examples
pv.uneven(r=0.1, cf=c(-1000, -500, 0, 4000, 3500, 2000))
quick ratio – Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
Description
quick ratio – Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
Usage
quick.ratio(cash, ms, rc, cl)
Arguments
cash |
cash |
ms |
marketable securities |
rc |
receivables |
cl |
current liabilities |
See Also
Examples
quick.ratio(cash=3000,ms=2000,rc=1000,cl=2000)
Convert a given norminal rate to a continuous compounded rate
Description
Convert a given norminal rate to a continuous compounded rate
Usage
r.continuous(r, m)
Arguments
r |
norminal rate |
m |
number of times compounded each year |
See Also
Examples
r.continuous(0.03,4)
Convert a given continuous compounded rate to a norminal rate
Description
Convert a given continuous compounded rate to a norminal rate
Usage
r.norminal(rc, m)
Arguments
rc |
continuous compounded rate |
m |
number of desired times compounded each year |
See Also
Examples
r.norminal(0.03,1)
r.norminal(0.03,4)
Rate of return for a perpetuity
Description
Rate of return for a perpetuity
Usage
r.perpetuity(pmt, pv)
Arguments
pmt |
payment per period |
pv |
present value |
See Also
Examples
r.perpetuity(pmt=4.5,pv=-75)
Computing Sampling error
Description
Computing Sampling error
Usage
sampling.error(sm, mu)
Arguments
sm |
sample mean |
mu |
population mean |
Examples
sampling.error(sm=0.45, mu=0.5)
Depreciation Expense Recognition – Straight-line depreciation (SL) allocates an equal amount of depreciation each year over the asset's useful life
Description
Depreciation Expense Recognition – Straight-line depreciation (SL) allocates an equal amount of depreciation each year over the asset's useful life
Usage
slde(cost, rv, t)
Arguments
cost |
cost of long-lived assets |
rv |
residual value of the long-lived assets at the end of its useful life |
t |
length of the useful life |
See Also
Examples
slde(cost=1200,rv=200,t=5)
total debt-to-equity – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Description
total debt-to-equity – Solvency ratios measure the firm's ability to satisfy its long-term obligations.
Usage
total.d2e(td, te)
Arguments
td |
total debt |
te |
total equity |
See Also
Examples
total.d2e(td=6000,te=20000)
Computing TWRR, the time-weighted rate of return
Description
Computing TWRR, the time-weighted rate of return
Usage
twrr(ev, bv, cfr)
Arguments
ev |
ordered ending value list |
bv |
ordered beginning value list |
cfr |
ordered cash flow received list |
See Also
Examples
twrr(ev=c(120,260),bv=c(100,240),cfr=c(2,4))
Technical analysts - Volume charts: show each period's volume as a vertical line
Description
Technical analysts - Volume charts: show each period's volume as a vertical line
Usage
volumeChart(ohlc, main = "", ...)
Arguments
ohlc |
output from get.ohlc.yahoo or get.ohlc.google |
main |
an overall title for the plot |
... |
Arguments to be passed to ggplot |
See Also
Examples
# google <- get.ohlc.yahoo("GOOG");
# volumeChart(google)
# apple <- get.ohlc.google("AAPL");
# volumeChart(apple)
calculate weighted average shares – weighted average number of common shares
Description
calculate weighted average shares – weighted average number of common shares
Usage
was(ns, nm)
Arguments
ns |
n x 1 vector vector of number of shares |
nm |
n x 1 vector vector of number of months relate to ns |
See Also
Examples
s=c(10000,2000);m=c(12,6);was(ns=s,nm=m)
s=c(11000,4400,-3000);m=c(12,9,4);was(ns=s,nm=m)
Weighted mean as a portfolio return
Description
Weighted mean as a portfolio return
Usage
wpr(r, w)
Arguments
r |
returns of the individual assets in the portfolio |
w |
corresponding weights associated with each of the individual assets |
Examples
wpr(r=c(0.12, 0.07, 0.03),w=c(0.5,0.4,0.1))