Package: FinCal 0.6.4

FinCal: Time Value of Money, Time Series Analysis and Computational Finance

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

Authors:Felix Yanhui Fan <[email protected]>

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FinCal.pdf |FinCal.html✨
FinCal/json (API)
NEWS

# Install 'FinCal' in R:
install.packages('FinCal', repos = c('https://felixfan.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/felixfan/fincal/issues

On CRAN:

62 exports 21 stars 2.35 score 35 dependencies 1 dependents 1 mentions 211 scripts 1.2k downloads

Last updated 7 years agofrom:3573a714f4. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 30 2024
R-4.5-winOKAug 30 2024
R-4.5-linuxOKAug 30 2024
R-4.4-winOKAug 30 2024
R-4.4-macOKAug 30 2024
R-4.3-winOKAug 30 2024
R-4.3-macOKAug 30 2024

Exports:bdybdy2mmycandlestickChartcash.ratiocoefficient.variationcogscurrent.ratioddbdebt.ratiodiluted.EPSdiscount.rateearear.continuousear2beyear2hprEIREPSfinancial.leveragefvfv.annuityfv.simplefv.unevengeometric.meanget.ohlc.googleget.ohlc.yahooget.ohlcs.googleget.ohlcs.yahoogpmharmonic.meanhprhpr2beyhpr2earhpr2mmyirrirr2isslineChartlineChartMultlt.d2emmy2hprn.periodnpmnpvpmtpvpv.annuitypv.perpetuitypv.simplepv.unevenquick.ratior.continuousr.norminalr.perpetuitysampling.errorSFRatioSharpe.ratiosldetotal.d2etwrrvolumeChartwaswpr

Dependencies:bitopsclicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRCurlreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Computing bank discount yield (BDY) for a T-billbdy
Computing money market yield (MMY) for a T-billbdy2mmy
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.candlestickChart
cash ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.cash.ratio
Computing Coefficient of variationcoefficient.variation
Cost of goods sold and ending inventory under three methods (FIFO,LIFO,Weighted average)cogs
current ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.current.ratio
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.ddb
debt ratio - Solvency ratios measure the firm's ability to satisfy its long-term obligations.debt.ratio
diluted Earnings Per Sharediluted.EPS
Computing the rate of return for each perioddiscount.rate
Convert stated annual rate to the effective annual rateear
Convert stated annual rate to the effective annual rate with continuous compoundingear.continuous
bond-equivalent yield (BEY), 2 x the semiannual discount rateear2bey
Computing HPR, the holding period returnear2hpr
Equivalent/proportional Interest RatesEIR
Basic Earnings Per ShareEPS
financial leverage - Solvency ratios measure the firm's ability to satisfy its long-term obligations.financial.leverage
Estimate future value (fv)fv
Estimate future value of an annuityfv.annuity
Estimate future value (fv) of a single sumfv.simple
Computing the future value of an uneven cash flow seriesfv.uneven
Geometric mean returngeometric.mean
Download stock prices from Google Finance (open, high, low, close, volume)get.ohlc.google
Download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)get.ohlc.yahoo
Batch download stock prices from Google Finance (open, high, low, close, volume)get.ohlcs.google
Batch download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)get.ohlcs.yahoo
gross profit margin - Evaluate a company's financial performancegpm
harmonic mean, average priceharmonic.mean
Computing HPR, the holding period returnhpr
bond-equivalent yield (BEY), 2 x the semiannual discount ratehpr2bey
Convert holding period return to the effective annual ratehpr2ear
Computing money market yield (MMY) for a T-billhpr2mmy
Computing IRR, the internal rate of returnirr
Computing IRR, the internal rate of returnirr2
calculate the net increase in common shares from the potential exercise of stock options or warrantsiss
Technical analysts - Line charts: show prices for each period as a continuous linelineChart
Technical analysts - Line charts: show prices for each period as a continuous line for multiple stockslineChartMult
long-term debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.lt.d2e
Computing HPR, the holding period returnmmy2hpr
Estimate the number of periodsn.period
net profit margin - Evaluate a company's financial performancenpm
Computing NPV, the PV of the cash flows less the initial (time = 0) outlaynpv
Estimate period paymentpmt
Estimate present value (pv)pv
Estimate present value (pv) of an annuitypv.annuity
Estimate present value of a perpetuitypv.perpetuity
Estimate present value (pv) of a single sumpv.simple
Computing the present value of an uneven cash flow seriespv.uneven
quick ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.quick.ratio
Convert a given norminal rate to a continuous compounded rater.continuous
Convert a given continuous compounded rate to a norminal rater.norminal
Rate of return for a perpetuityr.perpetuity
Computing Sampling errorsampling.error
Computing Roy's safety-first ratioSFRatio
Computing Sharpe RatioSharpe.ratio
Depreciation Expense Recognition - Straight-line depreciation (SL) allocates an equal amount of depreciation each year over the asset's useful lifeslde
total debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.total.d2e
Computing TWRR, the time-weighted rate of returntwrr
Technical analysts - Volume charts: show each period's volume as a vertical linevolumeChart
calculate weighted average shares - weighted average number of common shareswas
Weighted mean as a portfolio returnwpr