FinCal0.6.3 package

Time Value of Money, Time Series Analysis and Computational Finance

bdy

Computing bank discount yield (BDY) for a T-bill

bdy2mmy

Computing money market yield (MMY) for a T-bill

candlestickChart

Technical analysts - Candlestick chart: show prices for each period as...

cash.ratio

cash ratio -- Liquidity ratios measure the firm's ability to satisfy i...

coefficient.variation

Computing Coefficient of variation

cogs

Cost of goods sold and ending inventory under three methods (FIFO,LIFO...

current.ratio

current ratio -- Liquidity ratios measure the firm's ability to satisf...

ddb

Depreciation Expense Recognition -- double-declining balance (DDB), th...

debt.ratio

debt ratio -- Solvency ratios measure the firm's ability to satisfy it...

diluted.EPS

diluted Earnings Per Share

discount.rate

Computing the rate of return for each period

ear.continuous

Convert stated annual rate to the effective annual rate with continuou...

ear

Convert stated annual rate to the effective annual rate

ear2bey

bond-equivalent yield (BEY), 2 x the semiannual discount rate

ear2hpr

Computing HPR, the holding period return

EIR

Equivalent/proportional Interest Rates

EPS

Basic Earnings Per Share

financial.leverage

financial leverage -- Solvency ratios measure the firm's ability to sa...

fv.annuity

Estimate future value of an annuity

fv

Estimate future value (fv)

fv.simple

Estimate future value (fv) of a single sum

fv.uneven

Computing the future value of an uneven cash flow series

geometric.mean

Geometric mean return

get.ohlc.google

Download stock prices from Google Finance (open, high, low, close, vol...

get.ohlc.yahoo

Download stock prices from Yahoo Finance (open, high, low, close, volu...

get.ohlcs.google

Batch download stock prices from Google Finance (open, high, low, clos...

get.ohlcs.yahoo

Batch download stock prices from Yahoo Finance (open, high, low, close...

gpm

gross profit margin -- Evaluate a company's financial performance

harmonic.mean

harmonic mean, average price

hpr

Computing HPR, the holding period return

hpr2bey

bond-equivalent yield (BEY), 2 x the semiannual discount rate

hpr2ear

Convert holding period return to the effective annual rate

hpr2mmy

Computing money market yield (MMY) for a T-bill

irr

Computing IRR, the internal rate of return

irr2

Computing IRR, the internal rate of return

iss

calculate the net increase in common shares from the potential exercis...

lineChart

Technical analysts - Line charts: show prices for each period as a con...

lineChartMult

Technical analysts - Line charts: show prices for each period as a con...

lt.d2e

long-term debt-to-equity -- Solvency ratios measure the firm's ability...

mmy2hpr

Computing HPR, the holding period return

n.period

Estimate the number of periods

npm

net profit margin -- Evaluate a company's financial performance

npv

Computing NPV, the PV of the cash flows less the initial (time = 0) ou...

pmt

Estimate period payment

pv.annuity

Estimate present value (pv) of an annuity

pv.perpetuity

Estimate present value of a perpetuity

pv

Estimate present value (pv)

pv.simple

Estimate present value (pv) of a single sum

pv.uneven

Computing the present value of an uneven cash flow series

quick.ratio

quick ratio -- Liquidity ratios measure the firm's ability to satisfy ...

r.continuous

Convert a given norminal rate to a continuous compounded rate

r.norminal

Convert a given continuous compounded rate to a norminal rate

r.perpetuity

Rate of return for a perpetuity

sampling.error

Computing Sampling error

SFRatio

Computing Roy's safety-first ratio

Sharpe.ratio

Computing Sharpe Ratio

slde

Depreciation Expense Recognition -- Straight-line depreciation (SL) al...

total.d2e

total debt-to-equity -- Solvency ratios measure the firm's ability to ...

twrr

Computing TWRR, the time-weighted rate of return

volumeChart

Technical analysts - Volume charts: show each period's volume as a ver...

was

calculate weighted average shares -- weighted average number of common...

wpr

Weighted mean as a portfolio return

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