Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes
Present Value of Annuity and Related Functions
Find zero of a function by bracketing the zero and then using bisectio...
Bond pricing using yield to maturity.
Bond pricing using yield to maturity.
Day count and year fraction for bond pricing
Duration and Modified Duration
Shift date by a number of months
Equivalent Rates under different Compounding Conventions
Generalized Black Scholes model for pricing vanilla European options
Generalized Black Scholes model implied volatility
Internal Rate of Return
Solve for IRR (internal rate of return) or YTM (yield to maturity)
Basic Finance: NPV/IRR/annuities, bond pricing, Black Scholes
A Newton Raphson root finder: finds x such that f(x) = 0
Net Present Value
Implements the basic financial analysis functions similar to (but not identical to) what is available in most spreadsheet software. This includes finding the IRR and NPV of regularly spaced cash flows and annuities. Bond pricing and YTM calculations are included. In addition, Black Scholes option pricing and Greeks are also provided.