Package: fcl 0.1.3

fcl: A Financial Calculator

A financial calculator that provides very fast implementations of common financial indicators using 'Rust' code. It includes functions for bond-related indicators, such as yield to maturity ('YTM'), modified duration, and Macaulay duration, as well as functions for calculating time-weighted and money-weighted rates of return (using 'Modified Dietz' method) for multiple portfolios, given their market values and profit and loss ('PnL') data. 'fcl' is designed to be efficient and accurate for financial analysis and computation. The methods used in this package are based on the following references: <https://en.wikipedia.org/wiki/Modified_Dietz_method>, <https://en.wikipedia.org/wiki/Time-weighted_return>.

Authors:Xianying Tan [aut, cre], Raymon Mina [ctb], The authors of the dependency Rust crates [ctb]

fcl_0.1.3.tar.gz
fcl_0.1.3.zip(r-4.5)fcl_0.1.3.zip(r-4.4)fcl_0.1.3.zip(r-4.3)
fcl_0.1.3.tgz(r-4.5-arm64)fcl_0.1.3.tgz(r-4.4-x86_64)fcl_0.1.3.tgz(r-4.4-arm64)fcl_0.1.3.tgz(r-4.3-arm64)
fcl_0.1.3.tar.gz(r-4.5-noble)fcl_0.1.3.tar.gz(r-4.4-noble)
fcl.pdf |fcl.html
fcl/json (API)
NEWS

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

Bug tracker:https://github.com/shrektan/fcl/issues

Pkgdown site:https://shrektan.github.io

On CRAN:

Conda:

rustcargo

5.39 score 2 stars 27 scripts 23k downloads 2 exports 4 dependencies

Last updated 4 months agofrom:8d4ae16259. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 24 2025
R-4.5-win-x86_64OKFeb 24 2025
R-4.5-mac-aarch64OKFeb 24 2025
R-4.5-linux-x86_64OKFeb 24 2025
R-4.4-win-x86_64OKFeb 24 2025
R-4.4-mac-x86_64OKFeb 24 2025
R-4.4-mac-aarch64OKFeb 24 2025
R-4.3-win-x86_64OKFeb 24 2025
R-4.3-mac-aarch64OKFeb 24 2025

Exports:fixed_bondmake_rtn

Dependencies:latticextsymdzoo