Package: fcl 0.1.4

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_0.1.4.tar.gz
fcl_0.1.4.zip(r-4.7)fcl_0.1.4.zip(r-4.6)fcl_0.1.4.zip(r-4.5)
fcl_0.1.4.tgz(r-4.6-x86_64)fcl_0.1.4.tgz(r-4.6-arm64)fcl_0.1.4.tgz(r-4.5-x86_64)fcl_0.1.4.tgz(r-4.5-arm64)
fcl_0.1.4.tar.gz(r-4.7-arm64)fcl_0.1.4.tar.gz(r-4.7-x86_64)fcl_0.1.4.tar.gz(r-4.6-arm64)fcl_0.1.4.tar.gz(r-4.6-x86_64)
fcl_0.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
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/docs site:https://shrektan.github.io

On CRAN:

Conda:

rustcargo

4.79 score 3 stars 32 scripts 13k downloads 2 exports 4 dependencies

Last updated from:f4c487e0d8. Checks:9 OK, 4 NOTE. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK158
linux-devel-x86_64OK133
source / vignettesOK199
linux-release-arm64OK123
linux-release-x86_64OK127
macos-release-arm64NOTE131
macos-release-x86_64NOTE265
macos-oldrel-arm64OK206
macos-oldrel-x86_64OK485
windows-develNOTE123
windows-releaseNOTE201
windows-oldrelOK116
wasm-releaseOK138

Exports:fixed_bondmake_rtn

Dependencies:latticextsymdzoo