Package: fcl 0.1.2
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:
fcl_0.1.2.tar.gz
fcl_0.1.2.zip(r-4.5)fcl_0.1.2.zip(r-4.4)fcl_0.1.2.zip(r-4.3)
fcl_0.1.2.tgz(r-4.4-x86_64)fcl_0.1.2.tgz(r-4.4-arm64)fcl_0.1.2.tgz(r-4.3-arm64)
fcl_0.1.2.tar.gz(r-4.5-noble)fcl_0.1.2.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
Last updated 3 months agofrom:39bd73104d. Checks:OK: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 21 2024 |
| R-4.5-win-x86_64 | OK | Nov 21 2024 |
| R-4.5-linux-x86_64 | OK | Nov 21 2024 |
| R-4.4-win-x86_64 | OK | Nov 21 2024 |
| R-4.4-mac-x86_64 | OK | Nov 21 2024 |
| R-4.4-mac-aarch64 | OK | Nov 21 2024 |
| R-4.3-win-x86_64 | OK | Nov 21 2024 |
| R-4.3-mac-aarch64 | OK | Nov 21 2024 |
Exports:fixed_bondmake_rtn
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Create Fixed Bond Object | fixed_bond |
| Create a Return Object | make_rtn |
