R packages by shrektan

ymd - Parse 'YMD' Format Number or String to Date

Convert 'YMD' format number or string to Date efficiently, using Rust's standard library. It also provides helper functions to handle Date, e.g., quick finding the beginning or end of the given period, adding months to Date, etc.

Last updated 16 days ago

rextendrrustymd

5.34 score 33 stars 1 packages 11 scripts 203 downloads

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>.

Last updated 3 months ago

5.22 score 2 stars 24 scripts 23k downloads