API Reference finance v#1.3.0

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Modules

Financial calculations for cash-flow analysis, time value of money, depreciation, and risk.

Fixed income: pricing a bond, solving for its yield, and the standard risk metrics (Macaulay and modified duration, convexity).

Discounting a series of cash flows: net present value (npv/2, xnpv/2) and internal rate of return (irr/1, xirr/2, mirr/3).

Writing an asset down from its cost to its salvage value over its life.

Converting between the different ways an interest rate can be quoted.

Performance and risk metrics for a price or return series.

The root-finding strategy behind the rate functions (Finance.CashFlow.irr/2, Finance.CashFlow.xirr/2, Finance.TVM.rate/6).

The default Finance.Solver: Newton-Raphson using the analytic derivative of the net present value, with a bracketing bisection fallback when a Newton step wanders outside the (-1, ∞) domain or fails to converge.

Time-value-of-money scalars: fv/5, pv/5, pmt/5, nper/5, and rate/6.