Financial Mathematics for Actuaries
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Documentation for package ‘FinancialMath’ version 0.1.1
Help Pages
| amort.period | Amortization Period |
| amort.table | Amortization Table |
| annuity.arith | Arithmetic Annuity |
| annuity.geo | Geometric Annuity |
| annuity.level | Level Annuity |
| bear.call | Bear Call Spread |
| bear.call.bls | Bear Call Spread - Black Scholes |
| bls.order1 | Black Scholes First-order Greeks |
| bond | Bond Analysis |
| bull.call | Bull Call Spread |
| bull.call.bls | Bull Call Spread - Black Scholes |
| butterfly.spread | Butterfly Spread |
| butterfly.spread.bls | Butterfly Spread - Black Scholes |
| cf.analysis | Cash Flow Analysis |
| collar | Collar Strategy |
| collar.bls | Collar Strategy - Black Scholes |
| covered.call | Covered Call |
| covered.put | Covered Put |
| forward | Forward Contract |
| forward.prepaid | Prepaid Forward Contract |
| IRR | Internal Rate of Return |
| NPV | Net Present Value |
| option.call | Call Option |
| option.put | Put Option |
| perpetuity.arith | Arithmetic Perpetuity |
| perpetuity.geo | Geometric Perpetuity |
| perpetuity.level | Level Perpetuity |
| protective.put | Protective Put |
| rate.conv | Interest, Discount, and Force of Interest Converter |
| straddle | Straddle Spread |
| straddle.bls | Straddle Spread - Black Scholes |
| strangle | Strangle Spread |
| strangle.bls | Strangle Spread - Black Scholes |
| swap.commodity | Commodity Swap |
| swap.rate | Interest Rate Swap |
| TVM | Time Value of Money |
| yield.dollar | Dollar Weighted Yield |
| yield.time | Time Weighted Yield |