Time Value of Money, Time Series Analysis and Computational Finance

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Documentation for package ‘FinCal’ version 0.6.3

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bdy Computing bank discount yield (BDY) for a T-bill
bdy2mmy Computing money market yield (MMY) for a T-bill
candlestickChart Technical analysts - Candlestick chart: show prices for each period as a continuous line. The box is clear if the closing price is higher than the opening price, or filled red if the closing is lower than the opening price.
cash.ratio cash ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
coefficient.variation Computing Coefficient of variation
cogs Cost of goods sold and ending inventory under three methods (FIFO,LIFO,Weighted average)
current.ratio current ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
ddb Depreciation Expense Recognition - double-declining balance (DDB), the most common declining balance method, which applies two times the straight-line rate to the declining balance.
debt.ratio debt ratio - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
diluted.EPS diluted Earnings Per Share
discount.rate Computing the rate of return for each period
ear Convert stated annual rate to the effective annual rate
ear.continuous Convert stated annual rate to the effective annual rate with continuous compounding
ear2bey bond-equivalent yield (BEY), 2 x the semiannual discount rate
ear2hpr Computing HPR, the holding period return
EIR Equivalent/proportional Interest Rates
EPS Basic Earnings Per Share
financial.leverage financial leverage - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
fv Estimate future value (fv)
fv.annuity Estimate future value of an annuity
fv.simple Estimate future value (fv) of a single sum
fv.uneven Computing the future value of an uneven cash flow series
geometric.mean Geometric mean return
get.ohlc.google Download stock prices from Google Finance (open, high, low, close, volume)
get.ohlc.yahoo Download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)
get.ohlcs.google Batch download stock prices from Google Finance (open, high, low, close, volume)
get.ohlcs.yahoo Batch download stock prices from Yahoo Finance (open, high, low, close, volume, adjusted)
gpm gross profit margin - Evaluate a company's financial performance
harmonic.mean harmonic mean, average price
hpr Computing HPR, the holding period return
hpr2bey bond-equivalent yield (BEY), 2 x the semiannual discount rate
hpr2ear Convert holding period return to the effective annual rate
hpr2mmy Computing money market yield (MMY) for a T-bill
irr Computing IRR, the internal rate of return
irr2 Computing IRR, the internal rate of return
iss calculate the net increase in common shares from the potential exercise of stock options or warrants
lineChart Technical analysts - Line charts: show prices for each period as a continuous line
lineChartMult Technical analysts - Line charts: show prices for each period as a continuous line for multiple stocks
lt.d2e long-term debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
mmy2hpr Computing HPR, the holding period return
n.period Estimate the number of periods
npm net profit margin - Evaluate a company's financial performance
npv Computing NPV, the PV of the cash flows less the initial (time = 0) outlay
pmt Estimate period payment
pv Estimate present value (pv)
pv.annuity Estimate present value (pv) of an annuity
pv.perpetuity Estimate present value of a perpetuity
pv.simple Estimate present value (pv) of a single sum
pv.uneven Computing the present value of an uneven cash flow series
quick.ratio quick ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
r.continuous Convert a given norminal rate to a continuous compounded rate
r.norminal Convert a given continuous compounded rate to a norminal rate
r.perpetuity Rate of return for a perpetuity
sampling.error Computing Sampling error
SFRatio Computing Roy's safety-first ratio
Sharpe.ratio Computing Sharpe Ratio
slde Depreciation Expense Recognition - Straight-line depreciation (SL) allocates an equal amount of depreciation each year over the asset's useful life
total.d2e total debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
twrr Computing TWRR, the time-weighted rate of return
volumeChart Technical analysts - Volume charts: show each period's volume as a vertical line
was calculate weighted average shares - weighted average number of common shares
wpr Weighted mean as a portfolio return