R: Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes

# Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes

## Documentation for package ‘jrvFinance’ version 1.4.3

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

jrvFinance-package | Basic Finance: NPV/IRR/annuities, bond pricing, Black Scholes
annuity | Present Value of Annuity and Related Functions
annuity.fv | Present Value of Annuity and Related Functions
annuity.instalment | Present Value of Annuity and Related Functions
annuity.instalment.breakup | Present Value of Annuity and Related Functions
annuity.periods | Present Value of Annuity and Related Functions
annuity.pv | Present Value of Annuity and Related Functions
annuity.rate | Present Value of Annuity and Related Functions
bisection.root | Find zero of a function by bracketing the zero and then using bisection.
bond.duration | Bond pricing using yield to maturity.
bond.durations | Bond pricing using yield to maturity.
bond.price | Bond pricing using yield to maturity.
bond.prices | Bond pricing using yield to maturity.
bond.TCF | Bond pricing using yield to maturity.
bond.yield | Bond pricing using yield to maturity.
bond.yields | Bond pricing using yield to maturity.
bonds | Bond pricing using yield to maturity.
coupons | Bond pricing using yield to maturity.
coupons.dates | Bond pricing using yield to maturity.
coupons.n | Bond pricing using yield to maturity.
coupons.next | Bond pricing using yield to maturity.
coupons.prev | Bond pricing using yield to maturity.
daycount | Day count and year fraction for bond pricing
daycount.30.360 | Day count and year fraction for bond pricing
daycount.actual | Day count and year fraction for bond pricing
duration | Duration and Modified Duration
edate | Shift date by a number of months
equiv.rate | Equivalent Rates under different Compounding Conventions
GenBS | Generalized Black Scholes model for pricing vanilla European options
GenBSImplied | Generalized Black Scholes model implied volatility
irr | Internal Rate of Return
irr.solve | Solve for IRR (internal rate of return) or YTM (yield to maturity)
jrvFinance | Basic Finance: NPV/IRR/annuities, bond pricing, Black Scholes
newton.raphson.root | A Newton Raphson root finder: finds x such that f(x) = 0
npv | Net Present Value
yearFraction | Day count and year fraction for bond pricing