R: Time Value of Money, Time Series Analysis and Computational Finance

# Time Value of Money, Time Series Analysis and Computational Finance

## Documentation for package ‘FinCal’ version 0.6.3

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

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