/TVM

Time Value of Money = fifty shades of Cash Flow discounting

Primary LanguageRMIT LicenseMIT

TVM - Time Value of Money

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Fifty shades of cash flow discounting.

Currently implemented functions (loosely inspired by MS Excel, but vectorized):

  • dcf – Day Count Fraction
  • irr – Internal Rate of Return
  • npv – Net Present Value
  • pmt – Annuity Payment
  • ipmt – interest part of an Annuity Payment
  • ppmt – principal part of an Annuity Payment

With hopefully more to come, but not very actively developed at present.

Implemented with minimal dependencies, mostly in base R.