| fv (r n, p, l, method) | Function File |
|
Return the future value at the end of period n of an investment
which consists of n payments of p in each period
assuming an interest rate r.
The optional argument l may be used to specify an additional lump-sum payment. The optional argument method may be used ot specify whether the
payments are made at the end ( Note that the rate r is specified as a fraction (i.e. 0.05, not 5 percent). |
| fvl (r n, l) | Function File |
|
Return the future value at the end of n periods of an initial
lump sum investment l given a per-period interest rate
r.
Note that the rate r is specified as a fraction (i.e. 0.05, not 5 percent). |
| irr (p i) | Function File |
Return the internal rate of return of a series of payments p
from an initial investment i (i.e. the solution of
npv (r p) = i. If the second argument is omitted, a value of
0 is used.
|
| nper (r p, a, l, method) | Function File |
|
Return the number of regular payments of p necessary to
amortize a loan of amount a and interest r.
The optional argument l may be used to specify an additional lump-sum payment of l made at the end of the amortization time. The optional argument method may be used to specify whether payments are made at the end ("e" default) or at the beginning ("b") of each period. Note that the rate r is specified as a fraction (i.e. 0.05, not 5 percent). |
| npv (r p, i) | Function File |
|
Returns the net present value of a series of irregular (i.e. not
necessarily identical) payments p which occur at the ends of n
consecutive periods. r specifies the one-period interest rates and
can either be a scalar (constant rates) or a vector of the same
length as p.
The optional argument i may be used to specify an initial investment. Note that the rate r is specified as a fraction (i.e. 0.05, not 5 percent). |
| pmt (r n, a, l, method) | Function File |
|
Return the amount of periodic payment necessary to amortize a loan
of amount a with interest rate r in n periods.
The optional argument l may be used to specify a terminal lump-sum payment. The optional argument method may be used to specify whether payments are made at the end ("e" default) or at the beginning ("b") of each period. |
| pv (r n, p, l, method) | Function File |
|
Returns the present value of an investment that will pay off p for n
consecutive periods assuming an interest r.
The optional argument l may be used to specify an additional lump-sum payment made at the end of n periods. The optional argument method may be used to specify whether
payments are made at the end ( Note that the rate r is specified as a fraction (i.e. 0.05, not 5 percent). |
| pvl (r n, p) | Function File |
|
Return the present value of an investment that will pay off p
in one lump sum at the end of n periods given the interest
rate r.
Note that the rate r is specified as a fraction (i.e. 0.05, not 5 percent). |
| rate (n p, v, l, method) | Function File |
|
Return the rate of return on an investment of present value v which
pays p in n consecutive periods.
The optional argument l may be used to specify an additional lump-sum payment made at the end of n periods. The optional string argument method may be used to specify
whether payments are made at the end ( |
| vol (x m, n) | Function File |
Return the volatility of each column of the input matrix x.
The number of data sets per period is given by m (e.g. the
number of data per year if you want to compute the volatility per
year). The optional parameter n gives the number of past
periods used for computation if it is omitted, a value of 1 is used.
If t is the number of rows of x vol returns the
volatility from n*m to t.
|