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FinancialMath (version 0.1.1)

Financial Mathematics for Actuaries

Description

Contains financial math functions and introductory derivative functions included in the Society of Actuaries and Casualty Actuarial Society 'Financial Mathematics' exam, and some topics in the 'Models for Financial Economics' exam.

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Version

Install

install.packages('FinancialMath')

Monthly Downloads

881

Version

0.1.1

License

GPL-2

Maintainer

Kameron Penn

Last Published

December 16th, 2016

Functions in FinancialMath (0.1.1)

IRR

Internal Rate of Return
bls.order1

Black Scholes First-order Greeks
annuity.level

Level Annuity
perpetuity.arith

Arithmetic Perpetuity
annuity.geo

Geometric Annuity
bond

Bond Analysis
amort.period

Amortization Period
annuity.arith

Arithmetic Annuity
cf.analysis

Cash Flow Analysis
NPV

Net Present Value
perpetuity.level

Level Perpetuity
perpetuity.geo

Geometric Perpetuity
rate.conv

Interest, Discount, and Force of Interest Converter
swap.commodity

Commodity Swap
yield.dollar

Dollar Weighted Yield
yield.time

Time Weighted Yield
swap.rate

Interest Rate Swap
TVM

Time Value of Money