FinancialMath (version 0.1.1)

yield.dollar: Dollar Weighted Yield

Description

Calculates the dollar weighted yield.

Usage

yield.dollar(cf, times, start, end, endtime)

Arguments

cf

vector of cash flows

times

vector of times for when cash flows occur

start

beginning balance

end

ending balance

endtime

end time of comparison

Value

Details

$I=end-start-\sum_{k=1}^ncf_k$

$i^{dw}=\frac{I}{start*endtime-\sum_{k=1}^ncf_k*(endtime-times_k)}$

See Also

yield.time

Examples

yield.dollar(cf=c(500,-1000),times=c(3/12,18/12),start=25200,end=25900,endtime=21/12)