FinancialMath (version 0.1.1)

yield.time: Time Weighted Yield

Description

Calculates the time weighted yield.

Usage

yield.time(cf,bal)

Arguments

cf

vector of cash flows

bal

vector of balances

Value

Details

$i^{tw}=\prod_{k=1}^n (\frac{bal_{1+k}}{bal_k+cf_k})-1$

See Also

yield.dollar