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Calculate the one period returns, the net present value (NPV()), the internal rate of return (IRR()) of a sequence of payments. NPVFixBond() returns the netpresent value for a fixed-rate bond, YTM() the yield to maturity for a bond.
OPR(K, D = NULL, log = FALSE)
NPV(i, cf, t = seq(along = cf) - 1)
IRR(cf, t = seq(along = cf) - 1, interval = c(-1.5, 1.5), ...)NPVFixBond(i, Co, RV, n)
YTM(Co, PP, RV, n)
the interest rate
numeric vector with the payments
periods
the capital at time t
dividend at time t
logical, determining if the simple returns (default) or log returns are to be calculated.
a vector containing the end-points of the interval to
be searched for the root in the function IRR.
coupon payments of a fixed-rate bond
purchase price for a fixed-rate bond
redemption value
the term of the bond, total number of periods
the dots are passed to the UnirootAll function in IRR
a numeric value
The one period returns are calculated as
# NOT RUN {
# one root
IRR(cf <- c(-900, -250+450-90, 460-100, 500-120, 550-140))
# several IRR solutions
IRR(cf = c(-100, 500, -600))
# no solution
IRR(cf = c(-100, 400, -600))
# negative and huge solution
IRR(cf = c(-100, 1000, -600), interval = c(-1.5, 1000))
# }
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