Learn R Programming
⚠️There's a newer version (0.5.2) of this package.Take me there.

tvm (version 0.1)

Time Value Functions

Description

Functions for managing cashflows and interest rate curves

Copy Link

Version

Install

install.packages('tvm')

Monthly Downloads

435

Version

0.1

License

MIT + file LICENSE

Maintainer

Juan Truppia

Last Published

January 3rd, 2014

Functions in tvm (0.1)

cashflow.loan

Cashflow for a bullet loan
fut_to_disc

Converts a futures curve to a discount factor curve
cashflow.german

Cashflow for a german loan
adjust_disc

Adjusts the discount factors by a spread
pmt

The value of the payment of a loan with constant payments (french type amortization)
rcpp_hello_world

Simple function using Rcpp
npv

Net Present Value of a cashflow (NPV)
loan

Constructor for the loan class
cft

Calculates the Total Financial Cost (CFT)
disc_cf

Value of a discounted cashflow
rem

Remaining capital in a loan
cashflow.french

Cashflow for a french loan
disc_to_german

Converts a discount factor curve to a german loan rate curve
spot_to_disc

Converts a spot curve to a futures curve
fut_to_spot

Converts a futures curve to a spot curve
tvm-package

Time Value Functions
cashflow.bullet

Cashflow for a bullet loan
disc_to_swap

Converts a discount factor curve to a swap rate curve
disc_to_fut

Converts a discount factor curve to a futures curve
disc_to_spot

Converts a discount factor curve to a spot rate curve
irr

Internal Rate of Return of a cashflow (IRR)
rate

The rate of a loan with constant payments (french type amortization)
swap_to_disc

Converts a swap curve to a discount factor curve
disc_to_french

Converts a discount factor curve to a french loan rate curve