Finance functions
double | dollar_decimal (double fracPrice, int frac)
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Computes the fraction of the year between two serial dates,
Excel: YEARFRAC
double | yearFraction (int startDate, int endDate, YearBasis basis=yb_USA)
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Finance functions
double | dollar_fraction (double decPrice, int frac)
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Finance namespace
double | interestEffective (double rate, int npery)
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Time within a period when a payment is made
double | future_value (double rate, int nper, double pmt, double pv, PaymentPoint when)
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Evaluate the future value of an investment using a schedule of interest rates.
double | future_value_schedule (double pv, double schedule[], int nper)
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Returns the total amount received from a financial security at maturity
Excel: RECEIVED
double | totalReceived (int settlement, int maturity, double investment, double discount, YearBasis basis=yb_USA, bool WorkLikeExcel=false)
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Year basis to be used in financial calculations
Finance functions
double | accruedInterest (int issue, int maturity, double rate, double par=1000.0, YearBasis basis=yb_USA, bool WorkLikeExcel=false)
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Return the bond-equivalent yield for a treasury bill.
Excel: TBILLEQ
double | billBondEquiv (int sett, int mat, double rate)
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Calculate the price per 100 units face value of a treasury bill.
Excel: TBILLPRICE
double | billPrice (int sett, int mat, double rate)
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Yearly frequency to be used in financial calculations
Calculate the yield for a treasury bill.
Excel: TBILLYIELD
double | billYield (int sett, int mat, double price)
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Finance namespace
int | couponPrevDate (int sett, int mat, Finance::Banking::YearlyFreq freq, Finance::Banking::YearBasis basis=yb_USA)
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Return the number of days from the start of the coupon period to the settlement date.
Excel: COUPDAYBS
int | couponDaysToSet (int sett, int mat, Finance::Banking::YearlyFreq freq, Finance::Banking::YearBasis basis=yb_USA)
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Return number of days in coupon period containing the settlement date.
Excel: COUPDAYS
int | couponDaysInPeriod (int sett, int mat, Finance::Banking::YearlyFreq freq, Finance::Banking::YearBasis basis=yb_USA)
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Finance namespace
int | couponDaysAfterSet (int sett, int mat, Finance::Banking::YearlyFreq freq, Finance::Banking::YearBasis basis=yb_USA)
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Return the nominal annual interest rate.
Excel: NOMINAL
double | interestNominal (double effRate, int nper)
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Return the interest rate for a fully invested security.
Excel: INTRATE
double | interestSecurity (int sett, int mat, double investAm, double redemAm, Finance::Banking::YearBasis basis=yb_USA)
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Enumation of Payment point
double | nPeriods (double rate, double pmtValue, double presentValue, double futureValue, Finance::Banking::PaymentPoint type=pp_EndOfPeriod)
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Compute the number of coupons payable between settlement and maturity.
Excel: COUPNUM
int | couponNumber (int settlement, int maturity, Finance::Banking::YearlyFreq freq, Finance::Banking::YearBasis basis=yb_USA)
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