A financial calculator that provides very fast implementations of common financial indicators using 'Rust' code. It includes functions for bond-related indicators, such as yield to maturity ('YTM'), modified duration, and Macaulay duration, as well as functions for calculating time-weighted and money-weighted rates of return (using 'Modified Dietz' method) for multiple portfolios, given their market values and profit and loss ('PnL') data. 'fcl' is designed to be efficient and accurate for financial analysis and computation. The methods used in this package are based on the following references: <https://en.wikipedia.org/wiki/Modified_Dietz_method>, <https://en.wikipedia.org/wiki/Time-weighted_return>.
|Suggests:||testthat (≥ 3.0.0)|
Raymon Mina [ctb] (find_root.rs, xirr.rs),
The authors of the dependency Rust crates [ctb] (see inst/AUTHORS file
fcl author details
|Maintainer:||Xianying Tan <shrektan at 126.com>|
|License:||MIT + file LICENSE|
|SystemRequirements:||Cargo (Rust's package manager), rustc|
|CRAN checks:||fcl results|
|Windows binaries:||r-devel: fcl_0.1.0.zip, r-release: fcl_0.1.0.zip, r-oldrel: fcl_0.1.0.zip|
|macOS binaries:||r-release (arm64): fcl_0.1.0.tgz, r-oldrel (arm64): fcl_0.1.0.tgz, r-release (x86_64): fcl_0.1.0.tgz, r-oldrel (x86_64): fcl_0.1.0.tgz|
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