Fifty shades of cash flow discounting.
Currently implemented functions (loosely inspired by MS Excel, but vectorized):
- dcf – Day Count Fraction
- irr – Internal Rate of Return
- npv – Net Present Value
- pmt – Annuity Payment
- ipmt – interest part of an Annuity Payment
- ppmt – principal part of an Annuity Payment
With hopefully more to come, but not very actively developed at present.
Implemented with minimal dependencies, mostly in base R.