CRAN/E | fcl

fcl

A Financial Calculator

Installation

About

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: , .

github.com/shrektan/fcl
shrektan.github.io/fcl/
System requirements Cargo (Rust's package manager), rustc
Bug report File report

Key Metrics

Version 0.1.0
Published 2023-10-13 201 days ago
Needs compilation? yes
License MIT
License File
CRAN checks fcl results

Downloads

Yesterday 4 -50%
Last 7 days 50 -7%
Last 30 days 159 +5%
Last 90 days 425 -29%
Last 365 days 1.223

Maintainer

Maintainer

Xianying Tan

shrektan@126.com

Authors

Xianying Tan

aut / cre

Raymon Mina

ctb

(find_root.rs, xirr.rs)

The authors of the dependency Rust crates

ctb

(see inst/AUTHORS file for details)

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Imports

xts
ymd

Suggests

testthat ≥ 3.0.0