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FinancialMath

Financial Mathematics for Actuaries

Contains financial math functions and introductory derivative functions included in the Society of Actuaries and Casualty Actuarial Society 'Financial Mathematics' exam, and some topics in the 'Models for Financial Economics' exam.

Functions (38)

IRR

Internal Rate of Return

NPV

Net Present Value

TVM

Time Value of Money

amort.period

Amortization Period

amort.table

Amortization Table

annuity.arith

Arithmetic Annuity

annuity.geo

Geometric Annuity

annuity.level

Level Annuity

bear.call

Bear Call Spread

bear.call.bls

Bear Call Spread - Black Scholes

bls.order1

Black Scholes First-order Greeks

bond

Bond Analysis

bull.call

Bull Call Spread

bull.call.bls

Bull Call Spread - Black Scholes

butterfly.spread

Butterfly Spread

butterfly.spread.bls

Butterfly Spread - Black Scholes

cf.analysis

Cash Flow Analysis

collar

Collar Strategy

collar.bls

Collar Strategy - Black Scholes

covered.call

Covered Call

covered.put

Covered Put

forward

Forward Contract

forward.prepaid

Prepaid Forward Contract

option.call

Call Option

option.put

Put Option

perpetuity.arith

Arithmetic Perpetuity

perpetuity.geo

Geometric Perpetuity

perpetuity.level

Level Perpetuity

protective.put

Protective Put

rate.conv

Interest, Discount, and Force of Interest Converter

straddle

Straddle Spread

straddle.bls

Straddle Spread - Black Scholes

strangle

Strangle Spread

strangle.bls

Strangle Spread - Black Scholes

swap.commodity

Commodity Swap

swap.rate

Interest Rate Swap

yield.dollar

Dollar Weighted Yield

yield.time

Time Weighted Yield

FinancialMath

Financial Mathematics for Actuaries

v0.1.1

GPL-2

Authors

Kameron Penn [aut, cre], Jack Schmidt [aut]

Initial release

FinancialMath

Functions (38)

FinancialMath

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