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Finance

Banking

Dollar Decimal

Finance functions
double dollar_decimal (double fracPrice, int frac)

Year Fraction

Computes the fraction of the year between two serial dates, Excel: YEARFRAC
double yearFraction (int startDate, int endDate, YearBasis basis=yb_USA)

Dollar Fraction

Finance functions
double dollar_fraction (double decPrice, int frac)

Interest Effective

Finance namespace
double interestEffective (double rate, int npery)

Future Value

Time within a period when a payment is made
double future_value (double rate, int nper, double pmt, double pv, PaymentPoint when)

Future Value Schedule

Evaluate the future value of an investment using a schedule of interest rates.
double future_value_schedule (double pv, double schedule[], int nper)

Total Received

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)

Year Basis

Year basis to be used in financial calculations

Accrued Interest

Finance functions
double accruedInterest (int issue, int maturity, double rate, double par=1000.0, YearBasis basis=yb_USA, bool WorkLikeExcel=false)

Bill Bond Equiv

Return the bond-equivalent yield for a treasury bill. Excel: TBILLEQ
double billBondEquiv (int sett, int mat, double rate)

Bill Price

Calculate the price per 100 units face value of a treasury bill. Excel: TBILLPRICE
double billPrice (int sett, int mat, double rate)

Yearly Freq

Yearly frequency to be used in financial calculations

Bill Yield

Calculate the yield for a treasury bill. Excel: TBILLYIELD
double billYield (int sett, int mat, double price)

Coupon Prev Date

Finance namespace
int couponPrevDate (int sett, int mat, Finance::Banking::YearlyFreq freq, Finance::Banking::YearBasis basis=yb_USA)

Coupon Days To Set

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)

Coupon Days In Period

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)

Coupon Days After Set

Finance namespace
int couponDaysAfterSet (int sett, int mat, Finance::Banking::YearlyFreq freq, Finance::Banking::YearBasis basis=yb_USA)

Interest Nominal

Return the nominal annual interest rate. Excel: NOMINAL
double interestNominal (double effRate, int nper)

Interest Security

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)

N Periods

Enumation of Payment point
double nPeriods (double rate, double pmtValue, double presentValue, double futureValue, Finance::Banking::PaymentPoint type=pp_EndOfPeriod)

Coupon Number

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)