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fcl: A Financial Calculator

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>.

Version: 0.1.2
Imports: xts, ymd
Suggests: testthat (≥ 3.0.0)
Published: 2024-08-23
DOI: 10.32614/CRAN.package.fcl
Author: Xianying Tan ORCID iD [aut, cre], Raymon Mina [ctb] (find_root.rs, xirr.rs), The authors of the dependency Rust crates [ctb] (see inst/AUTHORS file for details)
fcl author details
Maintainer: Xianying Tan <shrektan at 126.com>
BugReports: https://github.com/shrektan/fcl/issues
License: MIT + file LICENSE
URL: https://github.com/shrektan/fcl, https://shrektan.github.io/fcl/
NeedsCompilation: yes
SystemRequirements: Cargo (Rust's package manager), rustc
Materials: README NEWS
CRAN checks: fcl results

Documentation:

Reference manual: fcl.pdf

Downloads:

Package source: fcl_0.1.2.tar.gz
Windows binaries: r-devel: fcl_0.1.2.zip, r-release: fcl_0.1.2.zip, r-oldrel: fcl_0.1.2.zip
macOS binaries: r-release (arm64): fcl_0.1.2.tgz, r-oldrel (arm64): fcl_0.1.2.tgz, r-release (x86_64): fcl_0.1.2.tgz, r-oldrel (x86_64): not available
Old sources: fcl archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.