NPV {DescTools}R Documentation

One Period Returns, Net Present Value and Internal Rate of Return

Description

Calculate the one period returns, the net present value (NPV()), the internal rate of return (IRR()) of a sequence of payments. NPVFixBond() returns the netpresent value for a fixed-rate bond, YTM() the yield to maturity for a bond.

Usage

OPR(K, D = NULL, log = FALSE)
NPV(i, cf, t = seq(along = cf) - 1)
IRR(cf, t = seq(along = cf) - 1)

NPVFixBond(i, Co, RV, n)
YTM(Co, PP, RV, n)

Arguments

i

the interest rate

cf

numeric vector with the payments

t

periods

K

the capital at time t

D

dividend at time t

log

logical, determining if the simple returns (default) or log returns are to be calculated.

Co

coupon payments of a fixed-rate bond

PP

purchase price for a fixed-rate bond

RV

redemption value

n

the term of the bond

Details

The one period returns are calculated as

r_t = \frac{D_t+K_t-K_t-1}{K_t-1}

Value

a numeric value

Author(s)

Andri Signorell <andri@signorell.net>

See Also

Gmean

Examples

cf <- c(-900, -250+450-90, 460-100, 500-120, 550-140)
IRR(cf)
[Package DescTools version 0.99.24 Index]