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# Some of Excel's Finance Functions in R

karstenw Feb 16th, 2013 1,216 Never
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1. # \url{http://cvs.moodle.org/contrib/patches/question_calculated_extended/calculated/packages/financial/financial_class.php?view=co}
2. # @author Enrique Garcia M. \email{egarcia@@egm.as}
3. # @author Karsten W. \email{k.weinert@@gmx.net}
4.
5. npv <- function(rate, values) sum(values / (1 + rate)^seq_along(values))
6.
7. irr <- function(x, start=0.1) {
8.   t <- seq_along(x)-1
9.   f <- function(i) abs(sum(x/(1+i)^t))
10.   return(nlm(f,start)\$estimate)
11. }
12.
13. fv <- function(rate, nper, pmt, pv = 0.0, type = 0) {
14.     pvif <- (1+rate)^nper # Present value interest factor
15.     fvifa <- if(rate==0) nper else ((1+rate)^nper - 1) / rate
16.     return(-((pv * pvif) + pmt * (1.0 + rate * type) * fvifa))
17. }
18.
19. pv <- function(rate, nper, pmt, fv = 0.0, type = 0) {
20.     pvif <- (1+rate)^nper # Present value interest factor
21.     fvifa <- if(rate==0) nper else ((1+rate)^nper - 1) / rate
22.     return((-fv - pmt * (1.0 + rate * type) * fvifa) / pvif)
23. }
24.
25. pmt <- function(rate, nper, pv, fv=0, type=0) {
26.   rr <- 1/(1+rate)^nper
27.   res <- (-pv-fv*rr)*rate/(1-rr)
28.   return(res/(1+rate*type))
29. }
30.
31. #
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