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fcl

financial calculator

https://github.com/shrektan/fcl

Science Score: 26.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ○
    Committers with academic emails
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (10.5%) to scientific vocabulary
Last synced: 10 months ago · JSON representation

Repository

financial calculator

Basic Info
Statistics
  • Stars: 3
  • Watchers: 1
  • Forks: 2
  • Open Issues: 1
  • Releases: 4
Created over 4 years ago · Last pushed over 1 year ago
Metadata Files
Readme Changelog License

README.Rmd 

---
output: github_document
---



```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)
```

# fcl


[![R-CMD-check](https://github.com/shrektan/fcl/workflows/R-CMD-check/badge.svg)](https://github.com/shrektan/fcl/actions)
[![CRAN status](https://www.r-pkg.org/badges/version/fcl)](https://CRAN.R-project.org/package=fcl)
[![Coverage Status](https://coveralls.io/repos/github/shrektan/fcl/badge.svg?branch=main)](https://coveralls.io/github/shrektan/fcl?branch=main)


A financial calculator written in Rust. It provides simple calculations for bond YTM, Duration, etc.

## Installation

You'll need the rust toolchain to compile this package from the source.

## Example

```{r example}
library(fcl)
## basic example code
bond <- fixed_bond(
  value_date = 210101,
  mty_date = c(250101, 300201),
  redem_value = 100,
  cpn_rate = c(0.05, 0.03),
  cpn_freq = c(0, 1)
)
bond$ytm_dur(
  ref_date = c(220101, 220201),
  clean_price = 100
)
bond$cf(
  ref_date = c(220101, 220131)
)

rtn <- make_rtn(date = c(210101, 210105, 210110), mv = c(100, 123, 140), pl = c(0, 3, 7))
rtn$twrr_cr(210102, 210110)
rtn$twrr_dr(210102, 210110)
rtn$dietz(210102, 210110)
rtn$dietz_avc(210102, 210110)
```

Owner

  • Name: Xianying Tan
  • Login: shrektan
  • Kind: user
  • Location: Beijing, China
  • Company: Allianz Insurance AMC

Hacker, R, Python, C++11, Rust. Asset Management. Actuarial Science. R encoding issue solver. CFA Charterholder.

GitHub Events

Total
  • Issues event: 1
  • Watch event: 1
  • Issue comment event: 1
  • Push event: 5
  • Pull request event: 1
  • Fork event: 1
Last Year
  • Issues event: 1
  • Watch event: 1
  • Issue comment event: 1
  • Push event: 5
  • Pull request event: 1
  • Fork event: 1

Committers

Last synced: 12 months ago

All Time
  • Total Commits: 160
  • Total Committers: 1
  • Avg Commits per committer: 160.0
  • Development Distribution Score (DDS): 0.0
Past Year
  • Commits: 14
  • Committers: 1
  • Avg Commits per committer: 14.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
shrektan s****n@1****m 160
Committer Domains (Top 20 + Academic)
126.com: 1

Issues and Pull Requests

Last synced: 12 months ago

All Time
  • Total issues: 2
  • Total pull requests: 4
  • Average time to close issues: about 1 year
  • Average time to close pull requests: 16 days
  • Total issue authors: 2
  • Total pull request authors: 3
  • Average comments per issue: 1.0
  • Average comments per pull request: 0.5
  • Merged pull requests: 2
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 1
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 0
  • Pull request authors: 1
  • Average comments per issue: 0
  • Average comments per pull request: 0.0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • shrektan (1)
  • tom91136 (1)
Pull Request Authors
  • shrektan (2)
  • CGMossa (2)
  • JosiahParry (2)
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 18,002 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 5
  • Total maintainers: 1
cran.r-project.org: fcl

A Financial Calculator

  • Versions: 5
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 18,002 Last month
Rankings
Forks count: 28.0%
Dependent packages count: 29.1%
Stargazers count: 31.0%
Dependent repos count: 36.9%
Average: 42.2%
Downloads: 86.1%
Maintainers (1)
shrektan@126.com
Last synced: 11 months ago

Dependencies

src/rust/Cargo.lock cargo
  • autocfg 1.0.1
  • chrono 0.4.19
  • extendr-api 0.2.0
  • extendr-engine 0.2.0
  • extendr-macros 0.2.0
  • lazy_static 1.4.0
  • libR-sys 0.2.2
  • libc 0.2.112
  • num-integer 0.1.44
  • num-traits 0.2.14
  • proc-macro2 1.0.36
  • quote 1.0.14
  • syn 1.0.84
  • time 0.1.44
  • unicode-xid 0.2.2
  • wasi 0.10.0+wasi-snapshot-preview1
  • winapi 0.3.9
  • winapi-i686-pc-windows-gnu 0.4.0
  • winapi-x86_64-pc-windows-gnu 0.4.0
DESCRIPTION cran
  • xts * imports
  • ymd * imports
  • testthat >= 3.0.0 suggests
.github/workflows/R-CMD-check.yaml actions
  • actions/checkout v3 composite
  • dtolnay/rust-toolchain master composite
  • r-lib/actions/check-r-package v2 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite
.github/workflows/pkgdown.yaml actions
  • JamesIves/github-pages-deploy-action 4.1.4 composite
  • actions-rs/toolchain v1 composite
  • actions/checkout v2 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite
src/rust/Cargo.toml cargo
  • extendr-engine 0.7.0 development
  • libR-sys 0.7.0 development
  • chrono 0.4.38
  • extendr-api 0.7.0