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fcl  

A Financial Calculator
View on CRAN: Click here


Download and install fcl package within the R console
Install from CRAN:
install.packages("fcl")

Install from Github:
library("remotes")
install_github("cran/fcl")

Install by package version:
library("remotes")
install_version("fcl", "0.1.4")



Attach the package and use:
library("fcl")
Maintained by
Xianying Tan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-10-13
Latest Update: 2025-04-15
Description:
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: , .
How to cite:
Xianying Tan (2023). fcl: A Financial Calculator. R package version 0.1.4, https://cran.r-project.org/web/packages/fcl. Accessed 09 Mar. 2026.
Previous versions and publish date:
0.1.0 (2023-10-13 17:40), 0.1.1 (2024-08-23 11:40), 0.1.2 (2024-08-23 18:20), 0.1.3 (2024-11-27 00:20)
Other packages that cited fcl R package
View fcl citation profile
Other R packages that fcl depends, imports, suggests or enhances
Complete documentation for fcl
Functions, R codes and Examples using the fcl R package
Some associated functions: fixed_bond . make_rtn . 
Some associated R codes: extendr-wrappers.R . fixed-bond.R . rtn.R . utils.R .  Full fcl package functions and examples
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