Generalized Cash Flow Analysis Highlights

Generalized amortization, cash flow, and portfolio return calculations. These functions address many of the complexities commonly encountered in amortizing structures such as advanced payments, residual payments, first payment delay, residual payment delay, and interest treatment method over odd periods. In addition, the functions compute convexity, duration, future value, present value, internal rate of return, and discount margin for arbitrary cash flow streams. All cash flow analysis functions handle unevenly spaced cash flows, multiple compounding methods and cash flow filtering. Portfolio return can be calculated using time-weighted, money-weighted, or modified Dietz methods.

List of Functions