accrintm(Issue Date, Settlement Date, Annual Rate of Security[, Par Value][, Day Counting Basis])

Returns the accrued interest for a security which pays interest at maturity date.

Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360.

Arguments. 

accrint(Issue Date, First Interest, Settlement Date, Annual Rate of Security, Par Value, Frequency[, Day Counting Basis])

Returns accrued interest for a security which pays periodic interest.

Allowed frequencies are 1 - annual, 2 - semi-annual or 4 - quarterly. Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360.

Arguments. 

received(Settlement Date, Maturity Date, Investment, Discount Rate[, Day Counting Basis])

Returns the amount received at the maturity date for an invested security.

Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360. The settlement date must be before maturity date.

Arguments. 

compound(Principal, Nominal Interest Rate, Periods per year, Years)

Returns the value of an investment, given the principal, nominal interest rate, compounding frequency and time.

Arguments. 

disc(Settlement Date, Maturity Date, Price per $100 face value, Redemption[, Day Counting Basis])

Returns the discount rate for a security.

Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360.

Arguments. 

dollarde(Fractional Dollar, Denominator of Fraction)

Converts a dollar price expressed as a fraction into a dollar price expressed as a decimal number.

Arguments. 

dollarfr(Decimal Dollar, Denominator of Fraction)

Converts a decimal dollar price into a dollar price expressed as a fraction.

Arguments. 

effect(Nominal Interest Rate, Periods)

Calculates the effective interest for a given nominal rate.

Arguments. 

fv(Interest Rate, Number of Periods, Payment made each period[, Present Value][, Type])

Computes the future value of an investment. This is based on periodic, constant payments and a constant interest rate.

If type = 1 then the payment is made at the beginning of the period, If type = 0 (or omitted) it is made at the end of each period.

Arguments. 

ispmt(Periodic Interest Rate, Amortizement Period, Number of Periods, Present Value)

Calculates the interest paid on a given period of an investment.

Arguments. 

intrate(Settlement Date, Maturity Date, Investment, Redemption[, Day Counting Basis])

Returns the interest rate for a fully invested security.

Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360.

Arguments. 

level_coupon(Face Value, Coupon Rate, Coupons per Year, Years, Market Interest Rate)

Calculates the value of a level-coupon bond.

Arguments. 

nominal(Effective Interest Rate, Periods)

Calculates the nominal interest rate from a given effective interest rate compounded at given intervals.

Arguments. 

coupnum(Settlement Date, Maturity Date, Frequency[, Day Counting Basis])

Returns the number of coupons to be paid between the settlement and the maturity.

Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360.

Arguments. 

pmt(Rate, Number of Periods, Present Value[, Future Value][, Type])

Returns the amount of payment for a loan based on a constant interest rate and constant payments (each payment is equal amount).

If type = 1 then the payment is made at the beginning of the period, If type = 0 (or omitted) it is made at the end of each period.

Arguments. 

ipmt(Periodic Interest Rate, Period, Number of Periods, Present Value[, Future Value][, Type])

Calculates the amount of a payment of an annuity going towards interest.

Type defines the due date. 1 for payment at the beginning of a period and 0 (default) for payment at the end of a period.

Arguments. 

ppmt(Periodic Interest Rate, Amortizement Period, Number of Periods, Present Value[, Desired Future Value][, Type])

Calculates the amount of a payment of an annuity going towards principal.

Type defines the due date. 1 for payment at the beginning of a period and 0 (default) for payment at the end of a period.

Arguments. 

g_duration(Rate, Present Value, Future Value)

Returns the number of periods needed for an investment to attain a desired value.

Arguments. 

nper(Interest Rate, Payment made each period, Present Value[, Future Value][, Type])

Calculates number of periods of an investment based on periodic constant payments and a constant interest rate.

Type defines the due date. 1 for payment at the beginning of a period and 0 (default) for payment at the end of a period.

Arguments. 

pv(Interest Rate, Number of Periods, Payment made each period[, Future Value][, Type])

Returns the present value of an investment.

If type = 1 then the payment is made at the beginning of the period, If type = 0 (or omitted) it is made at the end of each period.

Arguments. 

pricemat(Settlement Date, Maturity Date, Issue Date, Discount Rate, Annual Yield[, Day Counting Basis])

Calculates and returns the price per $100 face value of a security. The security pays interest at maturity.

Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360.

Arguments. 

pricedisc(Settlement Date, Maturity Date, Discount, Redemption[, Day Counting Basis])

Calculates and returns the price per $100 face value of a security bond. The security does not pay interest at maturity.

Basis is the type of day counting you want to use: 0: US 30/360 (default), 1: real days, 2: real days/360, 3: real days/365 or 4: European 30/360.

Arguments. 

countinuous(Principal, Interest Rate, Years)

Calculates the return on continuously compounded interest, given the principal, nominal rate and time in years.

Arguments. 

sln(Cost, Salvage value, Life)

Determines the straight line depreciation of an asset for a single period.

Cost is the amount you paid for the asset. Salvage is the value of the asset at the end of the period. Life is the number of periods over which the asset is depreciated. SLN divides the cost evenly over the life of an asset.

Arguments. 

syd(Cost, Salvage Value, Life, Period)

Calculates the sum-of-years digits depreciation for an asset based on its cost, salvage value, anticipated life, and a particular period. This method accelerates the rate of the depreciation, so that more depreciation expense occurs in earlier periods than in later ones. The depreciable cost is the actual cost minus the salvage value. The useful life is the number of periods (typically years) over which the asset is depreciated.

Arguments. 

tbilleq(Settlement Date, Maturity Date, Discount Rate)

Returns the bond equivalent for a treasury bill.

Arguments. 

tbillprice(Settlement Date, Maturity Date, Discount Rate)

Returns the price per $100 value for a treasury bill.

Arguments. 

tbillyield(Settlement Date, Maturity Date, Price per $100 face value)

Returns the yield for a treasury bill.

Arguments. 

zero_coupon(Face Value, Interest Rate, Years)

Calculates the value of a zero-coupon (pure discount) bond.

Arguments. 

elasticity(Demand Function, Price[, Price Variable])

Calculates the demand elesticity. Also works for supply elasticity, income elasticity, cross-price elasticity, etc. Just replace demand, with supply, or price with income...

Ex. elasticity(100-x^2, 3) calculates the demand elasticity when the price is 3 for the function "Q = 100 - x^2" where x is the default price variable.

Arguments.