Highlights:

Generalized net present value, internal rate of return, future value, cash flow duration, and floating rate margin

• non-uniform spacing of cash flows
• multiple discount/interest rates
• multiple discounting/accrual schemes
• concise specification of repeated flows

Amortization and annuities

• advance and residual payments
• odd delays to first and residual payments
• payment, rate, term and residual calculations
• balance, accrued interest and periodic amortization

Date arithmetic supporting actual and 30/360 calendars
Business day calculations with weekends and holidays, with support for more than 25 major financial centers
Rate periodicity and quote conversion
General mathematics and interpolation

List of Functions