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Financial Functions Index ...
Bond Figuration
Date Calculations
COUPDAYBS  number of days from the beginning of the coupon period to the settlement date.
COUPDAYS  number of days in the coupon period that contains the settlement date.
COUPDAYSNC  number of days from the settlement date to the next coupon date.
COUPNCD  next coupon date after the settlement date.
COUPNUM  number of coupons payable between the settlement date and maturity date rounded up to the nearest whole coupon.
COUPPCD  immediately previous coupon date before the settlement date.
Accrued Interest
ACCINTACT  accrued interest on a bond where the coupon amounts are calculated as the actual number of days in the coupon period divided by the number of days in the year.
ACCRINT  accrued interest for a security that pays interest at maturity.
ACCRINTM  accrued interest for a security that pays interest at maturity.
AIFACTOR  Accrued Interest Factor.
AIFACTOR_IAM  Accrued Interest Factor for an InterestatMaturity security.
AIFACTOR_OFC  Accrued Interest Factor for a bond during its odd first coupon period.
AIFACTOR_OLC  Accrued Interest Factor for a bond during its odd last coupon period.
AIFACTOR_RPI  Accrued Interest Factor for a Regular Periodic Interest period.
AMORTRATE  constant daily effective rate to be used in the amortization/accretion of bond (or loan) premium or discount.
BONDAMORT  generate a bond amortization schedule from the settlement date to the maturity date of the bond.
BONDINT  accrued interest on a bond that pays regular, periodic interest.
COMPINT  accrued interest for a security where interest is compounded periodically and paid at maturity.
ODDCOMPINT  accrued interest for a security with an odd first or an odd last coupon period (or both) where interest is compounded periodically and paid at maturity.
ODDFINT  accrued interest in the first coupon period for a bond with an odd first coupon and a par value of 100.
ODDLINT  accrued for a bond with an odd last coupon and a par value of 100.
STEPACCINT  accrued interest for a steppedcoupon bond with a par value of 100.
Duration and Convexity
CFCONVEXITY  convexity of a series of cash flows.
CFDURATION  duration of a series of cash flows.
CFMDURATION  modified duration of a series of cash flows.
CONVEXITY  convexity of an option free bond.
DURATION  Macaulay duration (in years) of a security with regular, periodic interest payments.
MDURATION  modified duration for a security with an assumed par value of 100.
OFCCONVEXITY  convexity for a bond that has an odd first coupon.
OFCDURATION  duration for a bond that has an odd first coupon.
OFCMDURATION  modified duration for a bond that has an odd first coupon.
OFLCONVEXITY  convexity for a bond that has an odd first and an odd last coupon.
OFLDURATION  duration for a bond that has an odd first and an odd last coupon.
OFLMDURATION  modified duration for a bond that has an odd first and an odd last coupon.
OLCCONVEXITY  convexity for a bond that has an odd last coupon.
OLCDURATION  duration for a bond that has an odd last coupon.
OLCMDURATION  modified duration for a bond that has an odd last coupon.
RPICONVEXITY  convexity for a bond that pays regular periodic interest.
RPIDURATION  duration for a bond that pays regular periodic interest.
RPIMDURATION  effective duration for a bond that pays regular periodic interest.
STEPCONVEXITY  convexity for a steppedcoupon bond.
STEPDURATION  duration for a steppedcoupon bond.
STEPMDURATION  modified duration for a steppedcoupon bond.
Price and Yield
BONDCF  cash flows of a bond with regular periodic coupon payments.
DIRTYPRICE  dirty price of bond.
DIRTYYIELD  yield of a bond from its dirty price.
DIS  price or discount rate for a discount security.
DISC  discount rate for a discount security.
DISFACTORS  components used in the calculation of price, discount rate, and yield for a discount security.
IAM  price or yield for a bond that pays interest at maturity and has a par value of 100.
IAMFACTORS  components used in the calculation of price and yield for a security that pays interest at maturity.
INTRATE  interest rate for a fully invested security.
ODDFPRICE  price per 100 face value of a security with an odd first period.
ODDFYIELD  yield of a security with an odd first period.
ODDLPRICE  price per 100 face value of a bond with an odd last coupon period.
ODDLYIELD  yield of a security with an odd last coupon period.
OFC  price or yield of a bond with an odd first period and a par value of 100.
OFCFACTORS  components used in the calculation of price and yield for a bond with an odd first coupon.
OFL  price or yield of a bond with an odd first period, an odd last period, and a par value of 100.
OFLFACTORS  components used in the calculation of price and yield for a bond with an odd last coupon.
OFLPRICE  price from yield per 100 face value of a bond with an odd first period and an odd last period.
OFLYIELD  yield from price per 100 face value of a bond with an odd first period and an odd last period.
OLC  price or yield of a bond with an odd last period and a par value of 100.
OLCFACTORS  components used in the calculation of price and yield for a bond with an odd last coupon.
PRICE  price for a bond that pays periodic interest and has a par value of 100.
PRICEACT  price from yield of a bond where the coupon amounts are calculated as the actual number of days in the coupon period divided by the number of days in the year.
PRICEACTTV  generate the cash flows of a bond where the coupon payments are calculated using the actual number of days in the coupon period divide by the days in the year.
PRICEDISC  price per 100 face value for a discounted security.
PRICEFR  price from yield of a bond with a forced redemption schedule where the coupon payment dates occur at regular periods and the redemptions can occur on any coupon date.
PRICEMAT  price (expressed per 100 par value) of a security that pays interest at maturity.
PRICESTEP  price from yield per 100 face value of a security with multiple interest coupon rates, also known as stepup rates.
RECEIVED  amount received at maturity for a fully invested security.
RPI  price or yield for a bond that pays periodic interest and has a par value of 100.
RPIFACTORS  components used in the calculation of price and yield for a bond with regular periodic coupons.
STEPCF  return the cash flows of a steppedrate bond.
TBILLEQ  bondequivalent yield for a Treasury bill.
TBILLPRICE  price per 100 face value for a Treasury bill.
TBILLYIELD  yield for a Treasury bill.
YIELD  yield, given the price, for a security that pays periodic interest and has a par value of 100.
YIELDACT  yield on a bond where the coupon amounts are calculated as the actual number of days in the coupon period divided by the number of days in the year.
YIELDDISC  annual yield for a discounted security; for example, a treasury bill.
YIELDFR  yield given price of a bond with a forced redemption schedule where the coupon payment dates occur at regular periods and the redemptions can occur on any coupon date.
YIELDMAT  annual yield of a security that pays interest at maturity.
YIELDSTEP  yield from price per 100 face value of a security with multiple interest coupon rates, also known as stepup rates.
Annuity Calculations
CUMIPMT  cumulative interest paid on a loan between any two periods.
CUMODDFIPMT  cumulative interest on the periodic payments for an annuity where the first period is either longer or shorter than the other periods.
CUMODDFPPMT  cumulative principal on the periodic payments for an annuity where the first period is either longer or shorter than the other periods.
CUMPRINC  cumulative principal paid on a loan between any two periods.
FV  future value of an annuity based on periodic, constant payments and a constant interest rate.
FVGA  future value of a growing annuity.
IPMT  interest payment for a given period for an annuity based on periodic, constant payments and a constant interest rate.
NPER  number of periods for an annuity.
NPERGA  number of whole periods for a growing annuity to reach a future value.
ODDFIPMT  interest portion of a periodic payment for an annuity where the first period is either longer or shorter than the other periods.
ODDFPMT  periodic payment for an annuity where the first period is either longer or shorter than the other periods.
ODDFPMTSCHED  amortization schedule for an annuity where the first period is either longer or shorter than all the other periods.
ODDFPPMT  principal portion of a periodic payment for an annuity where the first period is either longer or shorter than the other periods.
ODDFPV  present value of an annuity where the first period is either longer or shorter than the other periods.
ODDFRATE  periodic interest rate for an annuity where the first period is either longer or shorter than the other periods.
ODDFSCHED  annuitylike payment schedule where the first period is a different length than all subsequent
ODDPV  present value of an annuity with an odd first period.
PMT  periodic payment for an annuity.
PMTGA  initial payment for a growing annuity, given the future value.
PMTSCHED  amortization schedule for a loan with no odd periods.
PPMT  principal payments for an annuity for a given period.
PV  present value of an annuity.
PVGA  present value of a growing annuity.
RATE  interest rate per period of an annuity.
Spread Pricing
BondPriceFromZeroes  Use the .NET scalar function BondPriceFromZeroes to price of a bond given it's zspread and the zero coupon curve
CMTCurve  spot and continuously compounded zero coupon rate from the Constant Maturity Treasury par curve
LogNormalIRLattice  zerocoupon curve, calibrated forward rates, discount factors, and cash flows used in the calculation of a bond's price using its optionadjusted spread
OAC  optionadjusted convexity on a bond
OAD  optionadjusted convexity on a bond
OAS  optionadjusted spread on a bond.
PriceFromIRLattice  price of a bond given its optionadjusted spread and a zero coupon curve
PriceFromZeroesTVF  show the interpolated zerocoupon curve, discount factors, forward rates, and cash flows used in the calculation of a bond's price using its Zspread
ZSPREAD  zerovolatility or static spread on a bond
Internal Rates of Return
AMORTIZECASHFLOWS  schedule showing the discounted cash flow value of a series of cash flows at each cash flow date.
CDRCashflowIRR  internal rate of return on cash flows produced using the CDRCASHFLOW inputs.
IRR  internal rate of return for a series of cash flows.
MIRR  modified internal rate of return, where positive and negative cash flows are financed at different rates.
XIRR  internal rate of return for a series of cash flows on different dates.
XIRR30360  internal rate of return for a series of irregular cash flows using a 30/360 daycount convention.
XIRRT  internal rate of return for a series of cash flows with irregular time periods—cash flows of varying amount occurring at various points in time.
XMIRR  modified internal rate of return, where positive and negative cash flows are financed at different rates and where the cash flows occur irregularly and are specified by date.
Net Present Value
CDRCashflowDCF  discounted cash flow value for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied.
EFV  future value of a cash flow between two periods.
ENPV  net present value of an investment based on a series of periodic cash flows and a discount rate.
EPV  discounted value of a cash flow between two periods.
NFV  net future value of an investment based on a series of periodic cash flows and a rate.
NPV  net present value of an investment based on a series of periodic cash flows and a discount rate.
XDCF  discounted cash flows value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
XFV  future value of a cash flow between two dates.
XNFV  net future value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
XNPV  net present value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
XNPV30360  net present value for a series of cash flows with irregular time periods—cash flows of varying amount occurring at various points in time—using a 30/360 daycount convention..
XNPVT  net present value for a series of cash flows with irregular time periods—cash flows of varying amount occurring at various points in time.
XPV  discounted value of a cash flow between two dates.
Time Weighted Rate of Return
EMDIETZ  performance of an investment portfolio based on timeweighted cash flows.
GTWRR  timeweighted rates of return.
LMDIETZ  linked Modified Dietz.
TWROR  timeweighted rates of return, allowing you to specify which cash flows are used in the numerator of the calculation and which cash flows are used in the denominator.
TWRR  timeweighted rate of return.
Capital Asset Pricing Model
BetaCoKurt  betacokurtosis of an asset return and a benchmark return.
BetaCoSkew  betacoskewness of an asset return and a benchmark return.
BetaCoVar  betacovariance of an asset return and a benchmark return.
DownsideDeviation  downside deviation of asset returns.
DownsideFrequency  downside frequency of asset returns.
DownsidePotential  downside potential of asset returns.
EQALPHA  intercept of the security characteristic line (SCL), between an asset and a specified benchmark.
EQBETA  correlated volatility (beta) between an asset and a specified benchmark.
EQVOLATILITY  historical volatility based upon price or valuation data.
FinCoKurt  cokurtosis of an asset return and a benchmark return.
FinCoSkew  coskewness of an asset return and a benchmark return.
INFORATIO  Information ratio based upon return data.
INFORATIO2  Information ratio based upon price or valuation data.
MAXDD  maximum drawdown based on net asset or portfolio values.
MAXDD2  maximum drawdown based on net asset or portfolio returns.
MOIC  multiple of invested capital.
Omega  Omega of asset returns.
OmegaExcessReturn  Omega Excess Return.
OmegaSharpeRatio  OmegaSharpe ratio of asset returns.
SemiDeviation  semideviation of asset returns.
SemiVariance  semivariance of asset returns.
SHARPE  Sharpe ratio based upon return data.
SHARPE2  Sharpe ratio based upon price or valuation data.
SORTINO  Sortino ratio based upon return data.
SORTINO2  Sortino ratio based upon price data.
SpecificRisk  Specific Risk, the standard deviation of the error term in the regression equation.
SystematicRisk  Systematic Risk.
TotalRisk  Total Risk.
TREYNOR  Treynor ratio based upon return data.
TREYNOR2  Treynor ratio based upon price or valuation data.
UpsideFrequency  upside frequency of asset returns.
UpsidePotentialRatio  Upside Potential Ratio.
UpsideRisk  Upside Risk, Upside Variance or Upside Deviation.
Loans
Payment Calculations
CUMLIPMT  cumulative interest payments for a specified range of periods for a loan or lease.
CUMLPPMT  cumulative principal payments for a loan or lease.
EFFECT  effective annual interest rate.
FVSCHEDULE  future value of an initial investment using a series of compound rates.
LIPMT  periodic payment for a loan or lease.
LPMT  periodic payment for a loan or lease.
LPMTSCHED  generate a loan amortization schedule.
LPPMT  principal payment for a specified payment for a loan or lease.
LRATE  annual interest rate for an annuity with an odd first period.
NOMINAL  annual nominal interest rate.
NUMPMTS  number of payments from the first interest payment date to the last payment date; in other words, the total number of payments over the life of the loan.
TOTALINT  total interest on a loan or lease..
Loan Amortization
AMORTSCHED  generate a loan amortization schedule.
Balloon  cash flow schedule for a loan with periodic payments of interest (only) and with the principal paid at maturity..
Bullet  cash flow schedule for a loan with a single payment of principal and interest at maturity.
CDRCashflow  cashflow schedule for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied.
ConstantCashFlow  cash flow schedule for a loan with a fixed maturity date and annuitystyle payments.
ConstantCashFlowFR  cash flow schedule for a loan with a fixed maturity date and annuitystyle payments using a table of forward rates to each periodic payment.
ConstantPaymentAmount  cash flow schedule for a loan with a fixed payment amount but no fixed maturity date.
ConstantPrincipal  cash flow schedule for a loan with a fixed maturity date where the principal is reduced on a straightline basis.
ConstantPrincipalAmount  cash flow schedule for a loan with no fixed maturity date where the principal is reduced using a fixed amount.
ConstantPrincipalRate  cash flow schedule for a loan with no fixed maturity date where the principal is reduced on using a fixed rate.
CONSTPRINAMORT  amortization schedule for a loan with a fixed principal repayment.
NPD  next payment date for loan with regularly scheduled periodic payments.
NPNO  next payment number for loan with regularly scheduled periodic payments.
PAYMENTPERIODS  return the number of months from a reference date to: an initial grace period; the start of interim grace period; and the end of interim grace period.
PERIODRATE  nominal rate for a loan or other financial instrument when the compounding period of the quoted rate and the compounding period for the calculation of the loan are different.
PPD  previous payment date for loan with regularly scheduled periodic payments.
PPNO  previous payment number for loan with regularly scheduled periodic payments..
UNEQUALLOANPAYMENTS  payment schedule for a loan where the interest payment frequency and the principal payment frequency are different, or the loan starts with an interest only schedule with principal repayments commencing after the first interest payment date..
Ruleof78
R78IPMT  interest payment for a specified payment for a loan or lease using the Rule of 78.
R78PAYOFF  payoff amount for a loan or lease using the Rule of 78.
R78PPMT  principal payment for a specified payment for a loan or lease using the Rule of 78.
R78REBATE  rebate amount for a loan or lease using the Rule of 78.
Depreciation
DB  depreciation of an asset for a specified period using the fixeddeclining balance method.
DDB  depreciation of an asset for a specified period using the doubledeclining balance method or some other userspecified method.
SLN  straightline depreciation of an asset for one period.
SYD  sumofyears' digits depreciation of an asset for a specified period.
VDB  depreciation of an asset for a specified or partial period by using a declining balance method.
Yield Curves
Yield Curve Construction
DFINTERP  interpolated discount factor given a date.
ED_FUT_CONV_ADJ_HL  Eurodollars futures price into a forward rate using the Ho Lee convexity adjustment formula.
INTERPDFACT  interpolated discount factors for a range of dates.
SWAPCURVE  e discount factors, zerocoupon rates, and continuously compounded zerocoupon rates from a series of cash rates, futures prices, or swaps rates.
ZEROCOUPON  interpolated zerocoupon rate from a series of cash rates, futures prices, or swaps rates.
Nelson Siegel
NELSONSIEGEL  zero coupon rate for a date from the supplied parameters.
NSCOEF  Nelson Siegel coefficients for a zero coupon curve.
NSCOEF2  Nelson Siegel coefficients for a zero coupon curve.
Date Calculations for Yield Curves
ED_FUTYF  amount of time (in years) from a start date to the delivery date of a futures contract.
ED_FUT2DATE  Eurodollar futures delivery code into a delivery date.
TENOR2DATE  convert an alphanumeric expression into a swaps or money market maturity date.
Business Days Calculations
Business Days Calculations
BUSDAYS  number of business days from a start date (inclusive) to an end date (exclusive).
BUSDAYSWE  number of business days from a start date (inclusive) to an end date (exclusive), where the weekend days are not Saturday and Sunday.
BUSINESSDATE  new date taking holidays and weekends into account.
BUSINESSDATEWE  new date taking holidays and weekends into account.
T360  number of periods (fractional part included) from a cash flow date to a settlement date.
Business Date Functions
CALCDATE  datetime value for a specified Year, Month, and Day.
DATEFLOAT  float value for a specified Year, Month, and Day..
DATEINT  integer value for a specified Year, Month, and Day.
DAYS360  number of days from a start date (inclusive) to an end date (exclusive) using any of several 30/360 day count conventions.
DAYSINMONTH  number of days in the month of the specified date.
DAYSINYEAR  number of days in the year of the specified date.
DAYSNL  number of days from a start date (inclusive) to an end date (exclusive) excluding all occurrences of Feb29.
EASTER  date of Western Easter for the specified year.
EDATE  date that is the indicated number of months before or after a specified date (the start date).
EOMONTH  date for the last day of the month that is the indicated number of months before or after the start date.
FIRSTWEEKDAY  first specified day of the week in any calendar month.
ISREGULARPAY  if a date is a regular payment date for a loan given the first payment date, the issue date, and the number of payments per year.
LASTWEEKDAY  last specified day of the week in any calendar month.
NUMMONTHS  number of months between 2 dates.
YEARFRAC  fraction of the year represented by the number of whole days between two dates.
Misc Functions
DOLLARDE  dollar price, expressed as a fraction, into a dollar price, expressed as a decimal number.
DOLLARFR  dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction.
RelativeError
XLDB_FINANCIAL_VERSION
XLDLLfinancial Demo App (zip) ...
ALL FUNCTIONS (alphabetical)
ACCINTACT  accrued interest on a bond where the coupon amounts are calculated as the actual number of days in the coupon period divided by the number of days in the year.
ACCRINT  accrued interest for a security that pays interest at maturity.
ACCRINTM  accrued interest for a security that pays interest at maturity.
AIFACTOR  Accrued Interest Factor.
AIFACTOR_IAM  Accrued Interest Factor for an InterestatMaturity security.
AIFACTOR_OFC  Accrued Interest Factor for a bond during its odd first coupon period.
AIFACTOR_OLC  Accrued Interest Factor for a bond during its odd last coupon period.
AIFACTOR_RPI  Accrued Interest Factor for a Regular Periodic Interest period.
AMORTIZECASHFLOWS  schedule showing the discounted cash flow value of a series of cash flows at each cash flow date.
AMORTRATE  constant daily effective rate to be used in the amortization/accretion of bond (or loan) premium or discount.
AMORTSCHED  generate a loan amortization schedule.
Balloon  cash flow schedule for a loan with periodic payments of interest (only) and with the principal paid at maturity..
BetaCoKurt  betacokurtosis of an asset return and a benchmark return.
BetaCoSkew  betacoskewness of an asset return and a benchmark return.
BetaCoVar  betacovariance of an asset return and a benchmark return.
BONDAMORT  generate a bond amortization schedule from the settlement date to the maturity date of the bond.
BONDCF  cash flows of a bond with regular periodic coupon payments.
BONDINT  accrued interest on a bond that pays regular, periodic interest.
BondPriceFromZeroes  Use the .NET scalar function BondPriceFromZeroes to price of a bond given it's zspread and the zero coupon curve
Bullet  cash flow schedule for a loan with a single payment of principal and interest at maturity.
BUSDAYS  number of business days from a start date (inclusive) to an end date (exclusive).
BUSDAYSWE  number of business days from a start date (inclusive) to an end date (exclusive), where the weekend days are not Saturday and Sunday.
BUSINESSDATE  new date taking holidays and weekends into account.
BUSINESSDATEWE  new date taking holidays and weekends into account.
CALCDATE  datetime value for a specified Year, Month, and Day.
CDRCashflow  cashflow schedule for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied.
CDRCashflowDCF  discounted cash flow value for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied.
CDRCashflowIRR  internal rate of return on cash flows produced using the CDRCASHFLOW inputs.
CFCONVEXITY  convexity of a series of cash flows.
CFDURATION  duration of a series of cash flows.
CFMDURATION  modified duration of a series of cash flows.
CMTCurve  spot and continuously compounded zero coupon rate from the Constant Maturity Treasury par curve
COMPINT  accrued interest for a security where interest is compounded periodically and paid at maturity.
ConstantCashFlow  cash flow schedule for a loan with a fixed maturity date and annuitystyle payments.
ConstantCashFlowFR  cash flow schedule for a loan with a fixed maturity date and annuitystyle payments using a table of forward rates to each periodic payment.
ConstantPaymentAmount  cash flow schedule for a loan with a fixed payment amount but no fixed maturity date.
ConstantPrincipal  cash flow schedule for a loan with a fixed maturity date where the principal is reduced on a straightline basis.
ConstantPrincipalAmount  cash flow schedule for a loan with no fixed maturity date where the principal is reduced using a fixed amount.
ConstantPrincipalRate  cash flow schedule for a loan with no fixed maturity date where the principal is reduced on using a fixed rate.
CONSTPRINAMORT  amortization schedule for a loan with a fixed principal repayment.
CONVEXITY  convexity of an option free bond.
COUPDAYBS  number of days from the beginning of the coupon period to the settlement date.
COUPDAYS  number of days in the coupon period that contains the settlement date.
COUPDAYSNC  number of days from the settlement date to the next coupon date.
COUPNCD  next coupon date after the settlement date.
COUPNUM  number of coupons payable between the settlement date and maturity date rounded up to the nearest whole coupon.
COUPPCD  immediately previous coupon date before the settlement date.
CUMIPMT  cumulative interest paid on a loan between any two periods.
CUMLIPMT  cumulative interest payments for a specified range of periods for a loan or lease.
CUMLPPMT  cumulative principal payments for a loan or lease.
CUMODDFIPMT  cumulative interest on the periodic payments for an annuity where the first period is either longer or shorter than the other periods.
CUMODDFPPMT  cumulative principal on the periodic payments for an annuity where the first period is either longer or shorter than the other periods.
CUMPRINC  cumulative principal paid on a loan between any two periods.
DATEFLOAT  float value for a specified Year, Month, and Day..
DATEINT  integer value for a specified Year, Month, and Day.
DAYS360  number of days from a start date (inclusive) to an end date (exclusive) using any of several 30/360 day count conventions.
DAYSINMONTH  number of days in the month of the specified date.
DAYSINYEAR  number of days in the year of the specified date.
DAYSNL  number of days from a start date (inclusive) to an end date (exclusive) excluding all occurrences of Feb29.
DB  depreciation of an asset for a specified period using the fixeddeclining balance method.
DDB  depreciation of an asset for a specified period using the doubledeclining balance method or some other userspecified method.
DFINTERP  interpolated discount factor given a date.
DIRTYPRICE  dirty price of bond.
DIRTYYIELD  yield of a bond from its dirty price.
DIS  price or discount rate for a discount security.
DISC  discount rate for a discount security.
DISFACTORS  components used in the calculation of price, discount rate, and yield for a discount security.
DOLLARDE  dollar price, expressed as a fraction, into a dollar price, expressed as a decimal number.
DOLLARFR  dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction.
DownsideDeviation  downside deviation of asset returns.
DownsideFrequency  downside frequency of asset returns.
DownsidePotential  downside potential of asset returns.
DURATION  Macaulay duration (in years) of a security with regular, periodic interest payments.
EASTER  date of Western Easter for the specified year.
ED_FUT_CONV_ADJ_HL  Eurodollars futures price into a forward rate using the Ho Lee convexity adjustment formula.
ED_FUT2DATE  Eurodollar futures delivery code into a delivery date.
ED_FUTYF  amount of time (in years) from a start date to the delivery date of a futures contract.
EDATE  date that is the indicated number of months before or after a specified date (the start date).
EFFECT  effective annual interest rate.
EFV  future value of a cash flow between two periods.
EMDIETZ  performance of an investment portfolio based on timeweighted cash flows.
ENPV  net present value of an investment based on a series of periodic cash flows and a discount rate.
EOMONTH  date for the last day of the month that is the indicated number of months before or after the start date.
EPV  discounted value of a cash flow between two periods.
EQALPHA  intercept of the security characteristic line (SCL), between an asset and a specified benchmark.
EQBETA  correlated volatility (beta) between an asset and a specified benchmark.
EQVOLATILITY  historical volatility based upon price or valuation data.
FinCoKurt  cokurtosis of an asset return and a benchmark return.
FinCoSkew  coskewness of an asset return and a benchmark return.
FIRSTWEEKDAY  first specified day of the week in any calendar month.
FV  future value of an annuity based on periodic, constant payments and a constant interest rate.
FVGA  future value of a growing annuity.
FVSCHEDULE  future value of an initial investment using a series of compound rates.
GTWRR  timeweighted rates of return.
IAM  price or yield for a bond that pays interest at maturity and has a par value of 100.
IAMFACTORS  components used in the calculation of price and yield for a security that pays interest at maturity.
INFORATIO  Information ratio based upon return data.
INFORATIO2  Information ratio based upon price or valuation data.
INTERPDFACT  interpolated discount factors for a range of dates.
INTRATE  interest rate for a fully invested security.
IPMT  interest payment for a given period for an annuity based on periodic, constant payments and a constant interest rate.
IRR  internal rate of return for a series of cash flows.
ISREGULARPAY  if a date is a regular payment date for a loan given the first payment date, the issue date, and the number of payments per year.
LASTWEEKDAY  last specified day of the week in any calendar month.
LIPMT  periodic payment for a loan or lease.
LMDIETZ  linked Modified Dietz.
LogNormalIRLattice  zerocoupon curve, calibrated forward rates, discount factors, and cash flows used in the calculation of a bond's price using its optionadjusted spread
LPMT  periodic payment for a loan or lease.
LPMTSCHED  generate a loan amortization schedule.
LPPMT  principal payment for a specified payment for a loan or lease.
LRATE  annual interest rate for an annuity with an odd first period.
MAXDD  maximum drawdown based on net asset or portfolio values.
MAXDD2  maximum drawdown based on net asset or portfolio returns.
MDURATION  modified duration for a security with an assumed par value of 100.
MIRR  modified internal rate of return, where positive and negative cash flows are financed at different rates.
MOIC  multiple of invested capital.
NELSONSIEGEL  zero coupon rate for a date from the supplied parameters.
NFV  net future value of an investment based on a series of periodic cash flows and a rate.
NOMINAL  annual nominal interest rate.
NPD  next payment date for loan with regularly scheduled periodic payments.
NPER  number of periods for an annuity.
NPERGA  number of whole periods for a growing annuity to reach a future value.
NPNO  next payment number for loan with regularly scheduled periodic payments.
NPV  net present value of an investment based on a series of periodic cash flows and a discount rate.
NSCOEF  Nelson Siegel coefficients for a zero coupon curve.
NSCOEF2  Nelson Siegel coefficients for a zero coupon curve.
NUMMONTHS  number of months between 2 dates.
NUMPMTS  number of payments from the first interest payment date to the last payment date; in other words, the total number of payments over the life of the loan.
OAC  optionadjusted convexity on a bond
OAD  optionadjusted convexity on a bond
OAS  optionadjusted spread on a bond.
ODDCOMPINT  accrued interest for a security with an odd first or an odd last coupon period (or both) where interest is compounded periodically and paid at maturity.
ODDFINT  accrued interest in the first coupon period for a bond with an odd first coupon and a par value of 100.
ODDFIPMT  interest portion of a periodic payment for an annuity where the first period is either longer or shorter than the other periods.
ODDFPMT  periodic payment for an annuity where the first period is either longer or shorter than the other periods.
ODDFPMTSCHED  amortization schedule for an annuity where the first period is either longer or shorter than all the other periods.
ODDFPPMT  principal portion of a periodic payment for an annuity where the first period is either longer or shorter than the other periods.
ODDFPRICE  price per 100 face value of a security with an odd first period.
ODDFPV  present value of an annuity where the first period is either longer or shorter than the other periods.
ODDFRATE  periodic interest rate for an annuity where the first period is either longer or shorter than the other periods.
ODDFSCHED  annuitylike payment schedule where the first period is a different length than all subsequent
ODDFYIELD  yield of a security with an odd first period.
ODDLINT  accrued for a bond with an odd last coupon and a par value of 100.
ODDLPRICE  price per 100 face value of a bond with an odd last coupon period.
ODDLYIELD  yield of a security with an odd last coupon period.
ODDPV  present value of an annuity with an odd first period.
OFC  price or yield of a bond with an odd first period and a par value of 100.
OFCCONVEXITY  convexity for a bond that has an odd first coupon.
OFCDURATION  duration for a bond that has an odd first coupon.
OFCFACTORS  components used in the calculation of price and yield for a bond with an odd first coupon.
OFCMDURATION  modified duration for a bond that has an odd first coupon.
OFL  price or yield of a bond with an odd first period, an odd last period, and a par value of 100.
OFLCONVEXITY  convexity for a bond that has an odd first and an odd last coupon.
OFLDURATION  duration for a bond that has an odd first and an odd last coupon.
OFLFACTORS  components used in the calculation of price and yield for a bond with an odd last coupon.
OFLMDURATION  modified duration for a bond that has an odd first and an odd last coupon.
OFLPRICE  price from yield per 100 face value of a bond with an odd first period and an odd last period.
OFLYIELD  yield from price per 100 face value of a bond with an odd first period and an odd last period.
OLC  price or yield of a bond with an odd last period and a par value of 100.
OLCCONVEXITY  convexity for a bond that has an odd last coupon.
OLCDURATION  duration for a bond that has an odd last coupon.
OLCFACTORS  components used in the calculation of price and yield for a bond with an odd last coupon.
OLCMDURATION  modified duration for a bond that has an odd last coupon.
Omega  Omega of asset returns.
OmegaExcessReturn  Omega Excess Return.
OmegaSharpeRatio  OmegaSharpe ratio of asset returns.
PAYMENTPERIODS  return the number of months from a reference date to: an initial grace period; the start of interim grace period; and the end of interim grace period.
PERIODRATE  nominal rate for a loan or other financial instrument when the compounding period of the quoted rate and the compounding period for the calculation of the loan are different.
PMT  periodic payment for an annuity.
PMTGA  initial payment for a growing annuity, given the future value.
PMTSCHED  amortization schedule for a loan with no odd periods.
PPD  previous payment date for loan with regularly scheduled periodic payments.
PPMT  principal payments for an annuity for a given period.
PPNO  previous payment number for loan with regularly scheduled periodic payments..
PRICE  price for a bond that pays periodic interest and has a par value of 100.
PRICEACT  price from yield of a bond where the coupon amounts are calculated as the actual number of days in the coupon period divided by the number of days in the year.
PRICEACTTV  generate the cash flows of a bond where the coupon payments are calculated using the actual number of days in the coupon period divide by the days in the year.
PRICEDISC  price per 100 face value for a discounted security.
PRICEFR  price from yield of a bond with a forced redemption schedule where the coupon payment dates occur at regular periods and the redemptions can occur on any coupon date.
PriceFromIRLattice  price of a bond given its optionadjusted spread and a zero coupon curve
PriceFromZeroesTVF  show the interpolated zerocoupon curve, discount factors, forward rates, and cash flows used in the calculation of a bond's price using its Zspread
PRICEMAT  price (expressed per 100 par value) of a security that pays interest at maturity.
PRICESTEP  price from yield per 100 face value of a security with multiple interest coupon rates, also known as stepup rates.
PV  present value of an annuity.
PVGA  present value of a growing annuity.
R78IPMT  interest payment for a specified payment for a loan or lease using the Rule of 78.
R78PAYOFF  payoff amount for a loan or lease using the Rule of 78.
R78PPMT  principal payment for a specified payment for a loan or lease using the Rule of 78.
R78REBATE  rebate amount for a loan or lease using the Rule of 78.
RATE  interest rate per period of an annuity.
RECEIVED  amount received at maturity for a fully invested security.
RPI  price or yield for a bond that pays periodic interest and has a par value of 100.
RPICONVEXITY  convexity for a bond that pays regular periodic interest.
RPIDURATION  duration for a bond that pays regular periodic interest.
RPIFACTORS  components used in the calculation of price and yield for a bond with regular periodic coupons.
RPIMDURATION  effective duration for a bond that pays regular periodic interest.
SemiDeviation  semideviation of asset returns.
SemiVariance  semivariance of asset returns.
SHARPE  Sharpe ratio based upon return data.
SHARPE2  Sharpe ratio based upon price or valuation data.
SLN  straightline depreciation of an asset for one period.
SORTINO  Sortino ratio based upon return data.
SORTINO2  Sortino ratio based upon price data.
SpecificRisk  Specific Risk, the standard deviation of the error term in the regression equation.
STEPACCINT  accrued interest for a steppedcoupon bond with a par value of 100.
STEPCF  return the cash flows of a steppedrate bond.
STEPCONVEXITY  convexity for a steppedcoupon bond.
STEPDURATION  duration for a steppedcoupon bond.
STEPMDURATION  modified duration for a steppedcoupon bond.
SWAPCURVE  e discount factors, zerocoupon rates, and continuously compounded zerocoupon rates from a series of cash rates, futures prices, or swaps rates.
SYD  sumofyears' digits depreciation of an asset for a specified period.
SystematicRisk  Systematic Risk.
T360  number of periods (fractional part included) from a cash flow date to a settlement date.
TBILLEQ  bondequivalent yield for a Treasury bill.
TBILLPRICE  price per 100 face value for a Treasury bill.
TBILLYIELD  yield for a Treasury bill.
TENOR2DATE  convert an alphanumeric expression into a swaps or money market maturity date.
TOTALINT  total interest on a loan or lease..
TotalRisk  Total Risk.
TREYNOR  Treynor ratio based upon return data.
TREYNOR2  Treynor ratio based upon price or valuation data.
TWROR  timeweighted rates of return, allowing you to specify which cash flows are used in the numerator of the calculation and which cash flows are used in the denominator.
TWRR  timeweighted rate of return.
UNEQUALLOANPAYMENTS  payment schedule for a loan where the interest payment frequency and the principal payment frequency are different, or the loan starts with an interest only schedule with principal repayments commencing after the first interest payment date..
UpsideFrequency  upside frequency of asset returns.
UpsidePotentialRatio  Upside Potential Ratio.
UpsideRisk  Upside Risk, Upside Variance or Upside Deviation.
VDB  depreciation of an asset for a specified or partial period by using a declining balance method.
XDCF  discounted cash flows value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
XFV  future value of a cash flow between two dates.
XIRR  internal rate of return for a series of cash flows on different dates.
XIRR30360  internal rate of return for a series of irregular cash flows using a 30/360 daycount convention.
XIRRT  internal rate of return for a series of cash flows with irregular time periods—cash flows of varying amount occurring at various points in time.
XMIRR  modified internal rate of return, where positive and negative cash flows are financed at different rates and where the cash flows occur irregularly and are specified by date.
XNFV  net future value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
XNPV  net present value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
XNPV30360  net present value for a series of cash flows with irregular time periods—cash flows of varying amount occurring at various points in time—using a 30/360 daycount convention..
XNPVT  net present value for a series of cash flows with irregular time periods—cash flows of varying amount occurring at various points in time.
XPV  discounted value of a cash flow between two dates.
YEARFRAC  fraction of the year represented by the number of whole days between two dates.
YIELD  yield, given the price, for a security that pays periodic interest and has a par value of 100.
YIELDACT  yield on a bond where the coupon amounts are calculated as the actual number of days in the coupon period divided by the number of days in the year.
YIELDDISC  annual yield for a discounted security; for example, a treasury bill.
YIELDFR  yield given price of a bond with a forced redemption schedule where the coupon payment dates occur at regular periods and the redemptions can occur on any coupon date.
YIELDMAT  annual yield of a security that pays interest at maturity.
YIELDSTEP  yield from price per 100 face value of a security with multiple interest coupon rates, also known as stepup rates.
ZEROCOUPON  interpolated zerocoupon rate from a series of cash rates, futures prices, or swaps rates.
ZSPREAD  zerovolatility or static spread on a bond
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