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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  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
ADJCURRYIELD  adjusted current 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  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  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
Spread Pricing
BondPriceFromZeroes  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 duration on a bond
OAS  optionadjusted spread on a bond
PriceFromIRLattice  price of a bond given its optionadjusted spread and a zero coupon curve
PriceFromZeroesTVF  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
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  an 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  an annuitylike payment schedule where the first period is a different length of the time than all subsequent periods and those subsequent periods are assumed to be of equal length
ODDPV  present value of an annuity with an odd first period
PDURATION  number of periods required by an investment to reach a specified value
PMT  periodic payment for an annuity
PMTGA  initial payment for a growing annuity, given the future value
PMTSCHED  an 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
RRI  an equivalent interest rate for the growth of an investment.
Internal Rates of Return
AMORTIZECASHFLOWS  a 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  an 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  an internal rate of return for a series of cash flows on different dates
XIRR30360  an internal rate of return for a series of irregular cash flows using a 30/360 daycount convention
XIRRT  an internal rate of return for a series of cash flows with irregular time periods
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
XFV  future value of a cash flow between two dates
XNFV  net future value of a series of irregular cash flows
XNPV  net present value of a series of irregular cash flows
XNPV30360  net present value for a series of cash flows with irregular time periods using a 30/360 daycount convention
XNPVT  net present value for a series of cash flows with irregular time periods
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. GTWRR supports three different methods for calculating timeweighted rates of return
LMDIETZ  linked Modified Dietz
MDIETZ  performance of an investment portfolio based on timeweighted cash flows
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
SimpleAccrual  daily interest accruals over a range of dates for cash flows.
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  a cashflow schedule for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied
CDRRate  CDR Rate given the loan default amount.
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  an 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
SMMAMORT  cashflow schedule for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied
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  discount factors, zerocoupon rates, and continuously compounded zerocoupon rates from a series of cash rates, futures prices, or swaps rates
ZEROCOUPON  an 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  a datetime value for a specified Year, Month, and Day
DATEFLOAT  a float value for a specified Year, Month, and Day
DATEINT  an 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
NBD  comma separated string of nonbusiness dates in the format YYYYMMDD
NUMMONTHS  number of months between 2 dates
YEARFRAC  fraction of the year represented by the number of whole days between two dates
Inventory
FIFOend  ending FIFO balances in an ordered resultant table
FIFOtvf  running FIFO (First In, First Out) values in an ordered resultant table
LIFOend  ending LIFO balances in an ordered resultant table.
LIFOtvf  running LIFO balances in an ordered resultant table.
WACtvf  running weightedaverage cost values in an ordered resultant table.
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
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
ADJCURRYIELD  adjusted current yield
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  a 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  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  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  a datetime value for a specified Year, Month, and Day
CDRCASHFLOW  a 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
CDRRate  CDR Rate given the loan default amount.
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  an 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  a float value for a specified Year, Month, and Day
DATEINT  an 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
ENPV_q  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
FIFOend  ending FIFO balances in an ordered resultant table
FIFOtvf  running FIFO (First In, First Out) values in an ordered resultant table
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. GTWRR supports three different methods for calculating 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  an internal rate of return for a series of cash flows
IRR_q  an 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
LIFOend  ending LIFO balances in an ordered resultant table.
LIFOtvf  running LIFO balances in an ordered resultant table.
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
MDIETZ  performance of an investment portfolio based on timeweighted cash flows
MDIETZ_q  performance of an investment portfolio based on timeweighted cash flows
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
MIRR_q  modified internal rate of return, where positive and negative cash flows are financed at different rates
MOIC  multiple of invested capital
NBD  comma separated string of nonbusiness dates in the format YYYYMMDD
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
NPV_q  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 duration 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  an 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  an annuitylike payment schedule where the first period is a different length of the time than all subsequent periods and those subsequent periods are assumed to be of equal length
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
PDURATION  number of periods required by an investment to reach a specified value
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  an 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  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  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
RelativeError  relative error between two values
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
RRI  an equivalent interest rate for the growth of an investment.
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
SimpleAccrual  daily interest accruals over a range of dates for cash flows.
SLN  straightline depreciation of an asset for one period
SMMAMORT  cashflow schedule for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied
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  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  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
WACtvf  running weightedaverage cost values in an ordered resultant table.
XDCF  discounted cash flows value of a series of irregular cash flows
XFV  future value of a cash flow between two dates
XIRR  an internal rate of return for a series of cash flows on different dates
XIRR_q  an internal rate of return for a series of cash flows on different dates
XIRR30360  an internal rate of return for a series of irregular cash flows using a 30/360 daycount convention
XIRRT  an internal rate of return for a series of cash flows with irregular time periods
XLDB_FINANCIAL_VERSION  version information for the XLeratorDB/financial module
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
XNPV  net present value of a series of irregular cash flows
XNPV_q  net present value of a series of irregular cash flows
XNPV30360  net present value for a series of cash flows with irregular time periods using a 30/360 daycount convention
XNPVT  net present value for a series of cash flows with irregular time periods
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  an 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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IRR_q
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Joe Stampf (admin)
10/27/2016 4:54:36 PM

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