| BOND FIGURATION |
| Date Calculations |
COUPDAYBS
|
Calculate the number of days from the beginning of the coupon period to the settlement date.
|
COUPDAYS
|
Calculate the number of days in the coupon period that contains the settlement date.
|
COUPDAYSNC
|
Calculate the number of days from the settlement date to the next coupon date.
|
COUPNCD
|
Calculate the next coupon date after the settlement date.
|
COUPNUM
|
Calculate the number of coupons payable between the settlement date and maturity date rounded up to the nearest whole coupon.
|
COUPPCD
|
Calculate the immediately previous coupon date before the settlement date.
|
| |
| Accrued Interest |
ACCINTACT
|
Calculate the 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
|
Calculate the accrued interest for a security that pays interest at maturity.
|
ACCRINTM
|
Calculate the accrued interest for a security that pays interest at maturity.
|
AIFACTOR
|
Calculate the Accrued Interest Factor.
|
AIFACTOR_IAM
|
Calculate the Accrued Interest Factor for an Interest-at-Maturity security.
|
AIFACTOR_OFC
|
Calculate the Accrued Interest Factor for a bond during its odd first coupon period.
|
AIFACTOR_OLC
|
Calculate the Accrued Interest Factor for a bond during its odd last coupon period.
|
AIFACTOR_RPI
|
Calculate Accrued Interest Factor for a Regular Periodic Interest period.
|
AMORTRATE
|
Calculate the 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.
(table-valued function) |
BONDINT
|
Calculate the accrued interest on a bond that pays regular, periodic interest.
|
COMPINT
|
Calculate the accrued interest for a security where interest is compounded periodically and paid at maturity.
|
ODDCOMPINT
|
Calculate the 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
|
Calculate the accrued interest in the first coupon period for a bond with an odd first coupon and a par value of 100.
|
ODDLINT
|
Calculate the accrued for a bond with an odd last coupon and a par value of 100.
|
STEPACCINT
|
Calculate the accrued interest for a stepped-coupon bond with a par value of 100. â€
|
| |
| Duration & Convexity |
CFCONVEXITY
|
Calculate the convexity of a series of cash flows.
Available in XLeratorDB/financial 2008 only |
CFDURATION
|
Calculate the duration of a series of cash flows.s
Available in XLeratorDB/financial 2008 only |
CFMDURATION
|
Calculate the modified duration of a series of cash flows.
Available in XLeratorDB/financial 2008 only |
CONVEXITY
|
Calculate the convexity of an option free bond.
|
DURATION
|
Calculate the Macaulay duration (in years) of a security with regular, periodic interest payments.
|
MDURATION
|
Calculate the modified duration for a security with an assumed par value of 100.
|
OFCCONVEXITY
|
Calculate the convexity for a bond that has an odd first coupon.
|
OFCDURATION
|
Calculate the duration for a bond that has an odd first coupon.
|
OFCMDURATION
|
Calculate the modified duration for a bond that has an odd first coupon.
|
OFLCONVEXITY
|
Calculate the convexity for a bond that has an odd first and an odd last coupon.
|
OFLDURATION
|
Calculate the duration for a bond that has an odd first and an odd last coupon.
|
OFLMDURATION
|
Calculate the modified duration for a bond that has an odd first and an odd last coupon.
|
OLCCONVEXITY
|
Calculate the convexity for a bond that has an odd last coupon.
|
OLCDURATION
|
Calculate the duration for a bond that has an odd last coupon.
|
OLCMDURATION
|
Calculate the modified duration for a bond that has an odd last coupon.
|
RPICONVEXITY
|
Calculate the convexity for a bond that pays regular periodic interest.
|
RPIDURATION
|
Calculate the duration for a bond that pays regular periodic interest.
|
RPIMDURATION
|
Calculate the effective duration for a bond that pays regular periodic interest.
|
STEPCONVEXITY
|
Calculate the convexity for a stepped-coupon bond. â€
|
STEPDURATION
|
Calculate the duration for a stepped-coupon bond. â€
|
STEPMDURATION
|
Calculate the modified duration for a stepped-coupon bond. â€
|
| |
| Price & Yield |
ADJCURRYIELD
|
Calculate the adjusted current yield.
|
BONDCF
|
Calculate the cash flows of a bond with regular periodic coupon payments.
(table-valued function) |
DIRTYPRICE
|
Calculate the dirty price of bond.
|
DIRTYYIELD
|
Calculate the yield of a bond from its dirty price.
|
DIS
|
Calculate the price or discount rate for a discount security.
|
DISC
|
Calculate the discount rate for a discount security.
|
DISFACTORS
|
Calculate the components used in the calculation of price, discount rate, and yield for a discount security.
(table-valued function) |
IAM
|
Calculate the price or yield for a bond that pays interest at maturity and has a par value of 100.
|
IAMFACTORS
|
Calculate the components used in the calculation of price and yield for a security that pays interest at maturity.
(table-valued function) |
INTRATE
|
Calculate the interest rate for a fully invested security.
|
ODDFPRICE
|
Calculate price per 100 face value of a security with an odd first period.
|
ODDFYIELD
|
Calculate the yield of a security with an odd first period.
|
ODDLPRICE
|
Calculate the price per 100 face value of a bond with an odd last coupon period.
|
ODDLYIELD
|
Calculate the yield of a security with an odd last coupon period.
|
OFC
|
Calculate the price or yield of a bond with an odd first period and a par value of 100.
|
OFCFACTORS
|
Calculate the components used in the calculation of price and yield for a bond with an odd first coupon.
(table-valued function) |
OFL
|
Calculate the price or yield of a bond with an odd first period, an odd last period, and a par value of 100.
|
OFLFACTORS
|
Calculate the components used in the calculation of price and yield for a bond with an odd last coupon.
(table-valued function) |
OFLPRICE
|
Calculate the price from yield per 100 face value of a bond with an odd first period and an odd last period.
|
OFLYIELD
|
Calculate the yield from price per 100 face value of a bond with an odd first period and an odd last period.
|
OLC
|
Calculate the price or yield of a bond with an odd last period and a par value of 100.
|
OLCFACTORS
|
Calculate the components used in the calculation of price and yield for a bond with an odd last coupon.
(table-valued function) |
PRICE
|
Calculate the price for a bond that pays periodic interest and has a par value of 100.
|
PRICEACT
|
Calculate the 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.
(table-valued function) |
PRICEDISC
|
Calculate the price per 100 face value for a discounted security.
|
PRICEFR
|
Calculate the 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
|
Calculate the price (expressed per 100 par value) of a security that pays interest at maturity.
|
PRICESTEP
|
Calculate the price from yield per 100 face value of a security with multiple interest coupon rates, also known as step-up rates. â€
|
RECEIVED
|
Calculate the amount received at maturity for a fully invested security.
|
RPI
|
Calculate the price or yield for a bond that pays periodic interest and has a par value of 100.
|
RPIFACTORS
|
Calculate the components used in the calculation of price and yield for a bond with regular periodic coupons.
(table-valued function) |
STEPCF
|
Calculate the cash flows of a stepped-rate bond.
(table-valued function) Available in XLeratorDB/financial 2008 only |
TBILLEQ
|
Calculate the bond-equivalent yield for a Treasury bill.
|
TBILLPRICE
|
Calculate the price per 100 face value for a Treasury bill.
|
TBILLYIELD
|
Calculate the yield for a Treasury bill.
|
YIELD
|
Calculate the yield, given the price, for a security that pays periodic interest and has a par value of 100.
|
YIELDACT
|
Calculate the 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
|
Calculate the annual yield for a discounted security; for example, a treasury bill.
|
YIELDFR
|
Calculate the 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
|
Calculate the annual yield of a security that pays interest at maturity.
|
YIELDSTEP
|
Calculate the yield from price per 100 face value of a security with multiple interest coupon rates, also known as step-up rates. â€
|
| |
| SPREAD PRICING |
BondPriceFromZeroes
|
Calculate the price of a bond given it's z-spread and the zero coupon curve.
Available in XLeratorDB/financial 2008 only |
CMTCurve
|
Calculate the spot and continuously compounded zero coupon rate from the Constant Maturity Treasury par curve.
(table-valued function) Available in XLeratorDB/financial 2008 only |
LogNormalIRLattice
|
Show the zero-coupon curve, calibrated forward rates, discount factors, and cash flows used in the calculation of a bond's price using its option-adjusted spread.
(table-valued function) Available in XLeratorDB/financial 2008 only |
OAC
|
Calculate the option-adjusted convexity on a bond.
Available in XLeratorDB/financial 2008 only |
OAD
|
Calculate the option-adjusted duration on a bond.
Available in XLeratorDB/financial 2008 only |
OAS
|
Calculate the option-adjusted spread on a bond.
Available in XLeratorDB/financial 2008 only |
PriceFromIRLattice
|
Calculate the price of a bond given its option-adjusted spread and a zero coupon curve.
Available in XLeratorDB/financial 2008 only |
PriceFromZeroesTVF
|
Show the interpolated zero-coupon curve, discount factors, forward rates, and cash flows used in the calculation of a bond's price using its Z-spread.
(table-valued function) Available in XLeratorDB/financial 2008 only |
ZSPREAD
|
Calculate the zero-volatility or static spread on a bond.
Available in XLeratorDB/financial 2008 only |
| |
| ANNUITY CALCULATIONS |
CUMIPMT
|
Calculate the cumulative interest paid on a loan between any two periods.
|
CUMODDFIPMT
|
Calculate the cumulative interest on the periodic payments for an annuity where the first period is either longer or shorter than the other periods.
|
CUMODDFPPMT
|
Calculate the cumulative principal on the periodic payments for an annuity where the first period is either longer or shorter than the other periods.
|
CUMPRINC
|
Calculate the cumulative principal paid on a loan between any two periods.
|
FV
|
Calculate future value of an annuity based on periodic, constant payments and a constant interest rate.
|
FVGA
|
Calculate the future value of a growing annuity.
|
IPMT
|
Calculate interest payment for a given period for an annuity based on periodic, constant payments and a constant interest rate.
|
NPER
|
Calculate the number of periods for an annuity.
|
NPERGA
|
Calculate the number of whole periods for a growing annuity to reach a future value.
|
ODDFIPMT
|
Calculate the interest portion of a periodic payment for an annuity where the first period is either longer or shorter than the other periods.
|
ODDFPMT
|
Calculate the periodic payment for an annuity where the first period is either longer or shorter than the other periods.
|
ODDFPMTSCHED
|
Calculate an amortization schedule for an annuity where the first period is either longer or shorter than all the other periods.
(table-valued function) |
ODDFPPMT
|
Calculate the principal portion of a periodic payment for an annuity where the first period is either longer or shorter than the other periods.
|
ODDFPV
|
Calculate the present value of an annuity where the first period is either longer or shorter than the other periods.
|
ODDFRATE
|
Calculate the periodic interest rate for an annuity where the first period is either longer or shorter than the other periods.
|
ODDFSCHED
|
Calculate an annuity-like 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.
(table-valued function) Available in XLeratorDB/financial 2008 only |
ODDPV
|
Calculate the present value of an annuity with an odd first period.
|
PDURATION *!*
|
Calculate the number of periods required by an investment to reach a specified value.
Available in XLeratorDB/financial 2008 only |
PMT
|
Calculate the periodic payment for an annuity.
|
PMTGA
|
Calculate the initial payment for a growing annuity, given the future value.
|
PMTSCHED
|
Calculate an amortization schedule for a loan with no odd periods.
(table-valued function) |
PPMT
|
Calculate principal payments for an annuity for a given period.
|
PV
|
Calculate the present value of an annuity.
|
PVGA
|
Calculate the present value of a growing annuity.
|
RATE
|
Calculate the interest rate per period of an annuity.
|
RRI *!*
|
Calculate an equivalent interest rate for the growth of an investment.
Available in XLeratorDB/financial 2008 only |
| |
| INTERNAL RATES OF RETURN |
AMORTIZECASHFLOWS
|
Calculate a schedule showing the discounted cash flow value of a series of cash flows at each cash flow date. â€
(table-valued function) |
CDRCASHFLOWIRR
|
Calculate the internal rate of return on cash flows produced using the CDRCASHFLOW inputs.
Available in XLeratorDB/financial 2008 only |
IRR
|
Calculate an internal rate of return for a series of cash flows.
|
IRR_q
|
Calculate an internal rate of return for a series of cash flows. â€
|
MIRR
|
Calculate the modified internal rate of return, where positive and negative cash flows are financed at different rates.
|
MIRR_q
|
Calculate the modified internal rate of return, where positive and negative cash flows are financed at different rates. â€
|
XIRR
|
Calculate an internal rate of return for a series of cash flows on different dates.
|
XIRR_q
|
Calculate an internal rate of return for a series of cash flows on different dates. â€
|
XIRR30360
|
Calculate an internal rate of return for a series of irregular cash flows using a 30/360 day-count convention.
Available in XLeratorDB/financial 2008 only |
XIRRT
|
Calculate an 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.
Available in XLeratorDB/financial 2008 only |
XMIRR
|
Calculate the 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.
Available in XLeratorDB/financial 2008 only |
| |
| NET PRESENT VALUE |
CDRCASHFLOWDCF
|
Calculate the discounted cash flow value for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied.
Available in XLeratorDB/financial 2008 only |
EFV
|
Calculate the future value of a cash flow between two periods.
|
ENPV
|
Calculate the net present value of an investment based on a series of periodic cash flows and a discount rate.
|
ENPV_q
|
Calculate the net present value of an investment based on a series of periodic cash flows and a discount rate. â€
|
EPV
|
Calculate the discounted value of a cash flow between two periods.
|
NFV
|
Calculate the net future value of an investment based on a series of periodic cash flows and a rate.
Available in XLeratorDB/financial 2008 only |
NPV
|
Calculate the net present value of an investment based on a series of periodic cash flows and a discount rate.
|
NPV_q
|
Calculate the net present value of an investment based on a series of periodic cash flows and a discount rate. â€
|
XDCF
|
Calculate the discounted cash flows value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
Available in XLeratorDB/financial 2008 only |
XFV
|
Calculate the future value of a cash flow between two dates.
|
XNFV
|
Calculate the net future value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
Available in XLeratorDB/financial 2008 only |
XNPV
|
Calculate the net present value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates.
|
XNPV_q
|
Calculate the net present value of a series of irregular cash flows—cash flows of varying amounts occurring on various dates. â€
|
XNPV30360
|
Calculate the 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 day-count convention.
Available in XLeratorDB/financial 2008 only |
XNPVT
|
Calculate the net present value for a series of cash flows with irregular time periods—cash flows of varying amount occurring at various points in time.
Available in XLeratorDB/financial 2008 only |
XPV
|
Calculate the discounted value of a cash flow between two dates.
|
| |
| TIME WEIGHTED RATE OF RETURN |
EMDIETZ
|
Calculate the performance of an investment portfolio based on time-weighted cash flows.
Available in XLeratorDB/financial 2008 only |
GTWRR
|
Calculate time-weighted rates of return. GTWRR supports three different methods for calculating time-weighted rates of return.
Available in XLeratorDB/financial 2008 only |
LMDIETZ
|
Calculate the linked Modified Dietz.
Available in XLeratorDB/financial 2008 only |
MDIETZ
|
Calculate the performance of an investment portfolio based on time-weighted cash flows. â€
|
MDIETZ_q
|
Calculate the performance of an investment portfolio based on time-weighted cash flows. â€
|
TWROR
|
Calculate time-weighted 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.
Available in XLeratorDB/financial 2008 only |
TWRR
|
Calculate time-weighted rate of return.
Available in XLeratorDB/financial 2008 only |
| |
| CAPITAL ASSET PRICING MODEL |
BetaCoKurt
|
Calculate the beta-cokurtosis of an asset return and a benchmark return.
Available in XLeratorDB/financial 2008 only |
BetaCoSkew
|
Calculate the beta-coskewness of an asset return and a benchmark return.
Available in XLeratorDB/financial 2008 only |
BetaCoVar
|
Calculate the beta-covariance of an asset return and a benchmark return.
Available in XLeratorDB/financial 2008 only |
DownsideDeviation
|
Calculate the downside deviation of asset returns.
Available in XLeratorDB/financial 2008 only |
DownsideFrequency
|
Calculate the downside frequency of asset returns.
Available in XLeratorDB/financial 2008 only |
DownsidePotential
|
Calculate the downside potential of asset returns.
Available in XLeratorDB/financial 2008 only |
EQALPHA
|
Calculate the intercept of the security characteristic line (SCL), between an asset and a specified benchmark.
Available in XLeratorDB/financial 2008 only |
EQBETA
|
Calculate the correlated volatility (beta) between an asset and a specified benchmark.
Available in XLeratorDB/financial 2008 only |
EQVOLATILITY
|
Calculate the historical volatility based upon price or valuation data.
Available in XLeratorDB/financial 2008 only |
FinCoKurt
|
Calculate the cokurtosis of an asset return and a benchmark return.
Available in XLeratorDB/financial 2008 only |
FinCoSkew
|
Calculate coskewness of an asset return and a benchmark return.
Available in XLeratorDB/financial 2008 only |
INFORATIO
|
Calculate the Information ratio based upon return data.
Available in XLeratorDB/financial 2008 only |
INFORATIO2
|
Calculate the Information ratio based upon price or valuation data.
Available in XLeratorDB/financial 2008 only |
MAXDD
|
Calculate the maximum drawdown based on net asset or portfolio values.
Available in XLeratorDB/financial 2008 only |
MAXDD2
|
Calculate the maximum drawdown based on net asset or portfolio returns.
Available in XLeratorDB/financial 2008 only |
MOIC
|
Calculate the multiple of invested capital.
|
Omega
|
Calculate the Omega of asset returns.
Available in XLeratorDB/financial 2008 only |
OmegaExcessReturn
|
Calculate the Omega Excess Return.
Available in XLeratorDB/financial 2008 only |
OmegaSharpeRatio
|
Calculate the Omega-Sharpe ratio of asset returns.
Available in XLeratorDB/financial 2008 only |
SemiDeviation
|
Calculate the semi-deviation of asset returns.
Available in XLeratorDB/financial 2008 only |
SemiVariance
|
Calculate the semi-variance of asset returns.
Available in XLeratorDB/financial 2008 only |
SHARPE
|
Calculate the Sharpe ratio based upon return data.
Available in XLeratorDB/financial 2008 only |
SHARPE2
|
Calculate the Sharpe ratio based upon price or valuation data.
Available in XLeratorDB/financial 2008 only |
SORTINO
|
Calculate the Sortino ratio based upon return data.
Available in XLeratorDB/financial 2008 only |
SORTINO2
|
Calculate the Sortino ratio based upon price data.
Available in XLeratorDB/financial 2008 only |
SpecificRisk
|
Calculate Specific Risk, the standard deviation of the error term in the regression equation.
Available in XLeratorDB/financial 2008 only |
SystematicRisk
|
Calculate the Systematic Risk.
Available in XLeratorDB/financial 2008 only |
TotalRisk
|
Calculate Total Risk.
Available in XLeratorDB/financial 2008 only |
TREYNOR
|
Calculate the Treynor ratio based upon return data.
Available in XLeratorDB/financial 2008 only |
TREYNOR2
|
Calculate the Treynor ratio based upon price or valuation data.
Available in XLeratorDB/financial 2008 only |
UpsideFrequency
|
Calculate the upside frequency of asset returns.
Available in XLeratorDB/financial 2008 only |
UpsidePotentialRatio
|
Calculate the Upside Potential Ratio.
Available in XLeratorDB/financial 2008 only |
UpsideRisk
|
Calculate the Upside Risk, Upside Variance or Upside Deviation. .
Available in XLeratorDB/financial 2008 only |
| |
| LOANS |
| Payment Calculations |
CUMLIPMT
|
Calculate the cumulative interest payments for a specified range of periods for a loan or lease.
|
CUMLPPMT
|
Calculate the cumulative principal payments for a loan or lease.
|
EFFECT
|
Calculate the effective annual interest rate.
|
FVSCHEDULE
|
Calculate the future value of an initial investment using a series of compound rates.
|
LIPMT
|
Calculate the periodic payment for a loan or lease.
|
LPMT
|
Calculate the periodic payment for a loan or lease.
|
LPMTSCHED
|
Generate a loan amortization schedule.
(table-valued function) |
LPPMT
|
Calculate the principal payment for a specified payment for a loan or lease.
|
LRATE
|
Calculate the annual interest rate for an annuity with an odd first period.
|
NOMINAL
|
Calculate the annual nominal interest rate.
|
NUMPMTS
|
Calculate the 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 *!*
|
Calculate the daily interest accruals over a range of dates for a single cash flow or a series of cash flows, using a single rate or a series of rates.
(table-valued function) Available in XLeratorDB/financial 2008 only |
TOTALINT
|
Calculate the total interest on a loan or lease.
|
| |
| Loan Amortization |
AMORTSCHED
|
Generate a loan amortization schedule.
(table-valued function) |
Balloon
|
Calculate the cash flow schedule for a loan with periodic payments of interest (only) and with the principal paid at maturity.
(table-valued function) |
Bullet
|
Calculate the cash flow schedule for a loan with a single payment of principal and interest at maturity.
(table-valued function) |
CDRCASHFLOW
|
Calculate a cash-flow schedule for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied.
(table-valued function) Available in XLeratorDB/financial 2008 only |
CDRRate
|
Calculate the CDR Rate given the loan default amount.
Available in XLeratorDB/financial 2008 only |
ConstantCashFlow
|
Calculate the cash flow schedule for a loan with a fixed maturity date and annuity-style payments.
(table-valued function) |
ConstantCashFlowFR
|
Calculate the cash flow schedule for a loan with a fixed maturity date and annuity-style payments using a table of forward rates to calculate each periodic payment.
(table-valued function)Available in XLeratorDB/financial 2008 only |
ConstantPaymentAmount
|
Calculate the cash flow schedule for a loan with a fixed payment amount but no fixed maturity date.
(table-valued function) |
ConstantPrincipal
|
Calculate the cash flow schedule for a loan with a fixed maturity date where the principal is reduced on a straight-line basis.
(table-valued function) |
ConstantPrincipalAmount
|
Calculate the cash flow schedule for a loan with no fixed maturity date where the principal is reduced using a fixed amount.
(table-valued function) |
ConstantPrincipalRate
|
Calculate the cash flow schedule for a loan with no fixed maturity date where the principal is reduced on using a fixed rate.
(table-valued function) |
CONSTPRINAMORT
|
Calculate an amortization schedule for a loan with a fixed principal repayment.
(table-valued function) |
NPD
|
Calculate the next payment date for loan with regularly scheduled periodic payments.
|
NPNO
|
Calculate the next payment number for loan with regularly scheduled periodic payments.
|
PPD
|
Calculate the previous payment date for loan with regularly scheduled periodic payments.
|
PAYMENTPERIODS
|
Calculate 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
|
Calculate the 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.
|
PPNO
|
Calculate the previous payment number for loan with regularly scheduled periodic payments.
|
SMMAmort
|
Calculate a cash-flow schedule for a loan with a fixed periodic payment with Conditional Prepayment Rates (CPR) and Constant Default Rates (CDR) applied.
(table-valued function) Available in XLeratorDB/financial 2008 only |
UNEQUALLOANPAYMENTS
|
Calculate a 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.
(table-valued function) |
| |
| Rule-of-78 |
R78IPMT
|
Calculate the interest payment for a specified payment for a loan or lease using the Rule of 78.
|
R78PAYOFF
|
Calculate the payoff amount for a loan or lease using the Rule of 78.
|
R78PPMT
|
Calculate the principal payment for a specified payment for a loan or lease using the Rule of 78.
|
R78REBATE
|
Calculate the rebate amount for a loan or lease using the Rule of 78.
|
| |
| DEPRECIATION |
DB
|
Calculate the depreciation of an asset for a specified period using the fixed-declining balance method.
|
DDB
|
Calculate the depreciation of an asset for a specified period using the double-declining balance method or some other user-specified method.
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SLN
|
Calculate the straight-line depreciation of an asset for one period.
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SYD
|
Calculate the sum-of-years' digits depreciation of an asset for a specified period.
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VDB
|
Calculate the depreciation of an asset for a specified or partial period by using a declining balance method.
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| |
| YIELD CURVES |
| Yield Curve Construction |
DFINTERP
|
Calculate the interpolated discount factor given a date.
|
ED_FUT_CONV_ADJ_HL
|
Calculate a Eurodollars futures price into a forward rate using the Ho Lee convexity adjustment formula.
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INTERPDFACT
|
Calculate interpolated discount factors for a range of dates.
(table-valued function) |
SWAPCURVE
|
Calculate discount factors, zero-coupon rates, and continuously compounded zero-coupon rates from a series of cash rates, futures prices, or swaps rates.
(table-valued function) |
ZEROCOUPON
|
Calculate an interpolated zero-coupon rate from a series of cash rates, futures prices, or swaps rates.
|
| |
| Nelson Siegel |
NELSONSIEGEL
|
Calculate the zero coupon rate for a date from the supplied parameters.
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NSCOEF
|
Calculate the Nelson Siegel coefficients for a zero coupon curve. â€
(table-valued function) |
NSCOEF2
|
Calculate the Nelson Siegel coefficients for a zero coupon curve. â€
(table-valued function) |
| |
| Date Calculations for Yield Curves |
ED_FUTYF
|
Calculate the amount of time (in years) from a start date to the delivery date of a futures contract.
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ED_FUT2DATE
|
Calculate a Eurodollar futures delivery code into a delivery date.
|
TENOR2DATE
|
Convert an alphanumeric expression into a swaps or money market maturity date.
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| |
| BUSINESS DAYS CALCULATIONS |
| Businesss Day Calculations |
BUSDAYS
|
Calculate the number of business days from a start date (inclusive) to an end date (exclusive).
|
BUSDAYSWE
|
Calculate the number of business days from a start date (inclusive) to an end date (exclusive), where the weekend days are not Saturday and Sunday.
|
BUSINESSDATE
|
Calculate a new date taking holidays and weekends into account.
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BUSINESSDATEWE
|
Calculate a new date taking holidays and weekends into account.
|
T360
|
Calculate the number of periods (fractional part included) from a cash flow date to a settlement date.
Available in XLeratorDB/financial 2008 only |
| |
| Date Functions |
CALCDATE
|
Calculate a datetime value for a specified Year, Month, and Day.
|
DATEFLOAT
|
Calculate a float value for a specified Year, Month, and Day.
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DATEINT
|
Calculate an integer value for a specified Year, Month, and Day.
|
DAYS360
|
Calculate the number of days from a start date (inclusive) to an end date (exclusive) using any of several 30/360 day count conventions.
|
DAYSINMONTH
|
Calculate the number of days in the month of the specified date.
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DAYSINYEAR
|
Calculate the number of days in the year of the specified date.
|
DAYSNL
|
Calculate the number of days from a start date (inclusive) to an end date (exclusive) excluding all occurrences of Feb-29.
|
EASTER
|
Calculate the date of Western Easter for the specified year.
|
EDATE
|
Calculate the date that is the indicated number of months before or after a specified date (the start date).
|
EOMONTH
|
Calculate the date for the last day of the month that is the indicated number of months before or after the start date.
|
FIRSTWEEKDAY
|
Calculate the first specified day of the week in any calendar month.
|
ISREGULARPAY
|
Calculate 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
|
Calculate the last specified day of the week in any calendar month.
|
NBD
|
Calculate a comma separated string of non-business dates in the format YYYYMMDD.
|
NUMMONTHS
|
Calculate the number of months between 2 dates.
|
YEARFRAC
|
Calculate the fraction of the year represented by the number of whole days between two dates.
|
| |
| INVENTORY |
FIFOdet *!*
|
Transaction details making up the FIFO balance
(table-valued function) Available in XLeratorDB/financial 2008 only |
FIFOend *!*
|
Calculate the ending FIFO balances in an ordered resultant table.
(table-valued function) Available in XLeratorDB/financial 2008 only |
FIFOtvf *!*
|
Calculate running FIFO (First In, First Out) values in an ordered resultant table.
(table-valued function) Available in XLeratorDB/financial 2008 only |
LIFOend *!*
|
Calculate the ending LIFO balances in an ordered resultant table.
(table-valued function) Available in XLeratorDB/financial 2008 only |
LIFOtvf *!*
|
Calculate the running LIFO balances in an ordered resultant table.
(table-valued function) Available in XLeratorDB/financial 2008 only |
WACtvf *!*
|
Calculate running weighted-average cost values in an ordered resultant table.
(table-valued function) Available in XLeratorDB/financial 2008 only |
| |
| MISC FUNCTIONS |
DOLLARDE
|
Dollar - fraction to Decimal |
DOLLARFR
|
Calculate a dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction.
|
RelativeError
|
Calculate the relative error between two values.
|
| |
XLDB_FINANCIAL_VERSION
|
Calculate version information for the XLeratorDB/financial module.
|
| |