## Bond Figuration

### Accrued Interest

Accrued interest where coupon amounts are based on number of days in the coupon period
Accrued Interest
Accrued Interest at Maturity
Accrued Interest Factor
Accrued Interest Factor, Interest at Maturity
Accrued Interest Factor, Odd First Coupon
Accrued Interest Factor, Odd Last Coupon
Accrued Interest Factor, Regular Periodic Interest
Accrued Interest on a Bond
Accrued interest for a security where interest is compounded periodically and paid at maturity.
Accrued interest for a security with an odd first or odd last coupon period

### Annuity Calculations

Interest Rate of a Security
Odd First Interest
Odd First Period Yield

### Bond Amortization

Constant daily effective rate for bond/loan amortization
Amortization Schedule of a Bond (table-valued function)

### Bond Figuration

Cash flows for a bond paying regular periodic interest (table-valued function)
Calculate the convexity of an option free bond
Coupon Days - beginning to settlement
Coupon Days
Coupon Days - settlement to next coupon
Coupon Days - next coupon date
Number of Coupons from settlement to maturity
Previous Coupon Date
Calculate the dirty price of a bond
Calculate the yield of a bond from the dirty price
Price, discount rate, and/or yield of a discount security
Discount Rate
Factors for the price calculation of a discount security (table-valued function)
Annual Duration of a Security
Price and/or yield of a security paying interest at maturity
Factors for the price calculation of a security paying interest at maturity (table-valued function)
Macauley Duration
Odd First Period Price
Odd Last Interest
Odd Last Period Price
Odd Last Period Yield
Calculate the price and/or yield of a bond with an odd first coupon using the ODDFPRICE equation
Convexity of a bond with and odd first coupon
Duration of a bond with an odd first coupon
Returns the components of the ODDFPRICE equation (table-valued function)
Modified duration of a bond with an add first coupon
Calculate the price and/or yield of a bond with an odd first and an odd last coupon using the OFLPRICE equation
Convexity of a bond with an odd first and odd last coupon
Duration of a bond with an odd first and odd last coupon
Returns the components of the OFLPRICE equation (table-valued function)
Modified duration of a bond with an add first and odd last coupon
Calculate the price of a security with an odd first and odd last period
Calculate the yield of a security with an odd first and odd last period
Calculate the price and/or yield of a bond with an odd last coupon using the ODDLPRICE equation
Convexity of a bond with and odd last coupon
Duration of a bond with an odd last coupon
Returns the components of the ODDLPRICE equation (table-valued function)
Modified duration of a bond with an add last coupon
Price of a Security
Price of a bond where coupon amounts are based on number of days in the coupon period
Cash flows and Discount factors for a bond where coupon amounts are based on number of days in the coupon period (table-valued function)
Price of a Discounted Security
Price of a bond with forced redemptions
Price at Maturity
Price of a security with step-up rates
Calculate the price and/or yield of a bond with regular periodic coupons
Convexity of a bond paying regular periodic interest
Duration of a bond paying regular periodic interest
Factors for the calculation of the price of a bond that pays regular periodic interest (table-valued function)
Modified duration of a bond paying regular periodic interest
Accrued interest of a stepped-coupon bond
Convexity of a stepped-coupon bond
Duration of a stepped-coupon bond
Modified duration of a stepped-coupon bond
Bond Equivalent Yield of a Treasury Bill
Price of a Treasury Bill
Yield of a Treasury Bill
Yield of a Security
Yield of a bond where coupon amounts are based on number of days in the coupon period
Yield of a Discounted Security
Yield of a bond with forced redemptions
Yield with Interest at Maturity
Yield of a security with step-up rates

## Bond-figuration-bond-figuration-2-2008

Convexity of a series of cash flows    Not available for SQL2005
Duration of a series of cash flows    Not available for SQL2005
Modified duration of a series of cash flows    Not available for SQL2005

Calculate number of Business Days using specified weekend days
Calculate a Business Date from an offset
Calculate a Business Date from an offset and specified weekend days
Calculate the number of periods (fractional part included) from a cash flow date to a settlement date    Not available for SQL2005

### Date Functions

Convert MDY to date
Convert MDY to float
Convert MDY to int
Calculate number of days using 30/360 day count conventions
Calculate number of number of days in the month of the specified date
Calculate number of number of days in the year of the specified date
Calculate number of days excluding Leap Years
Calculate date of Western Easter for a given year
Calculate Exact Date n months from specified date
Last Day of Month
First specified day of the week in any calendar month
Determine if a date is a regular payment date for a loan
Last specified day of the week in any calendar month
Convert a series of dates to flat csv string in YYYYMMDD format
Calculate number of months between two dates
Fraction of Year

## CAPM - Capital Asset Pricing Model

Multiple of Invested Capital

## Capm-capital-asset-pricing-model-2008

Intercept of the security characteristic line between an asset and a specified benchmark    Not available for SQL2005
Correlated volatility (beta) between an asset and a specified benchmark    Not available for SQL2005
Calculate historical volatility based upon price or valuation data    Not available for SQL2005
Information ratio based upon return data    Not available for SQL2005
Information ratio based upon price or valuation data    Not available for SQL2005
Calculate the maximum drawdown based on net asset or portfolio values    Not available for SQL2005
Calculate the maximum drawdown based on net asset or portfolio returns    Not available for SQL2005
Sharpe ratio based upon return data    Not available for SQL2005
Sharpe ratio based upon price or valuation data    Not available for SQL2005
Sortino ratio based upon return data    Not available for SQL2005
Calculate the Sortino ratio based upon price data    Not available for SQL2005
Treynor ratio based upon return data    Not available for SQL2005
Treynor ratio based upon price or valuation data    Not available for SQL2005

## Depreciation

Declining Balance
Double Declining Balance
Straight Line Depreciation
Sum-of-Year's-Digits Depreciation
Depreciation using Declining Balance

## Loans

### Annuity Calculations

Cumulative Interest paid
Cumulative Interest payments of a loan
Cumulative Principal payments of a loan
Cumulative Principal paid
Maturity and Due dates
Interest Payment based on Constant Rate
Interest Payment of a loan
Periodic Payment of a loan
Generate Loan Amortization with balloon payment and other parameters (table-valued function)
Principal Payment of a loan
Interest rate for an annuity with an odd first period
Total number of payments over the life of the loan
Payment Schedule of a loan (table-valued function)
Principal Payment
Total interest amount of a loan

### Loan Amortization

Generate Amortization Schedule of a loan (table-valued function)
Generate loan schedule with periodic interest payments and principal repaid at maturity (table-valued function)
Generate loan schedule with single interest and principal payment at maturity (table-valued function)
Generate annuity loan schedule with equal periodic cash flows (table-valued function)
Generate cash flow schedule for a loan with a fixed maturity date and annuity-style payments (table-valued function)    Not available for SQL2005
Generate loan schedule with no maturity with fixed periodic payment amount (table-valued function)
Generate loan schedule with fixed maturity date where the periodic principal payment is calculated on a straight-line basis (table-valued function)
Generate loan schedule with no fixed maturity with a fixed periodic principal payment (table-valued function)
Generate loan schedule with no fixed maturity where a fixed percentage principal payment (table-valued function)
Generate Amortization schedule of a loan with a fixed principal repayment (table-valued function)
Next payment date of a loan
Next payment number of a loan
Calculate number of months until first payment date, start of grace period, end of grace period, and total number payments for a loan (table-valued function)
Adjust the nominal rate of a loan
Previous Payment date of a loan
Previous Payment number of a loan
Payment schedule for a loan where interest and principal payment frequencies differ(table-valued function)

### Rule-of-78

Interest Payment of a loan using Rule of 78
Payment amount of a loan using Rule of 78
Principal Payment of a loan using Rule of 78
Rebate amount of a loan using Rule of 78

## Misc Functions

Dollar - fraction to Decimal
Dollar - decimal to Fraction
Calculate the relative error between two values
Version Information

## Rates of Return

Generate a schedule of discounted cash flow values   (table-valued function)
Cumulative interest on the periodic annuity payments between a start period and an end period
Cumulative principal on the periodic annuity payments between a start period and an end period
Enhanced Future Value
Enhanced Net Present Value
Enhanced Net Present Value
Enhanced Present Value
Future Value
Future Value of a Growing Annuity
Future Value based on Compound Rates
Internal Rate of Return
Internal Rate of Return
Modified Dietz
Modified Dietz
Modified Internal Rate of Return
Modified Internal Rate of Return
Annual Nominal Interest Rate
Number of Periods
Number of Periods of a Growing Annuity
Net Present Value
Net Present Value
Interest portion of a periodic payment for an annuity with an odd first period
Periodic payment for an annuity with an odd first period
Generate Amortization schedule for an annuity with odd first period (table-valued function)
Principal portion of a periodic payment for an annuity with an odd first period
Present value of an annuity with an odd first period
Periodic interest rate for an annuity where the first period is longer or shorter than the other periods
Present value of an annuity with an odd first period
Initial Payment of a Growing Annuity
Initial Payment of a Growing Annuity
Present Value
Present Value of a Growing Annuity
Interest Rate of an Annuity
Future Value of a Cashflow between two dates
Internal Rate of Return with non-periodic cashflows
Internal Rate of Return with non-periodic cashflows
Internal rate of return for irregular cash flows using a 30/360 day-count convention    Not available for SQL2005
Internal rate of return for cash flows discounted using XNPVT    Not available for SQL2005
Net Present Value for non-periodic cashflows
Net Present Value for non-periodic cashflows
Net Present Value for irregular cash flows using a 30/360 day-count convention    Not available for SQL2005
Net Present Value for cash flows with irregular time periods    Not available for SQL2005
Discounted Value of a Cashflow between two dates

## Rates-of-return-2008

Enhanced Modified Dietz    Not available for SQL2005
Enhanced Net Present Value
Generalized time-weighted rate of return    Not available for SQL2005
Internal Rate of Return
Linked Modified Dietz    Not available for SQL2005
Modified Internal Rate of Return
Net Future Value    Not available for SQL2005
Net Present Value
Time-weighted rate of return with market value indicators    Not available for SQL2005
Time Weighted Rate of Return    Not available for SQL2005
Discounted cash flows value of a series of irregular cash flows    Not available for SQL2005
Internal Rate of Return with non-periodic cashflows
Modified Internal Rate of Return with non-periodic cashflows    Not available for SQL2005
Net Future Value for non-periodic cashflows    Not available for SQL2005
Net Present Value for non-periodic cashflows

## Yield-curve-construction-2008

Calculate interpolated discount factor

## Yield Curves

### Date Calculations for Yield Curves

Convert a Eurodollar futures delivery code into a delivery date
Calculate futures contract time in years
Convert an alphanumeric expression ('tenor') to a swaps or money market maturity date

### Nelson Siegel

Calculate the zero coupon rate using Nelson Siegel formula
Calculate the Nelson Siegel coefficients for a zero coupon curve   (table-valued function)
Calculate the Nelson Siegel coefficients for a zero coupon curve   (table-valued function)

### Yield Curve Construction

Calculate interpolated discount factor
Convert Eurodollars futures price to forward rate using Ho Lee convexity adjustment
Calculate interpolated discount factors for a range of dates   (table-valued function)
Calculate discount factors from a series of cash, futures, and swaps rates   (table-valued function)
Calculate an interpolated zero-coupon rate from a series of cash, futures, or swaps rates