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financial-analysis

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The `gofin` package includes functions for calculating compound interest, present value, future value, net present value, internal rate of return, and many other financial calculations. These functions are implemented using industry-standard formulas and algorithms, ensuring accurate and reliable results.

  • Updated Dec 18, 2023
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Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

  • Updated Mar 31, 2023
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