fintech-algorithms
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Financial Arithmetic, Time Value, and Returns

10 algorithms in Financial Mathematics, Statistics, and Data Foundations · 10 with asserted arithmetic.

In this family#

  1. Simple Interest verified

    simpleInterest(input)
  2. Compound Interest verified

    compoundInterest(input)
  3. Present Value and Future Value verified

    presentValueAndFutureValue(input)
  4. Discount Factors and Discount Rates verified

    discountFactorsAndDiscountRates(input)
  5. Cash-Flow Timelines and Net Present Value verified

    cashFlowTimelinesAndNetPresentValue(input)
  6. Simple Return verified

    simpleReturn(input)
  7. Log Return verified

    logReturn(input)
  8. Holding-Period and Cumulative Return verified

    holdingPeriodAndCumulativeReturn(input)
  9. Arithmetic versus Geometric Average Return verified

    arithmeticVersusGeometricAverageReturn(input)
  10. Return Annualization and Deannualization verified

    returnAnnualizationAndDeannualization(input)

What they share#

Every topic here is a record-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

ts
import { simpleInterest } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/financial-arithmetic-time-value-and-returns/simple-interest";
import { compoundInterest } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/financial-arithmetic-time-value-and-returns/compound-interest";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Financial Mathematics, Statistics, and Data Foundations collects 120 algorithms across 12 families. For the concept behind this family rather than the call signatures, see the concept guides.