Financial Analysis

bondAccrInt	Returns the accrued interest of a security.
bondCashflow	Calculates the cash flow for a bond with a face value of 100.
bondConvexity	Returns the bond convexity of a bond with a face value of 100.
bondDirtyPrice	Returns the dirty price of a bond with a face value of 100.
cds	Value a Credit Default Swap (CDS) contract.
coint	Test for no-cointegration of a univariate equation.
condValueAtRisk	Calculate Conditional Value at Risk (CVaR), or expected shortfall (ES) to estimate the average losses incurred beyond the VaR level.
cummdd	Cumulatively calculate the maximum drawdown for the input X.
irs	The irs function prices an interest rate swap (IRS) for the floating-rate side.
maxDrawdown	Calculate the maximum drawdown for the input X.
ns	Fit yield curve using NS (Nelson-Siegel) model.
nss	Fit yield curve using NSS (Nelson-Siegel-Svensson) model.
nssPredict	Predict yield using the NS/NSS model.
trueRange	Return a vector of the same length as each of the input vectors.
valueAtRisk	Calculate Value at Risk (VaR) to predict the minimum return within a given confidence level (e.g. 95% or 99%) over a specific time frame.
vanillaOption	Calculate vanilla option prices using specified methods.
varma	Analyze multivariate time series using a Vector Autoregressive Moving-Average (VARMA) model.