Finance-Performance-Calc
view release on metacpan or search on metacpan
lib/Finance/Performance/Calc.pm view on Meta::CPAN
Single period performance, given a beginning market value (BMV) and
ending market value (EMV) and optional cash flows in between.
Linked periodic performance; i.e, given three consecutive monthly
returns, calculate the performance over the quarter.
"ized" performance. Given a rate of return that covers multiple
periods, calculate the per-period return.
The formulae are taken from the book "Measuring Investment
Performance". Author: David Spaulding. ISBN: 0-7863-1177-0.
B<NOTE> Before using in a production environment, you should
independently verify that the results obtained match what you
expect. There may be unintentionally made assumptions in this code
about timing and precision and what-not that do not match your
assumptions with respect to the calcualtions.
=head2 FUNCTIONS
( run in 0.558 second using v1.01-cache-2.11-cpan-3cd7ad12f66 )