Financial package: Difference between revisions
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The {{Forge|financial|financial package}} is part of the | The {{Forge|financial|financial package}} is part of the Octave Forge project. | ||
== Development == | == Development == | ||
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=== Missing options === | === Missing options === | ||
[[Category:Octave | [[Category:Octave Forge]] | ||
[[Category:Missing functions]] |
Latest revision as of 20:14, 8 April 2019
The financial package is part of the Octave Forge project.
Development[edit]
Follows an incomplete list of stuff missing in the financial package to be matlab compatible. Bugs are not listed here, search and report them on the bug tracker instead.
this entire section is about the current development version. If a Matlab function is missing from the list and does not appear on the current release of the package, confirm that is also missing in the development sources before adding it.
Missing functions[edit]
- abs2active
- accrfrac
- acrubond
- acrudisc
- active2abs
- addEquality
- addGroupRatio
- addGroups
- addInequality
- adline
- adosc
- amortize
- annurate
- annuterm
- arith2geom
- ascii2fts
- bar3
- bar3h
- beytbill
- bndconvp
- bndconvy
- bnddurp
- bnddury
- bndkrdur
- bndprice
- bndspread
- bndtotalreturn
- bndyield
- bollinger
- boxcox
- candle
- cdai
- cdprice
- cdyield
- cfamounts
- cfbyzero
- cfdates
- cfplot
- cfport
- cfprice
- cfspread
- cftimes
- cfyield
- chaikosc
- chaikvolat
- chartfts
- checkFeasibility
- chfield
- convert2sur
- convertto
- cpncount
- cpndaten
- cpndatenq
- cpndatep
- cpndaysp
- cpnpersz
- createholidays
- cur2frac
- cur2str
- date2time
- datedisp
- datemnth
- datewrkdy
- days360
- days360e
- days360isda
- days360psa
- days365
- daysadd
- daysdif
- dec2thirtytwo
- depfixdb
- depgendb
- deprdv
- depsoyd
- depstln
- disc2zero
- discrate
- ecmmvnrfish
- ecmmvnrmle
- ecmmvnrobj
- ecmmvnrstd
- ecmnfish
- ecmnhess
- ecmninit
- ecmnmle
- ecmnobj
- ecmnstd
- elpm
- emaxdrawdown
- estimateAssetMoments
- estimateBounds
- estimateFrontier
- estimateFrontierByReturn
- estimateFrontierByRisk
- estimateFrontierLimits
- estimateMaxSharpeRatio
- estimatePortMoments
- estimatePortReturn
- estimatePortRisk
- estimatePortStd
- estimatePortVaR
- estimateScenarioMoments
- ewstats
- extfield
- fillts
- fints
- floatdiscmargin
- floatmargin
- fpctkd
- frac2cur
- freqnum
- freqstr
- frontcon
- frontier
- fts2ascii
- fts2mat
- ftsbound
- ftsgui
- ftsinfo
- ftstool
- ftsuniq
- fvdisc
- fvfix
- fvvar
- fwd2zero
- geom2arith
- getAssetMoments
- getBounds
- getBudget
- getCosts
- getEquality
- getGroupRatio
- getGroups
- getInequality
- getOneWayTurnover
- getScenarios
- getnameidx
- holdings2weights
- inforatio
- iscompatible
- kagi
- lagts
- leadts
- linebreak
- lpm
- maxdrawdown
- medprice
- mvnrfish
- mvnrmle
- mvnrobj
- mvnrstd
- nancov
- nanmax
- nanmean
- nanmedian
- nanmin
- nanstd
- nansum
- nanvar
- nyseclosures
- payadv
- payodd
- payper
- payuni
- pcalims
- pcgcomp
- pcglims
- pcpval
- peravg
- periodicreturns
- plotFrontier
- portalloc
- portalpha
- portcons
- Portfolio
- PortfolioCVaR
- PortfolioMAD
- portopt
- portrand
- portror
- portsim
- portstats
- portvar
- portvrisk
- prbyzero
- prcroc
- prdisc
- priceandvol
- prmat
- prtbill
- pvfix
- pvtrend
- pvvar
- pyld2zero
- renko
- resamplets
- ret2tick
- selectreturn
- setAssetList
- setAssetMoments
- setBounds
- setBudget
- setCosts
- setDefaultConstraints
- setEquality
- setGroupRatio
- setGroups
- setInequality
- setInitPort
- setOneWayTurnover
- setProbabilityLevel
- setScenarios
- setSolver
- setTurnover
- sharpe
- simulateNormalScenariosByData
- simulateNormalScenariosByMoments
- smoothts
- sortfts
- spctkd
- stochosc
- targetreturn
- tbilldisc2yield
- tbillprice
- tbillrepo
- tbillval01
- tbillyield
- tbillyield2disc
- tbl2bond
- thirtytwo2dec
- tick2ret
- tick2ret (fts)
- time2date
- toannual
- todaily
- todecimal
- tomonthly
- toquarterly
- toquoted
- tosemi
- totalreturnprice
- toweekly
- tr2bonds
- transprob
- transprobbytotals
- transprobfromthresholds
- transprobgrouptotals
- transprobprep
- transprobtothresholds
- tsaccel
- tsmom
- tsmovavg
- typprice
- ugarch
- ugarchllf
- ugarchpred
- ugarchsim
- uicalendar
- volarea
- volroc
- wclose
- weights2holdings
- willad
- willpctr
- wrkdydif
- xirr
- yearfrac
- ylddisc
- yldmat
- yldtbill
- zbtprice
- zbtyield
- zero2disc
- zero2fwd
- zero2pyld