Finance Foundations

Overview

Financial mathematics in quantsmind.finance: time value of money, cash-flow analysis, plain-vanilla bonds, plus the existing portfolio, risk, option-pricing, and Monte Carlo engines under finance.math.

Purpose

Let users price growth, loans, projects, and bonds with validated closed forms — mathematical functionality, not market data.

Concept

One discounting idea throughout: compound forward, discount back. Annuities sum geometric series; NPV discounts cash-flow vectors; IRR bisects NPV to zero; bonds discount coupons plus principal.

API

compound_amount(), present_value(), annuity_future_value(), annuity_present_value(), loan_payment(), net_present_value(), internal_rate_of_return(), bond_price(), macaulay_duration(), modified_duration(), holding_return(), log_return(), plus PortfolioMath, RiskEngine, OptionPricer, MonteCarloFinanceSimulator.

Input / Processing / Output

Input: principals, rates, periods, cash-flow vectors. Processing: closed forms and bisection. Output: amounts, payments, yields, prices.

Example

python examples/finance/time_value.py grows $1,000, amortizes a mortgage, prices cash flows, and checks a par bond.

Limitations

No market data feeds, no trading, no investment advice; plain-vanilla instruments only — no exotics, no stochastic calibration.