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Questions tagged [financial]

Anything related to financial calculations and processing of financial data. For example, this tag can be used for questions about interest rates calculations, stock exchange data processing, market data analysis, etc.

Anything related to financial calculations and processing of financial data. For example, this tag can be used for questions about interest rates calculations, stock exchange data processing, market data analysis, etc.

346 questions
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Convert .csv file for further manipulation using 'highfrequency' package on R

The highfrequency package has been created in a way to transform .txt and .csv files from the NYSE TAQ and WRDS TAQ respectively into .RData files of xts objects, which then can be easily manipulated through the package. The problem is that I have…
Greconomist
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SSRS / MDX - Extra row for reversal charge

I have a financial report in SSRS that runs off an MDX query. The report is run, exported to Excel, then loaded into a financial system, like SAP. I need to include a "reversal" row, for charges that fall in a certain category. For example (below)…
TaylorN
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How do I use multiple tickers when using getFin in r?

I want to be able to generate tables that show select financial statement line items and financial statement ratios (e.g., revene, OpEx, EBITDA, enterprise value). I'm trying to get getFin to accept a list of…
Ari
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finite difference for Black Scholes equation not accurate

I transformed Blacks Scholes equation to a Heat equation. I try to use explicit finite difference method to solve this PDE and get the price of a call option. I also solve for this by using black schols equation "analytically". The problem is that I…
violet moon
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POS dynamic item capital

I've try to search this, but I haven't found it yet. I have a case of payment online system. Let's say I have an item named "A" "A" stocks is 30 but, from the "A" stocks.. I buy 20 of "A" for $10 each from supplier and the rest 10 of "A", I buy…
Ridho
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MySQL - select as fiscal year

I have this SELECT: SELECT m.`maschine-name` AS byMaschine, q.`mname` AS byMName, SUM(YEAR(q.`created`) = YEAR(CURDATE())) AS total FROM qualitaet q INNER JOIN maschinen m ON m.maschine = q.maschine WHERE …
bernte
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Adding new columns to df.pivot_table

I'm looking at some financial time series data, and am having trouble adding a new column to a pivot table that I created using a dataFrame. The original data frame is called df and has the following format. Factor …
Vikram Josyula
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Grouping data on unique column keys and joining (pivot table) in Pandas Python

I am new to pandas and python and am trying to reshape data that was provided in a .csv. The data is structured such that the tickers with respective closes and dates are sequential in the same column. For example: TIC CLOSE DATE …
user1129988
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Is it possible to do a TRANPERFORM with Trancode "SV" in Symitar PowerOn?

I am trying to post a dividend to a share in an on-demand specfile. How can I get the TRANPERFORM command to issue the same teller transaction sequence "SV" just like a teller would? Example code: TRANPERFORM SV…
BradH
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Using highfrequency::spotvol(), how to set k parameter in my aggregate?

I would like to use the spotvol() function from the highfrequency package on 30 second log returns for 5 hours of trading. I have a 665x1 matrix of 30-second log returns i.e. diff(log(prices) logRet<- as.matrix(diff(log(r$PRICE))) logRet<-…
user3022875
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Calculating interest rate in PHP with converted Excel RATE Function

I'm having this issue as well - one example works and the next doesn't Here's my code define('FINANCIAL_MAX_ITERATIONS', 128); define('FINANCIAL_PRECISION', 1.0e-08); function RATE($nper, $pmt, $pv, $fv = 0.0, $type = 0, $guess = 0.1) { $rate =…
Rob Dunsmuir
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Convert Date to Financial Quarter in Access SQL

I am having some real trouble trying to figure out a nice way to get some SQL in my access database to create a Financial Quarter result based on a date in the format dd/mm/yyyy (UK). I have a Column called 'Date' in the table 'DimDate' and I have…
James Whitelegg
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Coercing dates from type "closure" to type "double" in R with Shiny?

I'm writing a 3D stock portfolio model with R using Shiny The ui.R is: # UI # Libraries library(shiny) # Interface shinyUI(fluidPage( titlePanel("3D Stock Projection"), sidebarLayout( sidebarPanel( helpText("Select a stock to…
Lorenzo Barberis Canonico
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WPF data grid for financial style reporting?

I'm looking for a decent WPF data grid or solution involving one to represent financial data. I've looked at many - the WPF one, XCeed, Ingragistics, DevExpress, etc.... but none of them seem to offer the simple requirement I have: I want to be able…
Stephen Drew
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How to price Barrier Options in Matlab

When pricing a regular vanilla call/put option one can use the build-in function blsprice. It is known that there are also analytic formulae for barrier options (see http://www3.imperial.ac.uk/pls/portallive/docs/1/55071696.PDF page 16, ff). It…
user3805919
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