Interest: a library for financial math & actuarial science

Stream: general

[Bjørn Kjos-Hanssen]

I've been working on a library of results in the mathematical theory of interest called Interest.
So far it includes results on the existence of a unique solution for any of these given the others:

• present value of an annuity
• future value
• periodic payment (equivalently, coupon rate for a bond)
• prevailing interest rate (yield)
• Macaulay duration
• maturity date of a bond

In order to deduce the maturity date and the yield rate from the Macaulay duration I made use of Aristotle by Harmonic, which saved a lot of time.

Critiques welcome. Submit your PR to the Interest repo today :)