Description
A financial calculator that provides very fast implementations of common financial indicators using 'Rust' code. It includes functions for bond-related indicators, such as yield to maturity ('YTM'), modified duration, and Macaulay duration, as well as functions for calculating time-weighted and money-weighted rates of return (using 'Modified Dietz' method) for multiple portfolios, given their market values and profit and loss ('PnL') data. 'fcl' is designed to be efficient and accurate for financial analysis and computation. The methods used in this package are based on the following references: <https://en.wikipedia.org/wiki/Modified_Dietz_method>, <https://en.wikipedia.org/wiki/Time-weighted_return>.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (6 non-OK)
compiled code
File ‘fcl/libs/fcl.so’:
Found non-API calls to R: ‘R_NamespaceRegistry’, ‘R_Srcref’,
‘R_UnboundValue’
Compiled code should not call non-API entry points in R.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
compiled code
File ‘fcl/libs/fcl.so’: Found non-API calls to R: ‘R_NamespaceRegistry’, ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
compiled code
File ‘fcl/libs/fcl.so’: Found non-API calls to R: ‘R_NamespaceRegistry’, ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
compiled code
File ‘fcl/libs/fcl.so’:
Found non-API calls to R: ‘R_NamespaceRegistry’, ‘R_Srcref’,
‘R_UnboundValue’
Compiled code should not call non-API entry points in R.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
compiled code
File 'fcl/libs/x64/fcl.dll':
Found non-API calls to R: 'R_NamespaceRegistry', 'R_Srcref',
'R_UnboundValue'
Compiled code should not call non-API entry points in R.
See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.
compiled code
File ‘fcl/libs/fcl.so’:
Found non-API calls to R: ‘R_MissingArg’, ‘R_NamespaceRegistry’,
‘R_Srcref’, ‘R_UnboundValue’
Compiled code should not call non-API entry points in R.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
Check History
NOTE 13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026
compiled code
File ‘fcl/libs/fcl.so’:
Found non-API calls to R: ‘R_MissingArg’, ‘R_NamespaceRegistry’,
‘R_Srcref’, ‘R_UnboundValue’
Compiled code should not call non-API entry points in R.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.