# Financial formulas and ratios

## Search formulas by keyword

## Financial formulas ordered by section

## Time value of money (23)

- Simple interest (annual interest calculation)
- Simple interest with subannual interest periods
- Forward interest rate
- Calculation of a real interest rate (Fisher equation)
- Present value of a single cash flow (annual compounding of interest)
- Present value of a single cash flow (subannual compounding of interest)
- Present value of a series of equal annual cash flows
- Present value of a series of unequal annual cash flows
- Future value of a single cash flow (annual compounding of interest)
- Future value of a single cash flow (subannual compounding of interest)
- Future value of a series of n cash flows placed at the end of each interest period for n periods
- Cash flows required for the constitution of a capital
- Future value of a series of n cash flows placed at the start of each interest period for n periods
- Discount factor calculation based on present and future values
- Discount factor calculation based on periodic interest rate and number of periods
- Conversion of a nominal interest rate into an effective interest rate
- Proportional periodic interest rate equivalent to a simple annual interest rate
- Periodical compound interest rate equivalent to an annual compound interest rate
- Simple annual interest rate equivalent to a proportional periodic interest rate
- Annual compound interest rate equivalent to a periodical compound interest rate

### Interest calculations (4)

### Present value (4)

### Future value (5)

### Compound interest - interest rate (1)

### Yield (2)

### Discount factor (2)

### Interest rate conversions and comparisons (5)

## Numerical analysis (1)

## Loans (5)

- Maximum loan amount with a given annuity, interest rate and duration
- Calculation of the capital repaid after n periods
- Capital remaining to be repaid after n periods

### Loan annuity (1)

### Loan amount (3)

### Loan duration (1)

## Financial analysis (23)

- Days payables outstanding (DPO)
- Cash conversion cycle (CCC)
- Cash ratio
- Current ratio
- Days sales in inventory (DSI)
- Days of sales outstanding (DSO)
- Operating cycle
- Average day's purchases
- Quick ratio (or acid test ratio)

### Return on investment ratios (2)

### Liquidity ratios (9)

### Profitability ratios (3)

### Activity ratios (4)

### Financial leverage (5)

## Foreign exchange (1)

## Fixed Income (24)

- Macaulay duration
- Modified duration
- PVBP by the modified duration
- PVBP by the yield change
- Basis of a bond
- Implied repo rate (IRR)
- Dirty price of a coupon bond
- Accrued interest rate of a bond
- Bond yield quick approximation
- Year fraction
- Yield of a coupon bond
- Convexity of a bond
- Convexity adjustment
- Price of a perpetual bond
- Yield of a perpetual bond
- Accrued interest rate of an inflation-indexed bond
- Inflation index reference for a given date
- Inflation indexation coefficient for a given value date

### Bonds (15)

### Indexed bonds (3)

### Zero coupon bonds (1)

### Forward Rate Agreement (FRA) (1)

### Money market securities (4)

## Equity markets (2)

## Options (21)

- Valuation of a European call option (Black & Scholes model)
- Valuation of a European put option (Black & Scholes model)
- Value of a call option at expiry
- Value of a put option at expiry
- Payoff at expiry for the purchase of a call option
- Payoff at expiry for the sale of a call option
- Payoff at expiry for the purchase of a put option
- Payoff at expiry for the sale of a put option
- Value at expiry of a lookback call option with fixed strike
- Value at expiry of a lookback put option with fixed strike
- Value at expiry of a lookback call option with variable strike
- Value at expiry of a lookback put option with variable strike
- Delta of a call option
- Delta of a put option
- Gamma of an option
- Vega of an option
- Theta of a call option
- Theta of a put option
- Rho of a call option
- Rho of a put option