Financial Computation

The Wolfram Language has fully integrated support for many of the tools used in classical and modern finance. These capabilities include financial instrument valuation, advanced time value of money computations, and advanced financial charting with a library of technical indicators. The Wolfram Language also provides immediate access to a large array of financial and economic data, and contains financial import and export tools for working with external data.

ReferenceReference

Time Value Computations

TimeValue time value of money computations

EffectiveInterest effective interest rate conversions

Annuity  ▪  AnnuityDue  ▪  Cashflow

Date Computations »

DateObject  ▪  DatePlus  ▪  DateDifference  ▪  DayCount  ▪  BusinessDayQ  ▪  ...

Currency Computations

Quantity, DatedUnit represent a currency, potentially at a particular time

CurrencyConvert convert between currencies using real-time data

InflationAdjust compute inflation adjustments based on historical data

Financial Instruments

FinancialDerivative financial derivatives valuation

FinancialBond financial bond valuation

Advanced Financial Computation

ItoProcess represent an Ito stochastic differential equation

Financial Visualization »

CandlestickChart candlestick and OHLC chart of open-high-low-close prices

InteractiveTradingChart interactive trading chart including financial indicators

TradingChart  ▪  DateListPlot  ▪  RenkoChart  ▪  ...

Financial Indicators »

"Open"  ▪  "High"  ▪  "Low"  ▪  "Close"  ▪  "Volume"  ▪  "TypicalPrice"  ▪  "TrueRange"  ▪  "SimpleMovingAverage"  ▪  "ExponentialMovingAverage"  ▪  "BollingerBands"  ▪  "KeltnerChannels"  ▪  "RelativeStrengthIndex"  ▪  "FastStochastic"  ▪  "SlowStochastic"  ▪  "FullStochastic"  ▪  "RateOfChange"  ▪  "UltimateOscillator"  ▪  ...

Financial and Economic Data »

FinancialData current and historical stock, fund, index, currency, etc. data

CountryData socioeconomic data and time series for all countries

DateListPlot  ▪  MovingAverage  ▪  ExponentialMovingAverage  ▪  LinearModelFit

Importing & Exporting External Data »

Import import from files and URLs

Export export data, graphics, and expressions to files

"Table"  ▪  "CSV"  ▪  "TSV"  ▪  "XLS"  ▪  "ODS"  ▪  "SXC"  ▪  "MDB"  ▪  "DBF"  ▪  "DIF"  ▪  ...