Anaplan provides a range of functions to help you perform financial calculations. This includes specialist calculation functions tailored to the needs of investment managers.
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General financial functions
| Name | Description |
|---|---|
| CUMIPMT | Calculates the cumulative interest paid on a loan during a specified period. |
| CUMPRINC | Calculates the cumulative total of the principal amount paid during a given period for a loan. |
| FV | Future value of an investment. |
| IPMT | IPMT calculates the amount allocated to loan interest in a period. |
| IRR | IRR calculates the internal rate of return of a series of future cash-flows. |
| NPER | The length in periods of the investment term. |
| NPV | Calculates the net present value of a series of cash-flows using a constant interest rate. |
| PMT | Calculates the payments for a loan or annuity with constant payments and a constant interest rate. |
| PPMT | Calculates the amount of a payment allocated to the principal part of a loan |
| PV | Calculates the present value of future cash-flows. |
| RATE | Calculates a per period interest rate. |
Investment management functions
Use these functions to perform common calculations relating to the price and yield of bonds and the coupon periods that define when the bondholder receives interest as the bond matures.
Many of these functions rely on day count conventions to determine the number of days between two dates. Anaplan defaults to a modified version of the US 30/360 day count convention, but you may choose to use other day count conventions if you wish.
| Name | Description |
| COUPDAYBS | Calculates the number of coupon days before the settlement date. |
| COUPDAYS | Returns the number of coupon days in the coupon period that contains the settlement date. |
| COUPDAYSNC | Determines the number of coupon days from the settlement date until the next coupon date. |
| COUPNCD | Calculates the next coupon date after the settlement date. |
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COUPNUM |
Returns the number of coupons payable between the settlement date of a bond and the bond's maturity. |
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Identifies the previous coupon date before the settlement date. |
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| DURATION | Uses the Macaulay duration to indicate a bond price's response to changes in yield. |
| MDURATION | Uses the modified Macaulay duration to tell you by what percentage the value of a bond will change for a 1% change in the yield. |
| PRICE | Returns the price per 100 monetary units of a bond that pays periodic interest. |
| YEARFRAC | Calculates the fraction of a year between two dates. |
| YIELD | Determines the yield to maturity of a bond — the interest rate that, when used to discount the bond's future cashflows, produces the given price. |