abaquant.financial_math.loans

Import path: abaquant.financial_math.loans

Domain: Time-value, actuarial, fixed-income, corporate-finance, and portfolio mathematics.

Purpose

Level-payment loan amortization schedules.

When to use it

Use these functions for deterministic calculations where explicit cash-flow, rate, compounding, sign, and annualization conventions matter.

Public objects

  • function: amortization_schedule — Construct the deterministic payment, interest, principal, and balance schedule of a level-payment loan.

Detailed reference

Level-payment loan amortization schedules.

Purpose

The module produces deterministic amortization schedules for fixed-rate installment loans.

Conventions

Principal is a currency amount; period rate is a decimal rate per payment period; periods is the number of payments.

References

[ 1 ] Kellison, S. G. (2009), The Theory of Interest.

abaquant.financial_math.loans.amortization_schedule(principal, period_rate, periods)

Construct the deterministic payment, interest, principal, and balance schedule of a level-payment loan.

Parameters:
  • principal (float) – Initial invested amount or loan principal in currency units.

  • period_rate (float) – Effective interest rate per payment period in decimal units.

  • periods (int) – Number of discrete compounding or payment periods.

Returns:

Tabular result with the index, column schema, units, and missing-value treatment defined by the module convention.

Return type:

pandas.DataFrame