A zero-dependency financial math library for TypeScript

If you've ever needed to do real financial math in JavaScript, you've probably noticed the ecosystem thins out fast. The basic time-value-of-money functions — PMT, FV, IRR — are everywhere. But the moment you reach for bond duration, convexity, XIRR over irregular dates, or a proper day-count convention, you're left choosing between a heavyweight Excel-formula port and writing it yourself.

So I built finlytic: a small, dependency-free, fully typed library for the financial calculations themselves.

npm install finlytic

The gap

Two things are genuinely hard to find in JS/TS finance libraries:

Bond analytics — price, yield to maturity, and especially interest-rate risk: Macaulay duration, modified duration, convexity. These are standard in a fixed-income context and almost absent from zero-dependency JS packages.

Dated cash flows — XNPV / XIRR, where the flows fall on arbitrary calendar dates rather than neat equal periods.…