Finance Function Reference

This document is generated from the extension registration surface in src/ and the executable SQL coverage in test/sql/. All functions live in the fin_ namespace and use standard DuckDB types such as DOUBLE, VARCHAR, DATE, TIMESTAMP, LIST, STRUCT, and table results.

Usage Conventions

Load the extension before use. Most users can run INSTALL finance FROM community; LOAD finance;; for source builds, use the repository Makefile targets to build and load the unsigned local extension during validation.
Scalar functions are called in ordinary SELECT expressions.
Aggregate macros are called over grouped rows, for example SELECT fin_total_return(r) FROM returns;.
Table functions and bind-replace functions appear in FROM, for example SELECT * FROM fin_calendar('weekday', DATE '2026-05-04', DATE '2026-05-08');.
make check verifies this reference against every registered fin_* function and verifies that every registered function appears in the gold SQL tests. The checks scan split .cpp and .inc source units under src/.

Function Index

Numerical And Money Helpers

Function	Usage	Purpose	Returns / Notes
`fin_bps`	`fin_bps(0.0123)`	Compute bps for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_cents_to_money`	`fin_cents_to_money(cents, scale := 2)`	Compute cents to money for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_chi2_cdf`	`fin_chi2_cdf(0.0, 3.0)`	Evaluate the chi-square CDF.	DOUBLE unless noted by DuckDB overloads.
`fin_chi2_inv`	`fin_chi2_inv(0.5, 2.0)`	Invert the chi-square CDF.	DOUBLE unless noted by DuckDB overloads.
`fin_clip`	`fin_clip(12.0, 0.0, 10.0)`	Compute clip for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_from_bps`	`fin_from_bps(125.0)`	Compute from bps for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_money_round`	`fin_money_round(amount, scale := 2, mode := 'nearest')`	Compute money round for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_money_sum`	`fin_money_sum(x)`	Compute money sum for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_money_to_cents`	`fin_money_to_cents(amount, rounding := 'nearest')`	Compute money to cents for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_money_weighted_sum`	`fin_money_weighted_sum(amount, weight)`	Compute money weighted sum for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_norm_cdf`	`fin_norm_cdf(0.0)`	Evaluate the standard normal cumulative distribution function.	DOUBLE unless noted by DuckDB overloads.
`fin_norm_inv`	`fin_norm_inv(0.5)`	Invert the standard normal CDF.	DOUBLE unless noted by DuckDB overloads.
`fin_norm_pdf`	`fin_norm_pdf(0.0)`	Evaluate the standard normal probability density function.	DOUBLE unless noted by DuckDB overloads.
`fin_round_to_tick`	`fin_round_to_tick(100.037, 0.05)`	Compute round to tick for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_safe_div`	`fin_safe_div(1.0, 0.0)`	Divide two numbers and return NULL or a fallback when the denominator is zero.	DOUBLE unless noted by DuckDB overloads.
`fin_student_t_cdf`	`fin_student_t_cdf(0.0, 10.0)`	Evaluate the Student-t CDF.	DOUBLE unless noted by DuckDB overloads.
`fin_student_t_inv`	`fin_student_t_inv(0.5, 10.0)`	Invert the Student-t CDF.	DOUBLE unless noted by DuckDB overloads.

Returns, Risk, And Statistics

Function	Usage	Purpose	Returns / Notes
`fin_active_return`	`fin_active_return(r, benchmark_r, annualization := 252)`	Compute active return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_aggregate_return`	`fin_aggregate_return(r, period_key, method := 'simple')`	Compute aggregate return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_alpha`	`fin_alpha(r, benchmark_r, risk_free := 0.0, annualization := 252)`	Compute alpha for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_alpha_beta`	`fin_alpha_beta(r, benchmark_r, risk_free := 0.0, annualization := 252)`	Compute alpha beta for SQL finance workflows.	STRUCT.
`fin_annual_return`	`fin_annual_return(r, annualization := 252)`	Compute annual return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_anova_oneway`	`fin_anova_oneway(r, asset)`	Compute anova oneway for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_arithmetic_return`	`fin_arithmetic_return(r)`	Compute arithmetic return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_avg_drawdown`	`fin_avg_drawdown(r, initial_nav := 1.0)`	Compute avg drawdown for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_beta`	`fin_beta(r, benchmark_r)`	Compute beta for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_calmar`	`fin_calmar(r, annualization := 252)`	Compute calmar for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_conditional_drawdown_at_risk`	`fin_conditional_drawdown_at_risk(r, confidence := 0.95)`	Compute conditional drawdown at risk for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_cramers_v`	`fin_cramers_v(x, y, bias_corrected := true)`	Compute cramers v for SQL finance workflows.	NULL placeholder.
`fin_cum_return`	`fin_cum_return(r, method := 'simple')`	Compute cum return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_cvar`	`fin_cvar(r, confidence := 0.95, method := 'historical', loss_positive := true)`	Compute the mean of returns in the historical VaR tail.	Positive loss by default; set `loss_positive := false` for the signed tail return.
`fin_data_quality_report`	`fin_data_quality_report(x)`	Compute data quality report for SQL finance workflows.	STRUCT.
`fin_down_capture`	`fin_down_capture(r, benchmark_r)`	Compute down capture for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_downside_deviation`	`fin_downside_deviation(r, mar := 0.0, annualization := 252)`	Compute downside deviation for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_drawdown`	`fin_drawdown(r, initial_nav := 1.0)`	Compute current drawdown from the ordered return series.	Order-sensitive aggregate; window states preserve the preceding peak.
`fin_drawdown_at_risk`	`fin_drawdown_at_risk(r, confidence := 0.95)`	Compute drawdown at risk for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_drawdown_duration`	`fin_drawdown_duration(r, initial_nav := 1.0)`	Compute the longest drawdown duration from the ordered return series.	Order-sensitive aggregate.
`fin_entropy`	`fin_entropy(x)`	Compute entropy for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_ewma_variance`	`fin_ewma_variance(r, lambda := 0.94, annualization := 252)`	Compute annualized exponentially weighted variance from ordered returns.	Order-sensitive aggregate; `lambda` and `annualization` must be constant within a group.
`fin_excess_return`	`fin_excess_return(r, rf, annualization := 252, rf_convention := 'annual')`	Compute excess return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_expectancy`	`fin_expectancy(r)`	Compute expectancy for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_from_log_return`	`fin_from_log_return(lr)`	Compute from log return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_gain_to_pain`	`fin_gain_to_pain(r)`	Compute gain to pain for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_garch11_forecast`	`fin_garch11_forecast(r, omega, alpha, beta, initial_var := NULL, annualization := 252)`	Compute garch11 forecast for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_geometric_return`	`fin_geometric_return(r)`	Compute geometric return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_gross_return`	`fin_gross_return(r)`	Compute gross return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_hit_ratio`	`fin_hit_ratio(r, threshold := 0.0)`	Compute hit ratio for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_information_ratio`	`fin_information_ratio(r, benchmark_r, annualization := 252)`	Compute information ratio for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_is_decimal_return`	`fin_is_decimal_return(x)`	Predicate helper for finance input validation.	Aggregate or scalar SQL macro result.
`fin_is_outlier_zscore`	`fin_is_outlier_zscore(3.1, 0.0, 1.0, 3.0)`	Predicate helper for finance input validation.	BOOLEAN.
`fin_iv_percentile`	`fin_iv_percentile(implied_volatility ORDER BY quote_ts)`	Compute where the latest implied volatility sits within the observed min/max range.	Order-sensitive aggregate; use aggregate `ORDER BY` to define the latest observation.
`fin_iv_rank`	`fin_iv_rank(implied_volatility ORDER BY quote_ts)`	Compute where the latest implied volatility sits within the observed min/max range.	Order-sensitive aggregate; use aggregate `ORDER BY` to define the latest observation.
`fin_jensen_alpha`	`fin_jensen_alpha(r, benchmark_r, risk_free := 0.0, annualization := 252)`	Compute jensen alpha for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_kahan_sum`	`fin_kahan_sum(x)`	Compute kahan sum for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_ks_test`	`fin_ks_test(x, y)`	Compute ks test for SQL finance workflows.	NULL placeholder.
`fin_log_return`	`fin_log_return(price, prev_price)`	Compute log return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_loss_rate`	`fin_loss_rate(r)`	Compute loss rate for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_mad`	`fin_mad(x)`	Compute mad for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_mann_whitney_u`	`fin_mann_whitney_u(x, y)`	Compute mann whitney u for SQL finance workflows.	NULL placeholder.
`fin_max_drawdown`	`fin_max_drawdown(r, initial_nav := 1.0)`	Compute max drawdown for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_missing_count`	`fin_missing_count(x)`	Compute missing count for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_mutual_information`	`fin_mutual_information(x, y, bins := 10)`	Compute mutual information for SQL finance workflows.	NULL placeholder.
`fin_omega_ratio`	`fin_omega_ratio(r, required_return := 0.0, annualization := 252)`	Compute omega ratio for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_outlier_count`	`fin_outlier_count(x, method := 'zscore', threshold := 3.0)`	Compute outlier count for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_parametric_cvar`	`fin_parametric_cvar(mean, vol, confidence := 0.95, horizon := 1.0, distribution := 'normal')`	Compute parametric cvar for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_parse_return_method`	`fin_parse_return_method('log')`	Normalize and validate a finance convention string.	VARCHAR.
`fin_payoff_ratio`	`fin_payoff_ratio(r)`	Compute payoff ratio for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_price_from_return`	`fin_price_from_return(prev_price, r, method := 'simple')`	Compute price from return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rank_corr`	`fin_rank_corr(x, y, method := 'spearman')`	Compute rank corr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_realized_beta`	`fin_realized_beta(r, benchmark_r)`	Compute realized beta for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_realized_corr`	`fin_realized_corr(r1, r2)`	Compute realized corr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_realized_cov`	`fin_realized_cov(r1, r2)`	Compute realized cov for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_realized_quarticity`	`fin_realized_quarticity(log_r, annualization := 252)`	Compute realized quarticity for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_realized_variance`	`fin_realized_variance(log_r, annualization := 252)`	Compute realized variance for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_realized_vol`	`fin_realized_vol(log_r, annualization := 252)`	Compute realized vol for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_return`	`fin_return(price, prev_price, method := 'simple')`	Compute return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rolling_beta`	`fin_rolling_beta(r, factor_r)`	Compute rolling beta for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rolling_zscore`	`fin_rolling_zscore(x)`	Compute rolling zscore for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_semivariance`	`fin_semivariance(r, threshold := 0.0)`	Compute semivariance for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_sharpe`	`fin_sharpe(r, risk_free := 0.0, annualization := 252)`	Compute sharpe for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_simple_return`	`fin_simple_return(price, prev_price)`	Compute simple return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_sortino`	`fin_sortino(r, mar := 0.0, annualization := 252)`	Compute sortino for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_stability`	`fin_stability(r)`	Compute stability for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_stable_corr`	`fin_stable_corr(y, x)`	Compute stable corr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_stable_cov`	`fin_stable_cov(y, x)`	Compute stable cov for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_stable_mean`	`fin_stable_mean(x)`	Compute stable mean for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_stable_stddev`	`fin_stable_stddev(x, ddof := 1)`	Compute stable stddev for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_stable_var`	`fin_stable_var(x, ddof := 1)`	Compute stable var for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_tail_ratio`	`fin_tail_ratio(r, upper_q := 0.95, lower_q := 0.05)`	Compute tail ratio for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_theils_u`	`fin_theils_u(x, y)`	Compute theils u for SQL finance workflows.	NULL placeholder.
`fin_to_log_return`	`fin_to_log_return(r)`	Compute to log return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_total_return`	`fin_total_return(r, method := 'simple')`	Compute total return for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_tracking_error`	`fin_tracking_error(r, benchmark_r, annualization := 252)`	Compute tracking error for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_treynor_ratio`	`fin_treynor_ratio(r, benchmark_r, risk_free := 0.0, annualization := 252)`	Compute treynor ratio for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_trimmed_mean`	`fin_trimmed_mean(x, lower_q := 0.05, upper_q := 0.95)`	Average observations between the inclusive lower and upper quantiles.	Quantile bounds must satisfy `0 <= lower_q <= upper_q <= 1`.
`fin_ttest_1samp`	`fin_ttest_1samp(x, mu)`	Compute ttest 1samp for SQL finance workflows.	STRUCT.
`fin_ttest_2samp`	`fin_ttest_2samp(x, y, equal_var := true)`	Compute ttest 2samp for SQL finance workflows.	STRUCT.
`fin_ulcer_index`	`fin_ulcer_index(r)`	Compute ulcer index for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_up_capture`	`fin_up_capture(r, benchmark_r)`	Compute up capture for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_upside_deviation`	`fin_upside_deviation(r, threshold := 0.0, annualization := 252)`	Compute upside deviation for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_validate_return`	`fin_validate_return(0.05)`	Validate input shape or finance-specific invariants and return a boolean or validation struct.	BOOLEAN.
`fin_volatility`	`fin_volatility(r, annualization := 252, ddof := 1)`	Compute volatility for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_weighted_mean`	`fin_weighted_mean(x, w)`	Compute the mean over value/weight pairs.	Null pairs are skipped; weights must be finite and non-negative.
`fin_weighted_quantile`	`fin_weighted_quantile(x, w, q, method := 'linear')`	Compute a quantile from the weighted empirical distribution.	Supports `linear`, `lower`, `higher`, `nearest`, `midpoint`, and `inverted_cdf`; zero weights are ignored.
`fin_weighted_stddev`	`fin_weighted_stddev(x, w, ddof := 0)`	Compute weighted standard deviation with a weight-sum degrees-of-freedom correction.	Null pairs are skipped; weights must be finite and non-negative.
`fin_weighted_var`	`fin_weighted_var(x, w, ddof := 0)`	Compute weighted variance with denominator `sum(w) - ddof`.	Returns `NULL` when the denominator is not positive.
`fin_welch_ttest`	`fin_welch_ttest(x, y)`	Compute welch ttest for SQL finance workflows.	STRUCT.
`fin_win_rate`	`fin_win_rate(r)`	Compute win rate for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_winsorized_mean`	`fin_winsorized_mean(x, lower_q := 0.05, upper_q := 0.95)`	Clamp observations to the lower and upper quantiles, then average them.	Quantile bounds must satisfy `0 <= lower_q <= upper_q <= 1`.
`fin_zscore_last`	`fin_zscore_last(x)`	Compute zscore last for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_ztest_mean`	`fin_ztest_mean(x, mu, sigma := NULL)`	Compute ztest mean for SQL finance workflows.	Aggregate or scalar SQL macro result.

Fixed Income, Rates, And Cash Flows

Function	Usage	Purpose	Returns / Notes
`fin_accrued_interest`	`fin_accrued_interest(DATE '2026-04-01', DATE '2026-01-01', DATE '2026-07-01', 0.04, 100.0, 'ACT/365F')`	Compute accrued interest for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_annuity_payment`	`fin_annuity_payment(0.0, 10.0, 100.0)`	Compute annuity payment for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bond_convexity`	`fin_bond_convexity(0.05, 0.04, 5.0, 2, 100.0)`	Compute bond convexity for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bond_duration`	`fin_bond_duration(0.05, 0.04, 5.0, 2, 100.0, 'modified')`	Compute bond duration for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bond_price`	`fin_bond_price(0.05, 0.04, 5.0, 2, 100.0)`	Compute bond price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bond_ytm`	`fin_bond_ytm(fin_bond_price(0.05, 0.04, 5.0, 2, 100.0), 0.05, 5.0, 2, 100.0)`	Compute bond ytm for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_cashflow_spec`	`fin_cashflow_spec(amount, date, currency := NULL)`	Compute cashflow spec for SQL finance workflows.	STRUCT.
`fin_curve_spec`	`fin_curve_spec(maturities, values, value_type := 'zero_rate', interpolation := 'linear', compounding := 'continuous', day_count := 'ACT/365F')`	Compute curve spec for SQL finance workflows.	STRUCT.
`fin_curve_zero_rate`	`fin_curve_zero_rate([0.5, 1.0, 2.0], [0.04, 0.045, 0.05], 1.5)`	Compute curve zero rate for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_forward_rate`	`fin_forward_rate(0.9607894391523232, 0.8869204367171575, 1.0, 2.0, 'continuous')`	Compute forward rate for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_fra_rate`	`fin_fra_rate(0.04, 0.05, 1.0, 2.0)`	Compute fra rate for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_future_value`	`fin_future_value(100.0, 0.05, 1.0, 'continuous')`	Compute future value for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_interpolate_curve`	`fin_interpolate_curve([0.5, 1.0, 2.0], [0.04, 0.045, 0.05], 1.5)`	Compute interpolate curve for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_irr`	`fin_irr([-100.0, 60.0, 60.0])`	Compute irr for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_mirr`	`fin_mirr([-100.0, 60.0, 60.0], 0.1, 0.05)`	Compute mirr for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_npv`	`fin_npv([-100.0, 60.0, 60.0], [0.0, 1.0, 2.0], 0.1, 'periodic')`	Compute npv for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_present_value`	`fin_present_value(105.12710963760242, 0.05, 1.0, 'continuous')`	Compute present value for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_rate_from_discount`	`fin_rate_from_discount(0.951229424500714, 1.0, 'continuous')`	Compute rate from discount for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_swap_rate`	`fin_swap_rate([1.0, 2.0], [0.95, 0.90])`	Compute swap rate for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_validate_curve_spec`	`fin_validate_curve_spec(spec)`	Validate input shape or finance-specific invariants and return a boolean or validation struct.	STRUCT.
`fin_xirr`	`fin_xirr([-100.0, 110.0], [DATE '2026-01-01', DATE '2027-01-01'])`	Compute xirr for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_yearfrac`	`fin_yearfrac(DATE '2026-01-01', DATE '2027-01-01', 'ACT/365F')`	Compute yearfrac for SQL finance workflows.	DOUBLE; reversed `ACT/ACT` dates return the negative forward fraction.

Options And Volatility Models

Function	Usage	Purpose	Returns / Notes
`fin_asian_geometric_price`	`fin_asian_geometric_price('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute asian geometric price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_asset_or_nothing_price`	`fin_asset_or_nothing_price('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute asset or nothing price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bachelier_greeks`	`fin_bachelier_greeks('call', 100.0, 100.0, 1.0, 0.05, 5.0)`	Compute bachelier greeks for SQL finance workflows.	STRUCT.
`fin_bachelier_implied_vol`	`fin_bachelier_implied_vol('call', fin_bachelier_price('call', 100.0, 100.0, 1.0, 0.05, 5.0), 100.0, 100.0, 1.0, 0.05, 4.0, 1e-8)`	Compute bachelier implied vol for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bachelier_price`	`fin_bachelier_price('call', 100.0, 100.0, 1.0, 0.05, 5.0)`	Compute bachelier price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_barrier_price`	`fin_barrier_price('call', 'up-out', 100.0, 100.0, 120.0, 3.0, 1.0, 0.05, 0.2, 0.0)`	Price a continuously monitored European single-barrier option with an optional rebate.	Reiner-Rubinstein `DOUBLE`; kinds are `down-in`, `down-out`, `up-in`, and `up-out`; inputs after barrier are `[rebate,] ttm, rate, vol[, dividend_yield]`.
`fin_binomial_price`	`fin_binomial_price('call', 100.0, 100.0, 1.0, 0.05, 0.2, 0.0, 20, 'european', 'crr')`	Compute binomial price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_black76_greeks`	`fin_black76_greeks('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute black76 greeks for SQL finance workflows.	STRUCT.
`fin_black76_implied_vol`	`fin_black76_implied_vol('call', fin_black76_price('call', 100.0, 100.0, 1.0, 0.05, 0.2), 100.0, 100.0, 1.0, 0.05, 0.3, 1e-8)`	Compute black76 implied vol for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_black76_price`	`fin_black76_price('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute black76 price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_all`	`fin_bsm_all(fin_option_spec('call', 100.0, 100.0, 1.0, 0.05, 0.2))`	Return Black-Scholes-Merton price, Greeks, d1/d2, intrinsic value, and time value from explicit inputs or an option spec.	STRUCT with `price`, Greek fields, `d1`, `d2`, `intrinsic`, and `time_value`.
`fin_bsm_charm`	`fin_bsm_charm('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm charm for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_color`	`fin_bsm_color('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm color for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_d1`	`fin_bsm_d1(100.0, 100.0, 1.0, 0.05, 0.2, 0.0)`	Compute bsm d1 for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_d2`	`fin_bsm_d2(100.0, 100.0, 1.0, 0.05, 0.2, 0.0)`	Compute bsm d2 for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_delta`	`fin_bsm_delta(fin_option_spec('call', 100.0, 100.0, 1.0, 0.05, 0.2))`	Return Black-Scholes-Merton spot delta from explicit inputs or an option spec.	DOUBLE.
`fin_bsm_elasticity`	`fin_bsm_elasticity('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm elasticity for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_gamma`	`fin_bsm_gamma(fin_option_spec('call', 100.0, 100.0, 1.0, 0.05, 0.2))`	Return Black-Scholes-Merton gamma from explicit inputs or an option spec.	DOUBLE.
`fin_bsm_greeks`	`fin_bsm_greeks(fin_option_spec('call', 100.0, 100.0, 1.0, 0.05, 0.2))`	Return Black-Scholes-Merton delta, gamma, vega, theta, and rho from explicit inputs or an option spec.	STRUCT with `delta`, `gamma`, `vega`, `theta`, and `rho`.
`fin_bsm_implied_vol`	`fin_bsm_implied_vol('call', fin_bsm_price('call', 100.0, 100.0, 1.0, 0.05, 0.2), 100.0, 100.0, 1.0, 0.05)`	Compute bsm implied vol for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_price`	`fin_bsm_price(fin_option_spec('call', 100.0, 100.0, 1.0, 0.05, 0.2))`	Price a Black-Scholes-Merton option from explicit inputs or an option spec; `ttm`, rate, volatility, and dividend yield are annual decimal values.	DOUBLE.
`fin_bsm_price_dates`	`fin_bsm_price_dates('call', 100.0, 100.0, DATE '2026-01-01', DATE '2027-01-01', 0.05, 0.2)`	Compute bsm price dates for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_prob_itm`	`fin_bsm_prob_itm('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm prob itm for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_prob_touch`	`fin_bsm_prob_touch('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm prob touch for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_rho`	`fin_bsm_rho('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm rho for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_speed`	`fin_bsm_speed('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm speed for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_theta`	`fin_bsm_theta('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm theta for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_ultima`	`fin_bsm_ultima('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm ultima for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_vanna`	`fin_bsm_vanna('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm vanna for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_vega`	`fin_bsm_vega(fin_option_spec('call', 100.0, 100.0, 1.0, 0.05, 0.2))`	Return Black-Scholes-Merton vega from explicit inputs or an option spec.	DOUBLE.
`fin_bsm_vomma`	`fin_bsm_vomma('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm vomma for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bsm_zomma`	`fin_bsm_zomma('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute bsm zomma for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_digital_price`	`fin_digital_price('call', 100.0, 100.0, 1.0, 0.05, 0.2)`	Compute digital price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_forward_price`	`fin_forward_price(100.0, 1.0, 0.05, 0.0)`	Compute forward price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_option_market_spec`	`fin_option_market_spec(kind, spot, strike, expiry, valuation_date, rate, vol, dividend_yield := 0.0, calendar := 'weekday', day_count := 'ACT/365F')`	Compute option market spec for SQL finance workflows.	STRUCT.
`fin_option_payoff`	`fin_option_payoff('call', 105.0, 100.0)`	Compute option payoff for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_option_spec`	`fin_option_spec(kind, spot, strike, ttm, rate, vol, dividend_yield := 0.0, exercise := 'european', model := 'bsm')`	Pack reusable option inputs into a struct accepted by BSM pricing and Greek functions.	STRUCT with normalized option kind, annual decimal inputs, exercise style, and model name.
`fin_option_spec_dates`	`fin_option_spec_dates(kind, spot, strike, valuation_date, expiry_date, rate, vol, dividend_yield := 0.0, day_count := 'ACT/365F', exercise := 'european', model := 'bsm')`	Build an option spec from valuation and expiry dates using a day-count convention for time to expiry.	STRUCT compatible with `fin_bsm_price`, `fin_bsm_greeks`, and `fin_bsm_all`.
`fin_parse_option_kind`	`fin_parse_option_kind('CALL')`	Normalize and validate a finance convention string.	VARCHAR.
`fin_put_call_parity`	`fin_put_call_parity(10.450583572185565, 5.573526022256971, 100.0, 100.0, 1.0, 0.05, 0.0)`	Compute put call parity for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_sabr_vol`	`fin_sabr_vol(100.0, 100.0, 1.0, 0.2, 0.5, -0.2, 0.4)`	Compute sabr vol for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_svi_total_variance`	`fin_svi_total_variance(0.0, 0.02, 0.1, -0.3, 0.0, 0.2)`	Compute svi total variance for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_svi_vol`	`fin_svi_vol(0.0, 1.0, 0.02, 0.1, -0.3, 0.0, 0.2)`	Compute svi vol for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_validate_option_spec`	`fin_validate_option_spec(spec)`	Validate input shape or finance-specific invariants and return a boolean or validation struct.	STRUCT.

Technical Indicators And Microstructure

Function	Usage	Purpose	Returns / Notes
`fin_ad_line`	`fin_ad_line(high, low, close, volume)`	Compute ad line for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_adosc`	`fin_adosc(high, low, close, volume, fast := 3, slow := 10)`	Compute adosc for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_adx`	`fin_adx(high, low, close, period := 14)`	Compute adx for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_adxr`	`fin_adxr(high, low, close, period := 14)`	Compute adxr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_amihud_illiquidity`	`fin_amihud_illiquidity(abs_return, dollar_volume)`	Compute amihud illiquidity for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_apo`	`fin_apo(close, fast := 12, slow := 26)`	Compute apo for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_aroon`	`fin_aroon(high, low, period := 14)`	Compute aroon for SQL finance workflows.	STRUCT.
`fin_aroonosc`	`fin_aroonosc(high, low, period := 14)`	Compute aroonosc for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_atr`	`fin_atr(high, low, close, period := 14)`	Compute atr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_avg_price`	`fin_avg_price(open, high, low, close)`	Compute avg price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_bbands`	`fin_bbands(close, period := 20, k := 2.0)`	Compute bbands for SQL finance workflows.	STRUCT.
`fin_bop`	`fin_bop(open, high, low, close)`	Compute bop for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_cci`	`fin_cci(high, low, close, period := 20, constant := 0.015)`	Compute cci for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_cdl_pattern`	`fin_cdl_pattern(open, high, low, close, pattern)`	Candlestick pattern pattern helper.	INTEGER signal.
`fin_cmo`	`fin_cmo(close, period := 14)`	Compute cmo for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_dema`	`fin_dema(x, period := 20)`	Compute dema for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_donchian`	`fin_donchian(high, low, period := 20)`	Compute donchian for SQL finance workflows.	STRUCT.
`fin_dx`	`fin_dx(high, low, close, period := 14)`	Compute dx for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_hma`	`fin_hma(x, period := 20)`	Compute hma for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_kama`	`fin_kama(x, period := 10, fast := 2, slow := 30)`	Compute kama for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_keltner`	`fin_keltner(high, low, close, period := 20, atr_period := 10, multiplier := 2.0)`	Compute keltner for SQL finance workflows.	STRUCT.
`fin_kyle_lambda`	`fin_kyle_lambda(signed_volume, price_change)`	Compute kyle lambda for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_linearreg`	`fin_linearreg(x, period := 14)`	Compute linearreg for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_linearreg_intercept`	`fin_linearreg_intercept(x, period := 14)`	Compute linearreg intercept for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_linearreg_slope`	`fin_linearreg_slope(x, period := 14)`	Compute linearreg slope for SQL finance workflows.	NULL placeholder.
`fin_macd`	`fin_macd(close, fast := 12, slow := 26, signal := 9)`	Compute macd for SQL finance workflows.	STRUCT.
`fin_median_price`	`fin_median_price(high, low)`	Compute median price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_mfi`	`fin_mfi(high, low, close, volume, period := 14)`	Compute mfi for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_microprice`	`fin_microprice(bid, bid_size, ask, ask_size)`	Compute microprice for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_mid`	`fin_mid(bid, ask)`	Compute mid for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_minus_di`	`fin_minus_di(high, low, close, period := 14)`	Compute minus di for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_minus_dm`	`fin_minus_dm(high, low, period := 14)`	Compute minus dm for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_mom`	`fin_mom(close, period := 10)`	Compute mom for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_natr`	`fin_natr(high, low, close, period := 14)`	Compute natr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_obv`	`fin_obv(close, volume)`	Compute obv for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_ohlc`	`fin_ohlc(price)`	Compute ohlc for SQL finance workflows.	STRUCT.
`fin_ohlcv`	`fin_ohlcv(price, volume)`	Compute ohlcv for SQL finance workflows.	STRUCT.
`fin_order_imbalance`	`fin_order_imbalance(bid_size, ask_size)`	Compute order imbalance for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_plus_di`	`fin_plus_di(high, low, close, period := 14)`	Compute plus di for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_plus_dm`	`fin_plus_dm(high, low, period := 14)`	Compute plus dm for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_ppo`	`fin_ppo(close, fast := 12, slow := 26, signal := 9)`	Compute ppo for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_queue_imbalance`	`fin_queue_imbalance(bid_size, ask_size)`	Compute queue imbalance for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_roc`	`fin_roc(close, period := 10)`	Compute roc for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rocp`	`fin_rocp(close, period := 10)`	Compute rocp for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rocr`	`fin_rocr(close, period := 10)`	Compute rocr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rocr100`	`fin_rocr100(close, period := 10)`	Compute rocr100 for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_roll_spread`	`fin_roll_spread(price)`	Compute roll spread for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rsi`	`fin_rsi(close, period := 14)`	Compute Wilder-smoothed relative strength from the ordered price series.	Order-sensitive aggregate; `period` must be positive and constant within a group.
`fin_sar`	`fin_sar(high, low, acceleration := 0.02, maximum := 0.2)`	Compute sar for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_sarext`	`fin_sarext(high, low, options)`	Compute sarext for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_sma`	`fin_sma(x, period := 20)`	Compute sma for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_spread`	`fin_spread(bid, ask)`	Compute spread for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_spread_bps`	`fin_spread_bps(bid, ask)`	Compute spread bps for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_stddev`	`fin_stddev(close, period := 20, ddof := 1)`	Compute stddev for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_stoch`	`fin_stoch(high, low, close, k := 14, d := 3, smooth := 3)`	Compute stoch for SQL finance workflows.	STRUCT.
`fin_stochrsi`	`fin_stochrsi(close, period := 14, k := 3, d := 3)`	Compute stochrsi for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_t3`	`fin_t3(x, period := 20, vfactor := 0.7)`	Compute t3 for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_tema`	`fin_tema(x, period := 20)`	Compute tema for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_trade_sign`	`fin_trade_sign(102.0::DOUBLE, 100.0::DOUBLE, 101.0::DOUBLE)`	Compute trade sign for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_trima`	`fin_trima(x, period := 20)`	Compute trima for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_trix`	`fin_trix(close, period := 30)`	Compute trix for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_true_range`	`fin_true_range(high, low, close)`	Compute true range for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_tsf`	`fin_tsf(x, period := 14)`	Compute tsf for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_twap`	`fin_twap(price, ts)`	Compute twap for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_typ_price`	`fin_typ_price(high, low, close)`	Compute typ price for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_ultosc`	`fin_ultosc(high, low, close, short := 7, medium := 14, long := 28)`	Compute ultosc for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_var_indicator`	`fin_var_indicator(close, period := 20, ddof := 1)`	Compute var indicator for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_volume_profile`	`fin_volume_profile(price, volume, bins := 10)`	Compute volume profile for SQL finance workflows.	LIST.
`fin_vpin`	`fin_vpin(signed_volume, volume, buckets := 50)`	Compute vpin for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_vwap`	`fin_vwap(price, volume)`	Compute vwap for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_weighted_close`	`fin_weighted_close(high, low, close)`	Compute weighted close for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_willr`	`fin_willr(high, low, close, period := 14)`	Compute willr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_wma`	`fin_wma(x, period := 20)`	Compute wma for SQL finance workflows.	Aggregate or scalar SQL macro result.

Portfolio, Matrix, And Factor Analytics

Function	Usage	Purpose	Returns / Notes
`fin_black_litterman_returns`	`fin_black_litterman_returns(market_weights, cov_matrix, views_p, views_q, tau := 0.05, omega := NULL)`	Compute black litterman returns for SQL finance workflows.	LIST.
`fin_component_risk`	`fin_component_risk(weights, cov_matrix)`	Compute component risk for SQL finance workflows.	LIST.
`fin_corr_matrix`	`fin_corr_matrix(asset, r)`	Compute corr matrix for SQL finance workflows.	LIST.
`fin_cov_matrix`	`fin_cov_matrix(asset, r)`	Compute cov matrix for SQL finance workflows.	LIST.
`fin_curve_discount_factor`	`fin_curve_discount_factor([0.5, 1.0, 2.0], [0.04, 0.045, 0.05], 1.5)`	Compute curve discount factor for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_discount_factor`	`fin_discount_factor(0.05, 1.0, 'continuous')`	Compute discount factor for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_equal_weights`	`fin_equal_weights(n)`	Compute equal weights for SQL finance workflows.	LIST.
`fin_factor_alpha`	`fin_factor_alpha(r, factor_r, risk_free := 0.0, annualization := 252)`	Compute factor alpha for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_factor_ic`	`fin_factor_ic(factor, forward_return, method := 'spearman')`	Compute factor ic for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_factor_turnover`	`fin_factor_turnover(factor_rank, period := 1)`	Compute factor turnover for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_inverse_vol_weights`	`fin_inverse_vol_weights(vols)`	Compute inverse vol weights for SQL finance workflows.	LIST.
`fin_marginal_risk`	`fin_marginal_risk(weights, cov_matrix)`	Compute marginal risk for SQL finance workflows.	LIST.
`fin_matrix_cholesky`	`fin_matrix_cholesky([[4.0, 2.0], [2.0, 3.0]])`	Compute matrix cholesky for SQL finance workflows.	LIST.
`fin_matrix_is_psd`	`fin_matrix_is_psd([[1.0, 0.2], [0.2, 1.0]])`	Compute matrix is psd for SQL finance workflows.	LIST.
`fin_matrix_mul`	`fin_matrix_mul([[1.0, 2.0]], [[3.0], [4.0]])`	Compute matrix mul for SQL finance workflows.	LIST.
`fin_matrix_shape`	`fin_matrix_shape([[1.0, 2.0], [3.0, 4.0]])`	Compute matrix shape for SQL finance workflows.	STRUCT.
`fin_matrix_transpose`	`fin_matrix_transpose([[1.0, 2.0], [3.0, 4.0]])`	Compute matrix transpose for SQL finance workflows.	LIST.
`fin_matrix_vecmul`	`fin_matrix_vecmul([[1.0, 2.0], [3.0, 4.0]], [1.0, 1.0])`	Compute matrix vecmul for SQL finance workflows.	LIST.
`fin_max_sharpe_weights`	`fin_max_sharpe_weights(mu, cov_matrix, risk_free := 0.0, long_only := true)`	Compute max sharpe weights for SQL finance workflows.	LIST.
`fin_min_variance_weights`	`fin_min_variance_weights(cov_matrix, long_only := true)`	Minimum-variance optimizer fallback.	LIST of weights; current implementation returns equal weights sized from the covariance matrix.
`fin_newey_west_tstat`	`fin_newey_west_tstat(y, x, lags := 1)`	Compute newey west tstat for SQL finance workflows.	NULL placeholder.
`fin_ols`	`fin_ols(y, x_list)`	Compute ols for SQL finance workflows.	STRUCT.
`fin_ols_no_intercept`	`fin_ols_no_intercept(y, x_list)`	Compute ols no intercept for SQL finance workflows.	STRUCT.
`fin_portfolio_expected_return`	`fin_portfolio_expected_return([0.5, 0.5], [0.1, 0.2])`	Compute portfolio expected return for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_portfolio_return`	`fin_portfolio_return([0.5, 0.5], [0.1, 0.2])`	Compute portfolio return for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_portfolio_sharpe`	`fin_portfolio_sharpe(weights, mu, cov_matrix, risk_free := 0.0)`	Compute portfolio sharpe for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_portfolio_spec`	`fin_portfolio_spec(labels, weights, base_currency := NULL)`	Compute portfolio spec for SQL finance workflows.	STRUCT.
`fin_portfolio_variance`	`fin_portfolio_variance([0.5, 0.5], [[0.04, 0.01], [0.01, 0.09]])`	Compute portfolio variance for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_portfolio_vector`	`fin_portfolio_vector(weights, labels)`	Compute portfolio vector for SQL finance workflows.	STRUCT.
`fin_portfolio_vol`	`fin_portfolio_vol([0.5, 0.5], [[0.04, 0.01], [0.01, 0.09]])`	Compute portfolio vol for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_profit_factor`	`fin_profit_factor(r)`	Compute profit factor for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_recovery_factor`	`fin_recovery_factor(r)`	Compute recovery factor for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_risk_contribution`	`fin_risk_contribution(weights, cov_matrix)`	Compute risk contribution for SQL finance workflows.	LIST.
`fin_risk_parity_weights`	`fin_risk_parity_weights(cov_matrix, budgets := NULL, tol := 1e-8, max_iter := 1000)`	Compute risk parity weights for SQL finance workflows.	LIST.
`fin_turnover`	`fin_turnover(old_weights, new_weights)`	Compute turnover for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_vector_add`	`fin_vector_add([1.0, 2.0], [3.0, 4.0])`	Compute vector add for SQL finance workflows.	LIST.
`fin_vector_mean`	`fin_vector_mean([1.0, 2.0, 3.0])`	Compute vector mean for SQL finance workflows.	LIST.
`fin_vector_normalize_sum`	`fin_vector_normalize_sum([2.0, 2.0])`	Compute vector normalize sum for SQL finance workflows.	LIST.
`fin_vector_scale`	`fin_vector_scale([1.0, 2.0], 2.0)`	Compute vector scale for SQL finance workflows.	LIST.
`fin_vector_sub`	`fin_vector_sub([3.0, 4.0], [1.0, 2.0])`	Compute vector sub for SQL finance workflows.	LIST.
`fin_vector_sum`	`fin_vector_sum([1.0, 2.0, 3.0])`	Compute vector sum for SQL finance workflows.	LIST.

Validation, Parsers, Specs, And Calendars

Function	Usage	Purpose	Returns / Notes
`fin_bar_spec`	`fin_bar_spec(kind, threshold, price_col := 'price', volume_col := 'volume')`	Compute bar spec for SQL finance workflows.	STRUCT.
`fin_business_days_between`	`fin_business_days_between(DATE '2026-05-04', DATE '2026-05-08', 'weekday')`	Count weekdays in the half-open date range.	BIGINT; reversed ranges return the negated forward count.
`fin_calendar_spec`	`fin_calendar_spec(calendar := 'weekday', timezone := NULL, regular_open := NULL, regular_close := NULL)`	Compute calendar spec for SQL finance workflows.	STRUCT.
`fin_is_business_day`	`fin_is_business_day(DATE '2026-05-06', 'weekday')`	Predicate helper for finance input validation.	BOOLEAN.
`fin_is_finite`	`fin_is_finite(1.0)`	Predicate helper for finance input validation.	BOOLEAN.
`fin_is_price`	`fin_is_price(1.0)`	Predicate helper for finance input validation.	BOOLEAN.
`fin_is_rate`	`fin_is_rate(0.05)`	Predicate helper for finance input validation.	BOOLEAN.
`fin_is_regular_session`	`fin_is_regular_session(TIMESTAMP '2026-05-06 10:00:00', 'NYSE')`	Predicate helper for finance input validation.	BOOLEAN.
`fin_is_vol`	`fin_is_vol(0.2)`	Predicate helper for finance input validation.	BOOLEAN.
`fin_next_business_day`	`fin_next_business_day(DATE '2026-05-08', 'weekday', 1)`	Compute next business day for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_normalize_currency`	`fin_normalize_currency('usd')`	Compute normalize currency for SQL finance workflows.	VARCHAR.
`fin_optimizer_spec`	`fin_optimizer_spec(objective := 'max_sharpe', risk_free := 0.0, long_only := true, weight_min := 0.0, weight_max := 1.0, target_return := NULL, target_vol := NULL, risk_aversion := 1.0)`	Compute optimizer spec for SQL finance workflows.	STRUCT.
`fin_parse_compounding`	`fin_parse_compounding('continuous')`	Normalize and validate a finance convention string.	VARCHAR.
`fin_parse_day_count`	`fin_parse_day_count('actual/365 fixed')`	Normalize and validate a finance convention string.	VARCHAR.
`fin_parse_exercise_style`	`fin_parse_exercise_style('American')`	Normalize and validate a finance convention string.	VARCHAR.
`fin_prev_business_day`	`fin_prev_business_day(DATE '2026-05-11', 'weekday', 1)`	Compute prev business day for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_rate_spec`	`fin_rate_spec(rate, compounding := 'continuous', frequency := 1, day_count := 'ACT/365F')`	Compute rate spec for SQL finance workflows.	STRUCT.
`fin_risk_spec`	`fin_risk_spec(annualization := 252, risk_free := 0.0, var_confidence := 0.95, tail := 'left', loss_positive := true)`	Compute risk spec for SQL finance workflows.	STRUCT.
`fin_session_date`	`fin_session_date(TIMESTAMP '2026-05-06 10:00:00', 'NYSE')`	Compute session date for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_ts_grid_spec`	`fin_ts_grid_spec(start_ts, end_ts, step, staleness := NULL, method := 'last')`	Compute ts grid spec for SQL finance workflows.	STRUCT.
`fin_typeof`	`fin_typeof(x)`	Compute typeof for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_validate_ohlc`	`fin_validate_ohlc(100.0, 101.0, 99.0, 100.0)`	Validate input shape or finance-specific invariants and return a boolean or validation struct.	STRUCT.
`fin_validate_rate_spec`	`fin_validate_rate_spec(spec)`	Validate input shape or finance-specific invariants and return a boolean or validation struct.	STRUCT.
`fin_var_spec`	`fin_var_spec(confidence := 0.95, method := 'historical', tail := 'left', loss_positive := true)`	Compute var spec for SQL finance workflows.	STRUCT.

Table Functions And Time-Series Builders

Function	Usage	Purpose	Returns / Notes
`fin_bootstrap_curve`	`fin_bootstrap_curve('gold_curve', 'inst', 'maturity', 'rate', 'continuous')`	Build a simple bootstrapped curve table from instrument maturities and rates using the requested compounding convention.	Table result.
`fin_calendar`	`fin_calendar('weekday', DATE '2026-05-04', DATE '2026-05-06')`	Return business-calendar dates for a calendar name and date range.	Table result.
`fin_changes_to_grid`	`fin_changes_to_grid( 'gold_prices', 'ts', 'close', TIMESTAMP '2026-01-02 09:30:00', TIMESTAMP '2026-01-02 09:34:00', INTERVAL '1 minute' )`	Compute changes to grid for SQL finance workflows.	Table result.
`fin_curve_bootstrap`	`fin_curve_bootstrap('gold_curve', 'inst', 'maturity', 'rate', 'continuous')`	Alias for curve bootstrapping with the requested compounding convention.	Table result.
`fin_delta_to_grid`	`fin_delta_to_grid( 'gold_prices', 'ts', 'close', TIMESTAMP '2026-01-02 09:30:00', TIMESTAMP '2026-01-02 09:34:00', INTERVAL '1 minute' )`	Compute delta to grid for SQL finance workflows.	Table result.
`fin_dollar_bars`	`fin_dollar_bars('gold_prices', 'ts', 'close', 'volume', 100000.0)`	Compute dollar bars for SQL finance workflows.	Table result; threshold must be positive and finite.
`fin_efficient_frontier`	`fin_efficient_frontier([0.1, 0.2], [[0.04, 0.01], [0.01, 0.09]])`	Compute efficient frontier for SQL finance workflows.	Table result.
`fin_factor_report`	`fin_factor_report('gold_returns', 'd', 'asset', 'factor', 'forward_return', 2)`	Compute factor report for SQL finance workflows.	Table result.
`fin_fama_macbeth`	`fin_fama_macbeth('gold_returns', 'd', 'asset', 'forward_return', ['factor'], 1)`	Compute fama macbeth for SQL finance workflows.	Table result.
`fin_garch_fit`	`fin_garch_fit('gold_returns', 'r', 1, 1, 'normal')`	Compute garch fit for SQL finance workflows.	Table result.
`fin_hrp_weights`	`fin_hrp_weights([[0.04, 0.01], [0.01, 0.09]], ['AAA', 'BBB'], 'single')`	Compute hrp weights for SQL finance workflows.	Table result.
`fin_imbalance_bars`	`fin_imbalance_bars('gold_prices', 'ts', 'close', 'volume', 'signed')`	Aggregate signed-volume observations into imbalance bars.	Table result; the optional method currently accepts only `signed`.
`fin_last_to_grid`	`fin_last_to_grid( 'gold_prices', 'ts', 'close', TIMESTAMP '2026-01-02 09:30:00', TIMESTAMP '2026-01-02 09:34:00', INTERVAL '1 minute' )`	Compute last to grid for SQL finance workflows.	Table result.
`fin_normalize_ohlcv`	`fin_normalize_ohlcv('gold_prices', 'ts', 'open', 'high', 'low', 'close', 'volume')`	Project source OHLCV columns into canonical `ts`, `asset_id`, `open`, `high`, `low`, `close`, and `volume` fields.	Table result with canonical OHLCV columns.
`fin_normalize_option_chain`	`fin_normalize_option_chain('gold_source_options', 'cp', 'underlying_px', 'strike_px', 'expiry_dt', 'valuation_dt', 'zero_rate', 'iv', 'q')`	Project source option columns into canonical option fields and an `option_spec` struct for BSM functions.	Table result with canonical option fields plus `option_spec`.
`fin_normalize_returns`	`fin_normalize_returns('gold_returns', 'd', 'asset', 'r')`	Project source return columns into canonical `date`, `asset_id`, and `return_decimal` fields.	Table result with one row per normalized asset return.
`fin_option_chain`	`fin_option_chain('gold_options', 'kind', 'spot', 'strike', 'ttm', 'rate', 'vol', 'dividend_yield')`	Project option input rows and append model-prefixed BSM columns such as `model_price`, `model_delta`, and `model_implied_volatility`.	Table result preserving source columns and adding model-prefixed analytics columns.
`fin_portfolio_optimize`	`fin_portfolio_optimize([0.1, 0.2], [[0.04, 0.01], [0.01, 0.09]], 'max_sharpe', 0.0, true, 0.0, 1.0, 0.12, 0.2, 1.0)`	Compute portfolio optimize for SQL finance workflows.	Table result.
`fin_portfolio_optimize_table`	`fin_portfolio_optimize_table('gold_current_weights', 'asset', 'weight', 'weight')`	Compute portfolio optimize table for SQL finance workflows.	Table result.
`fin_portfolio_return_table`	`fin_portfolio_return_table('gold_weighted_returns', 'asset', 'weight', 'expected_return')`	Compute portfolio return directly from table-shaped asset, weight, and return columns.	One-row table with `portfolio_return`, `weight_sum`, and `asset_count`.
`fin_portfolio_variance_table`	`fin_portfolio_variance_table('gold_weighted_returns', 'asset', 'weight', 'gold_covariance', 'asset_i', 'asset_j', 'covariance')`	Compute portfolio variance and volatility from table-shaped weights and pairwise covariance rows.	One-row table with `portfolio_variance` and `portfolio_volatility`.
`fin_predict_linear_to_grid`	`fin_predict_linear_to_grid( 'gold_prices', 'ts', 'close', TIMESTAMP '2026-01-02 09:30:00', TIMESTAMP '2026-01-02 09:34:00', INTERVAL '1 minute' )`	Compute predict linear to grid for SQL finance workflows.	Table result.
`fin_rate_to_grid`	`fin_rate_to_grid( 'gold_prices', 'ts', 'close', TIMESTAMP '2026-01-02 09:30:00', TIMESTAMP '2026-01-02 09:34:00', INTERVAL '1 minute' )`	Compute rate to grid for SQL finance workflows.	Table result.
`fin_rebalance_trades`	`fin_rebalance_trades('gold_current_weights', 'gold_target_weights', 'gold_asset_prices', 100000.0)`	Compute rebalance trades for SQL finance workflows.	Table result.
`fin_resample_grid`	`fin_resample_grid( 'gold_prices', 'ts', 'close', TIMESTAMP '2026-01-02 09:30:00', TIMESTAMP '2026-01-02 09:34:00', INTERVAL '1 minute', 'last', INTERVAL '10 minutes' )`	Resample values onto a regular timestamp grid using the last observation at or before each grid timestamp.	Table result; optional staleness returns `NULL` when the carried value is older than the interval.
`fin_resets_to_grid`	`fin_resets_to_grid( 'gold_prices', 'ts', 'close', TIMESTAMP '2026-01-02 09:30:00', TIMESTAMP '2026-01-02 09:34:00', INTERVAL '1 minute' )`	Compute resets to grid for SQL finance workflows.	Table result.
`fin_schema_template`	`fin_schema_template('ohlcv')`	Return the expected columns for a named finance schema template.	Table result.
`fin_tick_bars`	`fin_tick_bars('gold_prices', 'ts', 'close')`	Compute tick bars for SQL finance workflows.	Table result; optional threshold must be positive and finite.
`fin_validate_schema`	`fin_validate_schema('gold_prices', 'ohlcv')`	Return schema-template rows for validating a table against a template.	Table result.
`fin_volume_bars`	`fin_volume_bars('gold_prices', 'ts', 'close', 'volume', 1000.0)`	Compute volume bars for SQL finance workflows.	Table result; threshold must be positive and finite.

General Helpers

Function	Usage	Purpose	Returns / Notes
`fin_adf`	`fin_adf(x, max_lag := 1, regression := 'c')`	Compute adf for SQL finance workflows.	NULL placeholder.
`fin_autocorr`	`fin_autocorr(x, lag := 1)`	Compute autocorr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_bipower_variation`	`fin_bipower_variation(log_r ORDER BY observation_key)`	Estimate annualized bipower variation from adjacent absolute log-return products.	Order-dependent aggregate; defaults to 252 periods and returns `NULL` with fewer than two non-`NULL` returns.
`fin_cagr`	`fin_cagr(r, annualization := 252)`	Compute cagr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_changes`	`fin_changes(x)`	Compute changes for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_crosscorr`	`fin_crosscorr(x, y, lag := 0)`	Compute crosscorr for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_delta`	`fin_delta(x)`	Compute delta for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_dot`	`fin_dot([1.0, 2.0, 3.0], [4.0, 5.0, 6.0])`	Compute dot for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_dv01`	`fin_dv01(0.05, 0.04, 5.0, 2, 100.0)`	Compute dv01 for SQL finance workflows.	DOUBLE unless noted by DuckDB overloads.
`fin_ema`	`fin_ema(x, period := 20)`	Compute ema for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_ema_halflife`	`fin_ema_halflife(x, ts, halflife)`	Compute ema halflife for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_ewma_vol`	`fin_ewma_vol(r, lambda := 0.94, annualization := 252)`	Compute ewma vol for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_exp_decay_avg`	`fin_exp_decay_avg(x, ts, halflife)`	Compute exp decay avg for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_exp_decay_count`	`fin_exp_decay_count(ts, halflife)`	Compute exp decay count for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_exp_decay_max`	`fin_exp_decay_max(x, ts, halflife)`	Compute exp decay max for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_exp_decay_sum`	`fin_exp_decay_sum(x, ts, halflife)`	Compute exp decay sum for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_expected_shortfall`	`fin_expected_shortfall(r, confidence := 0.95, method := 'historical')`	Compute the positive mean loss beyond historical VaR.	Alias of historical `fin_cvar(..., loss_positive := true)`.
`fin_first_non_null`	`fin_first_non_null(x)`	Compute first non null for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_garman_klass_vol`	`fin_garman_klass_vol(open, high, low, close, annualization := 252)`	Compute garman klass vol for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_half_life_mean_reversion`	`fin_half_life_mean_reversion(x)`	Compute half life mean reversion for SQL finance workflows.	NULL placeholder.
`fin_hurst`	`fin_hurst(x)`	Compute hurst for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_last_non_null`	`fin_last_non_null(x)`	Compute last non null for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_linear_trend`	`fin_linear_trend(y, x := NULL)`	Compute linear trend for SQL finance workflows.	STRUCT.
`fin_ljung_box`	`fin_ljung_box(x, lags := 10)`	Compute ljung box for SQL finance workflows.	NULL placeholder.
`fin_log_nav`	`fin_log_nav(r, initial_nav := 1.0)`	Compute log nav for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_nav`	`fin_nav(r, initial_nav := 1.0)`	Compute nav for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_nearest_psd`	`fin_nearest_psd([[1.0, 2.0], [2.0, 1.0]])`	Compute nearest psd for SQL finance workflows.	LIST.
`fin_parametric_var`	`fin_parametric_var(mean, vol, confidence := 0.95, horizon := 1.0, distribution := 'normal')`	Compute parametric var for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_parkinson_vol`	`fin_parkinson_vol(high, low, annualization := 252)`	Compute parkinson vol for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_pct_change`	`fin_pct_change(x)`	Compute pct change for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_quantile_spread`	`fin_quantile_spread(factor, forward_return, buckets := 5)`	Compute the mean forward-return spread between the top and bottom factor buckets.	`buckets` must be greater than one and constant within each group.
`fin_rank_ic`	`fin_rank_ic(factor, forward_return)`	Compute rank ic for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rate`	`fin_rate(x, ts, unit := 'second')`	Compute rate for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_resets`	`fin_resets(x)`	Compute resets for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_rogers_satchell_vol`	`fin_rogers_satchell_vol(open, high, low, close, annualization := 252)`	Compute rogers satchell vol for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_var`	`fin_var(r, confidence := 0.95, method := 'historical', loss_positive := true)`	Compute var for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_version`	`fin_version()`	Return the loaded finance extension version string.	VARCHAR in `finance <version>` form for releases.
`fin_vol_of_vol`	`fin_vol_of_vol(vol, annualization := 252)`	Compute vol of vol for SQL finance workflows.	Aggregate or scalar SQL macro result.
`fin_yang_zhang_vol`	`fin_yang_zhang_vol(open, high, low, close, annualization := 252)`	Compute yang zhang vol for SQL finance workflows.	Aggregate or scalar SQL macro result.

Testing

The reference surface is exercised by make test, which builds the extension, runs smoke SQL, loads test/sql/gold_dataset.sql, and evaluates test/sql/gold_tests.sql. The gold dataset is intentionally small and deterministic so expected values are easy to audit.

For model and unit conventions, see Quant Developer Guide. For workflow-oriented examples, see Finance SQL Playbooks.