xnpv

Net Present Value of an irregular cashflow (NPV)

Functions for managing cashflows and interest rate curves.

Juan Truppia

Time Value of Money Functions

xnpv function

<dl><dt>i</dt>
<dd>The rate used to discount the cashflow</dd>
<dt>cf</dt>
<dd>The cashflow</dd>
<dt>d</dt>
<dd>The dates when each cashflow occurs. Same length as the cashflow. Only used if tau is NULL. Assumes act/365 fractions</dd>
<dt>tau</dt>
<dd>The year fractions when each cashflow occurs. Same length as the cashflow</dd>
<dt>comp_freq</dt>
<dd>The compounding frequency used. Most relevant cases are 1 for yearly, 2 twice a year, 4 quarterly, 12 monthly, 0 no compounding, Inf continuous</dd></dl>

Arguments

Net Present Value of an irregular cashflow (NPV) — xnpv

<dl>

<dt>i</dt>
<dd>The rate used to discount the cashflow</dd>


<dt>cf</dt>
<dd>The cashflow</dd>


<dt>d</dt>
<dd>The dates when each cashflow occurs. Same length as the cashflow. Only used if tau is NULL. Assumes act/365 fractions</dd>


<dt>tau</dt>
<dd>The year fractions when each cashflow occurs. Same length as the cashflow</dd>


<dt>comp_freq</dt>
<dd>The compounding frequency used. Most relevant cases are 1 for yearly, 2 twice a year, 4 quarterly, 12 monthly, 0 no compounding, Inf continuous</dd>

</dl>

xnpv: Net Present Value of an irregular cashflow (NPV)

Description

Usage

Arguments

Examples