xnpv

Interface

Xnpv

Calculate the net present value for a schedule of cash flows which are not necessarily periodic. values contains the series of cash flows made on the specific dates. Values which are a cost, (or paymemt) should be entered as negative values.

The following equation is used:

Where: Pa is the payment at point a . d0 is the date of the first payment.

Example 1

Consider an investment that requires a £10,000 cash payment on January 1, 1998, and returns: £2,750 on March 1, 1998; £4,250 on October 30, 1998; £3,250 on February 15, 1999; and £2,750 on April 1, 1999. Assume that the cash flows are discounted at 9 percent. The net present value is:

#include <iostream>
#include <codecogs/finance/accounting/xnpv.h>
 
int main(int argc, char *argv[])
{
  double pmts[]={-10000, 2750, 4250, 3250, 2750};
  int dates[]={34334,34393,34636,34744,34789};
 
  std::cout<<"Net present value: ";
  std::cout<<Finance::Accounting::xnpv(0.09, pmts, dates, 5);
  std::cout<<std::endl;
 
  return 0;
}

Output:

Net present value: 2089.5

use a rate of 0.09 .

payments on specific dates.

are made.

Parameters

rate	The discount rate to apply to the cash flows. For 9%
values	An array of cash flows that correspond to a series of
dates	An array of dates on which the corresponding payments

Returns

The net present value of the investment.

Authors

James Warren (July 2005)

Source Code

Source code is available when you buy a Commercial licence.

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