npv | R Documentation |
Computes NPV with discount factor interpolation. This function is used for teaching NPV and NPV at Risk and needs to be customized.
npv(
init.cost = -375,
C = 50,
cf.freq = 0.25,
TV = 250,
T2M = 2,
disc.factors = us.df,
BreakEven = FALSE,
BE.yield = 0.01
)
init.cost |
Initial investment cost. |
C |
Periodic cash flow. |
cf.freq |
Cash flow frequency in year fraction e.g. quarterly = 0.25. |
TV |
Terminal Value. |
T2M |
Time to Maturity in years. |
disc.factors |
Data frame of discount factors using ir.df.us() function. |
BreakEven |
TRUE when using a flat discount rate assumption. |
BE.yield |
Set the flat IR rate when BreakEven = TRUE. |
List of NPV and NPV Data frame. list
Philippe Cote
npv(
init.cost = -375, C = 50, cf.freq = .5, TV = 250, T2M = 2,
disc.factors = RTL::usSwapCurves, BreakEven = FALSE, BE.yield = .0399
)$npv
npv(
init.cost = -375, C = 50, cf.freq = .5, TV = 250, T2M = 2,
disc.factors = RTL::usSwapCurves, BreakEven = FALSE, BE.yield = .0399
)$df
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