python npv 计算公式_Python for NPV and IRR

计算NPV和IRR，可以直接调用numpy或是numpy-financial模块的npv()和irr()函数，具体请移步https://www.jianshu.com/p/91b0ee7a98c8

。本文介绍的是如何直接自己写计算npv和irr代码。

NPV

计算npv比较简单，原理就是将每个现金流的现值累加在一起。

def npv_f(rate,cashflows):

total=0.0

for i, cashflow in enumerate(cashflows):

total+=cashflow/(1+rate)**i

return total

IRR

这里提供计算irr的两种方法。方法1在一些情况下算不出来，方法2更普遍使用。

方法1

def irr_f(cashflows,interations=100):

if len(cashflows)==0:

print('number of cash flows is zero')

return np.nan

else:

tmp = [1 if each>=0 else 0 for each in cashflows]

if tmp.count(1)==0 or tmp.count(0)==0:

print("全大于等于0，或全小于0")

return np.nan

else:

rate=1.0

investment=cashflows[0]

for i in range(1,interations+1):

rate*=(1-npv_f(rate,cashflows)/investment)

return rate

方法2

def irr_f2(cashflows,interations=100):

if len(cashflows)==0:

print('number of cash flows is zero')

return np.nan

else:

tmp = [1 if each>=0 else 0 for each in cashflows]

if tmp.count(1)==0 or tmp.count(0)==0:

print("全大于等于0，或全小于0")

return np.nan

else:

rate=0.1

minDistance = 1e-15

wasHi = False

if np.sum(cashflows)>=0:

irr = rate

else:

rate = 0.5

irr = -1*rate

investment=cashflows[0]

for i in range(1,interations+1):

npv = npv_f(irr,cashflows)

if abs(npv) <=0.01:

return irr

if npv > 0:

if wasHi == True:

rate = rate/2

irr = irr + rate

if wasHi == True:

rate -= minDistance

wasHi = False

if npv < 0:

rate = rate/2

irr = irr - rate

wasHi = True

if rate <= minDistance:

return irr

return rate