okama.PortfolioDCF.cashflow_pv

property PortfolioDCF.cashflow_pv

Calculate the discounted value (PV) of the cash flow amount at the historical first date.

The future value (FV) is defined by cashflow parameter. The discount rate is the average annual inflation.

Returns:

float

The discounted value (PV) of the cash flow amount at the historical first date.

Examples

>>> pf = ok.Portfolio(['SPY.US', 'AGG.US'], ccy='USD', initial_amount=100_000, cashflow=-5_000)
>>> pf.dcf.cashflow_pv
-3004