okama.PortfolioDCF.cashflow_pv
- property PortfolioDCF.cashflow_pv
The discounted value (PV) of the cash flow amount (contributions/withdrawals) at the historical first date.
PV is defined by the discount rate and the cash flow amount: cashflow_pv = amount / (1 + discount_rate) ** period_length
When cash flow ‘amount’ is not defined, cashflow_pv set to None.
- Returns:
- float, None
The discounted value (PV) of the cash flow amount at the historical first date.
Examples
>>> # Get discounted PV value of of the cash flow amount for a portfolio with 20 years of history (at 2003-10). >>> pf = ok.Portfolio(['SPY.US', 'AGG.US'], ccy='USD', last_date="2024-10") >>> ind = ok.IndexationStrategy(pf) # create cash flow strategy linked to the portfolio >>> ind.initial_investment = 10_000 # add initial investment to cash flow strategy >>> ind.amount = -500 # set withdrawal size >>> ind.frequency = "year" # set withdrawal frequency >>> pf.dcf.cashflow_parameters = ind # assign cash flow strategy to portfolio >>> pf.dcf.discount_rate = 0.10 # define discount rate >>> pf.dcf.cashflow_pv -68.86557103941368