okama.PortfolioDCF.initial_investment_fv

property PortfolioDCF.initial_investment_fv

The future value (FV) of the initial investments at the end of forecast period.

The forecast period is defined in Monte Carlo parameters (‘period’).

FV is defined by the discount rate and the initial investments: initial_investment_fv = initial_investment * (1 + discount_rate) ** period

When ‘initial_investment’ parameter is not defined, initial_investment_fv set to None.

Returns:
float, None

The future value (FV) of the initial investments.

Examples

>>> # Get discounted FV of initial_investment value for a period of 10 years.
>>> pf = ok.Portfolio(['EQMX.MOEX', 'SBGB.MOEX'], ccy='RUB')
>>> ind = ok.IndexationStrategy(pf)  # create cash flow strategy linked to the portfolio
>>> ind.initial_investment = 10_000  # add initial investment to cash flow strategy
>>> pf.dcf.cashflow_parameters = ind  # assign cash flow strategy to portfolio
>>> pf.dcf.mc.period = 10  # define forecast period
>>> pf.dcf.discount_rate = 0.10  # define discount rate as 10%
>>> pf.dcf.initial_investment_fv
25937.424601000024