okama.PortfolioDCF.initial_investment_pv

property PortfolioDCF.initial_investment_pv

The discounted value (PV) of the initial investments at the historical first date.

The future value (FV) is defined by initial_amount parameter.

Returns:

float, None

The discounted value (PV) of the initial investments at the historical first date.

Examples

>>> # Get discounted PV value of `initial_investment` for a portfolio with 4 years of history (at 2020-04).
>>> pf = ok.Portfolio(['EQMX.MOEX', 'SBGB.MOEX'], ccy='RUB', 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
>>> pf.dcf.cashflow_parameters = ind  # assign cash flow strategy to portfolio
>>> pf.dcf.discount_rate = 0.10  # define discount rate as 10%
>>> pf.dcf.initial_investment_pv
6574.643143611553