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://hityne.com/390.html。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