netPresentValue

Documentation

Index

• Constants
• Variables
• func NPV(irrValue float64, payments []IPayment, firstPaymentDate *Time, ...) float64
• func NPVDerivative(irrValue float64, payments []IPayment, firstPaymentDate *Time, ...) float64
• func NPVSecondDerivative(irrValue float64, payments []IPayment, firstPaymentDate *Time, ...) float64
• type IPayment
• type Payment
  • func NewPayment(amount float64, date Time) *Payment
  • func (p *Payment) After(s IPayment) bool
  • func (p *Payment) Amount() float64
  • func (p *Payment) Before(s IPayment) bool
  • func (p *Payment) Date() *Time
  • func (p *Payment) SameDateAs(s IPayment) bool

Constants

const IrrDefaultValue = -0.999999900

const IrrMinValue = -1.0

Variables

var BaseDate = Date(1899, 12, 30, 12, 0, 0, 0, UTC)

Functions

func NPV

func NPV(irrValue float64, payments []IPayment, firstPaymentDate *Time, daysInYear uint16) float64

NetPresentValue

func NPVDerivative

func NPVDerivative(irrValue float64, payments []IPayment, firstPaymentDate *Time, daysInYear uint16) float64

NetPresentValue derivative

func NPVSecondDerivative

func NPVSecondDerivative(irrValue float64, payments []IPayment, firstPaymentDate *Time, daysInYear uint16) float64

NetPresentValue second derivative

Types

type IPayment

type IPayment interface {

	//amount of payment
	Amount() float64

	//date of payment
	Date() *Time

	//True if current payment is before p
	Before(p IPayment) bool

	//True if current payment is after p
	After(p IPayment) bool

	//True if current payment is at the sane date as p
	SameDateAs(p IPayment) bool
}

Payment interface

type Payment

type Payment struct {
	// contains filtered or unexported fields
}

Basic implementation of Payment interface

func NewPayment

func NewPayment(amount float64, date Time) *Payment

func (*Payment) After

func (p *Payment) After(s IPayment) bool

func (*Payment) Amount

func (p *Payment) Amount() float64

func (*Payment) Before

func (p *Payment) Before(s IPayment) bool

func (*Payment) Date

func (p *Payment) Date() *Time

func (*Payment) SameDateAs

func (p *Payment) SameDateAs(s IPayment) bool