qfinbox.tvm.cashflow

Cash flow analysis and investment evaluation.

Functions

discounted_payback_period(cash_flows, ...)	Calculate discounted payback period for cash flows.
fsolve(func, x0[, args, fprime, ...])	Find the roots of a function.
internal_rate_of_return(cash_flows[, ...])	Calculate internal rate of return for cash flows.
net_present_value(cash_flows, discount_rate)	Calculate net present value of cash flows.
payback_period(cash_flows)	Calculate payback period for cash flows.
profitability_index(cash_flows, discount_rate)	Calculate profitability index for cash flows.
validate_positive(value[, name])	Validate that a value is positive.

qfinbox.tvm.cashflow.net_present_value(cash_flows: List[float] | ndarray, discount_rate: float) → float

Calculate net present value of cash flows.

Parameters:

• cash_flows (array-like) – Series of cash flows, with initial investment as negative value.

• discount_rate (float) – Discount rate (as decimal).

Returns:

Net present value.

Return type:

float

Examples

>>> cash_flows = [-100000, 30000, 40000, 50000]
>>> net_present_value(cash_flows, 0.10)
4349.34

qfinbox.tvm.cashflow.internal_rate_of_return(cash_flows: List[float] | ndarray, initial_guess: float = 0.1) → float

Calculate internal rate of return for cash flows.

Parameters:

• cash_flows (array-like) – Series of cash flows, with initial investment as negative value.

• initial_guess (float, default 0.1) – Initial guess for IRR calculation.

Returns:

Internal rate of return (as decimal).

Return type:

float

Examples

>>> cash_flows = [-100000, 30000, 40000, 50000]
>>> internal_rate_of_return(cash_flows)
0.1627

qfinbox.tvm.cashflow.payback_period(cash_flows: List[float] | ndarray) → float

Calculate payback period for cash flows.

Parameters:

cash_flows (array-like) – Series of cash flows, with initial investment as negative value.

Returns:

Payback period in years.

Return type:

float

Examples

>>> cash_flows = [-100000, 30000, 40000, 50000]
>>> payback_period(cash_flows)
2.6

qfinbox.tvm.cashflow.discounted_payback_period(cash_flows: List[float] | ndarray, discount_rate: float) → float

Calculate discounted payback period for cash flows.

Parameters:

• cash_flows (array-like) – Series of cash flows, with initial investment as negative value.

• discount_rate (float) – Discount rate (as decimal).

Returns:

Discounted payback period in years.

Return type:

float

Examples

>>> cash_flows = [-100000, 30000, 40000, 50000]
>>> discounted_payback_period(cash_flows, 0.10)
2.8

qfinbox.tvm.cashflow.profitability_index(cash_flows: List[float] | ndarray, discount_rate: float) → float

Calculate profitability index for cash flows.

Parameters:

• cash_flows (array-like) – Series of cash flows, with initial investment as negative value.

• discount_rate (float) – Discount rate (as decimal).

Returns:

Profitability index.

Return type:

float

Examples

>>> cash_flows = [-100000, 30000, 40000, 50000]
>>> profitability_index(cash_flows, 0.10)
1.043