discounted_cashflow_pandas.py

# Implementation with Pandas
import pandas as pd

# Read in the cash flows data and rate data as csv
cashflow_df = pd.read_csv(path_cashflow)
rate_df = pd.read_csv(path_rate)

# Calculate discount factor from the rates
rate_df["Discount factor"] = 1 / (1 + rate_df["Interest rate"])**rate_df["Year"]

# Join cash flows with rates
cf_with_rate_df = cashflow_df.merge(rate_df, on=["Currency", "Year"], how="left")

# Calculate present values
cf_with_rate_df["Present value"] = cf_with_rate_df["Cash flows"] * cf_with_rate_df["Discount factor"]