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fyyying
/ dynamic_maturity.md
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May 31, 2020 17:17
fyyying
/ calculate_discount_factors.md
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June 4, 2020 20:44
fyyying
/ calculate_discounted_cashflows.md
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June 17, 2020 06:25
fyyying
/ discount_factor.md
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June 13, 2020 09:18
fyyying
/ discounted_cashflow.csv
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June 13, 2020 09:28
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| Year | Cash flows | Currency | Interest rate | Discount factor | Present value | ||
|---|---|---|---|---|---|---|---|
| 0 | 12000 | USD | 0.025 | 1.000 | 12000 | ||
| 1 | -2000 | USD | 0.025 | 0.976 | -1952 | ||
| 2 | -2000 | USD | 0.025 | 0.952 | -1904 | ||
| 3 | -2000 | USD | 0.025 | 0.929 | -1858 | ||
| 4 | -2000 | USD | 0.025 | 0.906 | -1812 | ||
| 5 | -2000 | USD | 0.025 | 0.884 | -1768 |
fyyying
/ cashflow_python.csv
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June 13, 2020 11:42
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| Product | Year | Cash Flows | Interest rate | Currency | Discount factor | Present value | |
|---|---|---|---|---|---|---|---|
| Flood insurance | 0 | 24000 | 0.03 | USD | 1.0 | 24000 | |
| Flood insurance | 1 | -2000 | 0.03 | USD | 0.975 | -1950 | |
| Flood insurance | 2 | -2000 | 0.03 | USD | 0.948 | -1896 | |
| Flood insurance | 3 | -2000 | 0.03 | USD | 0.92 | -1840 | |
| Flood insurance | 4 | -2000 | 0.03 | USD | 0.892 | -1784 | |
| Flood insurance | 5 | -2000 | 0.03 | USD | 0.863 | -1726 | |
| Flood insurance | 6 | -2000 | 0.03 | USD | 0.833 | -1666 | |
| Flood insurance | 7 | -2000 | 0.03 | USD | 0.802 | -1604 | |
| Flood insurance | 8 | -2000 | 0.03 | USD | 0.771 | -1542 |
fyyying
/ cashflow_python_operation.csv
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June 24, 2020 06:21
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| Product | Year | Cash flows | Currency | |
|---|---|---|---|---|
| Flood insurance | 0 | 24000 | USD | |
| Flood insurance | 1 | -2000 | USD | |
| Flood insurance | 2 | -2000 | USD | |
| Flood insurance | 3 | -2000 | USD | |
| Flood insurance | 4 | -2000 | USD | |
| Flood insurance | 5 | -2000 | USD | |
| Flood insurance | 6 | -2000 | USD | |
| Flood insurance | 7 | -2000 | USD | |
| Flood insurance | 8 | -2000 | USD |
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| Year | Interest rate | Currency | |
|---|---|---|---|
| 0 | 0.025 | USD | |
| 1 | 0.026 | USD | |
| 2 | 0.027 | USD | |
| 3 | 0.028 | USD | |
| 4 | 0.029 | USD | |
| 5 | 0.03 | USD | |
| 6 | 0.031 | USD | |
| 7 | 0.032 | USD | |
| 8 | 0.033 | USD |
fyyying
/ discounted_profit_by_product.csv
Created
June 13, 2020 12:35
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| Product | Present value | |
|---|---|---|
| Fire insurance | 993.1071221599855 | |
| Flood insurance | 7094.239857819502 |
fyyying
/ discounted_cashflow.csv
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June 13, 2020 12:37
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| Product | Year | Cash flows | Currency | Interest rate | Discount factor | Present value | |
|---|---|---|---|---|---|---|---|
| Flood insurance | 0 | 24000 | USD | 0.025 | 1.0 | 24000.0 | |
| Flood insurance | 1 | -2000 | USD | 0.026 | 0.975 | -1949.318 | |
| Flood insurance | 2 | -2000 | USD | 0.027 | 0.948 | -1896.222 | |
| Flood insurance | 3 | -2000 | USD | 0.028 | 0.92 | -1840.987 | |
| Flood insurance | 4 | -2000 | USD | 0.029 | 0.892 | -1783.892 | |
| Flood insurance | 5 | -2000 | USD | 0.03 | 0.863 | -1725.218 | |
| Flood insurance | 6 | -2000 | USD | 0.031 | 0.833 | -1665.244 | |
| Flood insurance | 7 | -2000 | USD | 0.032 | 0.802 | -1604.25 | |
| Flood insurance | 8 | -2000 | USD | 0.033 | 0.771 | -1542.508 |