Example: Present Value of a Schedule of Cash Flows
In this example, the present value of 3 payments, $1,000, $2,000, and $1,000, with an interest rate of 5% made on January 3, 1997, January 3, 1999, and January 3, 2000 is computed.
using System;
using Imsl.Finance;
public class xnpvEx1
{
public static void Main(String[] args)
{
double rate = 0.05;
double[] value_Renamed = new double[]{1000.0, 2000.0, 1000.0};
System.DateTime[] dates =
new System.DateTime[]{DateTime.Parse("1/3/1997"),
DateTime.Parse("1/3/1999"),
DateTime.Parse("1/3/2000")};
double pv = Finance.Xnpv(rate, value_Renamed, dates);
Console.Out.WriteLine("The present value of the schedule of " +
"cash flows is " + pv.ToString("C"));
}
}
Output
The present value of the schedule of cash flows is $3,677.90
Link to C# source.