blockPresentValue
Calculates the present value of a stream of cash flows
Extends from Interfaces.PartialConverters.InformationProcessing_SO (Information Processing Block).
Information
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The PresentValue component will accumulate a discounted cash flow stream. The discount factor at any time is given by the accumulation function a(t) for a given interest rate, that may be either a constant (rate) or a variable input (u_r).
Acknowledgements
Additional information can be found on Jim Hines' Molecules of Structure website: →Present Value.
See also
Parameters
| Type | Name | Default | Description |
|---|---|---|---|
| OutputType | initialValue | 0 | Initial PV at start time |
| Rate | rate | 0.05 | Constant discount rate per period (optional) |
| Structural Parameters | |||
| Boolean | hasConstantRate | false | If true the discount rate is a constant parameter |
| Boolean | isCCR | true | If false the given rate is transformed to a continuously compounding rate |
Connectors
| Type | Name | Default | Description |
|---|---|---|---|
| Interfaces.Connectors.RealInput | u | Cash stream input | |
| Interfaces.Connectors.RealInput | u_r | Discount rate input |
Components
| Type | Name | Default | Description |
|---|---|---|---|
| RealOutput | y (from InformationProcessing_SO) | Information output signal |