Constant dollar transformations

The function const2curr computes the equivalent generic cashflow in current dollars from a generic cashflow in constant dollars of the date given by base_date. inflation is the inflation rate per compounding period. curr2const computes the inverse transformation.

cashflows.inflation.const2curr(cflo, inflation, base_date=0)[source]

Converts a cashflow of constant dollars to current dollars of the time base_date.

Parameters:
  • cflo (TimeSeries) – A cashflow.
  • inflation (TimeSeries) – Inflation rate per compounding period.
  • base_date (int, tuple) – base date.
Returns:

A cashflow in current money (TimeSeries)

Examples.

>>> const2curr(cflo=cashflow(const_value=[100] * 5),
... inflation=interest_rate(const_value=[10, 10, 20, 20, 20])) 
Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)   100.00
       (1,)   110.00
       (2,)   132.00
       (3,)   158.40
       (4,)   190.08

>>> const2curr(cflo=cashflow(const_value=[100] * 5),
... inflation=interest_rate(const_value=[10, 10, 20, 20, 20]), base_date=4) 
Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)    52.61
       (1,)    57.87
       (2,)    69.44
       (3,)    83.33
       (4,)   100.00

>>> const2curr(cflo=cashflow(const_value=[100] * 8, pyr=4),
... inflation=interest_rate(const_value=1, nper=8, pyr=4)) 
    Qtr0   Qtr1   Qtr2   Qtr3
0 100.00 101.00 102.01 103.03
1 104.06 105.10 106.15 107.21
cashflows.inflation.curr2const(cflo, inflation, base_date=0)[source]

Converts a cashflow of current dollars to constant dollars of the date base_date.

Parameters:
  • cflo (list, Cashflow) – A cashflow.
  • inflation_rate (float, Rate) – Inflation rate per compounding period.
  • base_date (int) – base time..
Returns:

A cashflow in constant dollars

 
>>> curr2const(cflo=cashflow(const_value=[100] * 5),
... inflation=interest_rate(const_value=[10, 10, 20, 20, 20])) 
Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)   100.00
       (1,)    90.91
       (2,)    75.76
       (3,)    63.13
       (4,)    52.61

>>> curr2const(cflo=cashflow(const_value=[100] * 5),
... inflation=interest_rate(const_value=[10, 10, 20, 20, 20]), base_date=4) 
Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)   190.08
       (1,)   172.80
       (2,)   144.00
       (3,)   120.00
       (4,)   100.00

>>> curr2const(cflo=cashflow(const_value=[100] * 8, pyr=4),
... inflation=interest_rate(const_value=1, nper=8, pyr=4)) 
    Qtr0   Qtr1   Qtr2   Qtr3
0 100.00  99.01  98.03  97.06
1  96.10  95.15  94.20  93.27