Computing IRR of a project after x years depending on price
4 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi, I am stuck trying to write a code.
I have a project of n years. The cash flow each year depends on the Price. For each year I need the internal rate of return up until then. And, I am running a monte carlo on the Price. So for each year y, I need to know the rate t for which the net present value is zero. For example: Year 1: IRR = 0 Year 2: IRR = 0 Year 3: t such that: CF0 + CF1/(1+t)^1 + CF2/(1+t)^3 = 0 .. so the end result would have to be a n*y matrix of IRR for each year and Price scenarios. Any idea how I could do this with matlab + statistics toolbox?
I am working with a code like: for a=1:y for k=1:n f = @(t,a,k)cumsum(A(k,a)/(1+t(k,a))^(a-1),2); t = fzero(f,0,optimset('display','off')); t(isnan(t)) = 0; end end
But it is not working. P.S.: This is not homework and I am not a student.
Many thanks,
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Calendar finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!