问题
http://docs.scipy.org/doc/numpy-1.10.0/reference/generated/numpy.irr.html
The link above works for me only when the pay period and compound period are in years. If they in months or quarters, I don't know how to use it.
You will understand what I am saying, if you have knowledge about IRR, present value, future value, etc.
The answer for IRR(Year) is 298.88% and I am getting 12.22%
The time in column A is in years
EXCEL FILE IMAGE: Excel File image
import xlrd
import numpy
fileWorkspace = 'C://Users/jod/Desktop/'
wb1 = xlrd.open_workbook(fileWorkspace + 'Project3.xls')
sh1 = wb1.sheet_by_index(0)
time,amount,category = [],[],[]
for a in range(2,sh1.nrows):
time.append(int(sh1.cell(a,0).value))
amount.append(float(sh1.cell(a,1).value))
category.append(str(sh1.cell(a,2).value))
#print(time)
#print(amount)
#print(category)
print('\n')
p_p2 = str(sh1.cell(0,1))
p_p1 = p_p2.replace("text:'","")
pp = p_p1.replace("'","")
#print(pp)
c_p2 = str(sh1.cell(1,1))
c_p1 = c_p2.replace("text:'","")
cp = c_p1.replace("'","")
#print(cp)
netflow = 0
outflow = 0
inflow = 0
flow = 0
if pp == "Months" and cp == "Months":
IRR = numpy.irr(amount) * 100
print ("IRR:", round(IRR, 2), '%', '\n')
for i in time:
flow = amount[i] / numpy.power((1 + (IRR/100)), time[i])
if flow>0:
inflow = inflow + flow
if flow<0:
outflow = outflow + flow
#print ('Present Value (P) is:', round(flow,0), '\n')
netflow = outflow + inflow
print("In 2016")
print("-------")
print ('Outflow is: ', round(outflow,0))
print ('Inflow is: ', round(inflow,0))
print ('Netflow is: ', round(netflow,0), '\n')
outflow2 = (round(outflow,0))*(1+(IRR/100))**(9)
inflow2 = (round(inflow,0))*(1+(IRR/100))**(9)
netflow2 = outflow2 + inflow2
print("In 2025")
print("-------")
print ('Outflow is: ', round(outflow2,0))
print ('Inflow is: ', round(inflow2,0))
print ('Netflow is: ', round(netflow2,0), '\n')
回答1:
Let us assume we have a monthly flow, for example:
flow = [-1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1.4]
x = np.irr(flow)
x
0.0284361557263606
to compute IRR you need to use the following formula: IRR = (1 + x)**12 - 1
(1 + x) ** 12 - 1
0.39999999999998925
If you have quarterly flow, use the formula acordingly:
IRR = (1 + np.irr(quarterly_flow)) ** 4 - 1
回答2:
According to numPy link that you provided. It's for periodic IRR, which means, it depends on what is your definition of 'periodic' it could be monthly or annually.
For example, as I followed your provided data:
amount_arr = [-17.99, 7.99, -3.00, 7.99, -3.00, 7.99, -3.00, 7.99, -3.00, 7.99, -3.00, 7.99]
airr = np.irr(amount_arr)
print ('periodic IRR is %2.2f%%' %(100 * airr))
print ('annual is %2.2f%%' %(12 * (100 * airr)))
> periodic IRR is 12.22%
> annual is 146.66%
Hope it helps.
来源:https://stackoverflow.com/questions/35713992/irr-library-is-only-good-if-the-pay-period-and-compound-period-is-in-years-engi