Numpy的npv计算

Question

我用numpy和我自己的代码计算NPV,结果不同.我必须在某处犯错.任何指针？

// Solution 1
r = .06
flows = {0:1200, 3:-450, 6:-450, 15:-450}
print  sum([C/(1+r)**i for i,C in flows.iteritems()])
// => 317

// Solution using numpy's npv function
flows = zeros(16)
flows[0] = 1200
flows[3] = -450
flows[6] = -450
flows[15]= -450
print np.npv(r, flows)
// => 299

Answer 1

看起来(尽管它在文档中说的是)np.npv开始用t = 1求和,而不是t = 0:

In [56]: r = 0.06

In [57]: R = r+1

In [58]: (1200/R**0 - 450/R**3 - 450/R**6 - 450/R**15)
Out[58]: 317.16980210661666

In [59]: (1200/R**0 - 450/R**3 - 450/R**6 - 450/R**15)/R
Out[59]: 299.21679444020435

In [64]: np.npv(r, flows)*(1+r)
Out[64]: 317.16980210661683

确实,这np.npv是这样定义的:

def npv(rate, values):
    values = np.asarray(values)
    return (values / (1+rate)**np.arange(1,len(values)+1)).sum(axis=0)