求解使NPV为零的速率Python

Question

到目前为止，我的解决方案(它不起作用并且卡住了)使用NPV公式计算每月现金流并试图找到贴现率使其为零:

def goal_seek(target,cashflows,_threshold):
    threshold = _threshold
    lower = -10000
    upper = 10000
    solve = (lower + upper)/2
    while abs(threshold) >= _threshold:
        print(f'Threshold is: {threshold}')
        print(f'range is: {lower}  ----  {solve}   ----   {upper}')
        if threshold < 0:
            upper = solve
            solve = (lower + upper)/2
        elif threshold > 0:
            lower = solve
            solve = (lower + upper)/2        
        threshold = target - numpy.npv(((numpy.sign(solve) * (numpy.abs(solve)+1) ** (1 / 12))-1),cashflows)
    print(f'Final result: Threshold: {threshold}....Solved input: {solve}')
            
        return solve
goal_seek(0,[-1,0,0,0,.5],.0001)

实现上面的例子会导致这个二进制搜索算法卡在

下面阈值为:0.9767928293785059范围:10000.0 ---- 10000.0 ---- 10000

是否有一个简单的scipy模块来解决单变量非线性方程，如NPV?

Answer 1

我不确定这是否是你想要的。

np.npv()
https://numpy.org/doc/stable/reference/generated/numpy.npv.html
np.irr()
https://numpy.org/doc/stable/reference/generated/numpy.irr.html