示例#1
0
        public void CalculateTest_1()
        {
            List <decimal> cashFlows = new List <decimal>()
            {
                10, 11, 12, 14, 16
            };
            CashFlowDiscountModel discModel = new CashFlowDiscountModel();
            decimal result = discModel.Calculate(cashFlows, 10, 5);

            // 10/(1+0.1)^1 + 11/(1+0.1)^2.... = 46.69...
            // terminal value = 16 * 1.05 / (1.1 - 1.05) = 336
            Assert.AreEqual(382.69m, Decimal.Round(result, 2));
        }
示例#2
0
 /// <summary>
 ///
 /// </summary>
 private void SetIntrinsicSharePrice()
 {
     try
     {
         List <decimal> cashflows = new List <decimal>()
         {
             ExpectedCashflowYear1, ExpectedCashflowYear2, ExpectedCashflowYear3, ExpectedCashflowYear4, ExpectedCashflowYear5
         };
         IntrinsicSharePrice = _cfdm.Calculate(cashflows, DesiredRateOfReturn, TerminalGrowthRate);
     }
     catch (Exception x)
     {
         Log.Error(x);
     }
 }