我在 Matlab 2019a 中计算了以下内容,请参见下面的代码。我对现值(DiffPV,DiffPVpercentage)的巨大差异感到惊讶,而贴现率只有很小的差异(DiffIRR,DiffIRRpercentage)。某处是否存在编码错误?或者这可能只是打折的正常效果?我怎么能检查呢?由于其他现金流数据不会出现这种情况,我认为这是一个编码/编程问题,但我不确定如何检查。
clc
clear
close all
CF = 1.0e+12 * [-1.767330098188526...
0.060733504300760...
0.060733504300760...
0.060733503508760...
0.060733504300760...
0.060733504300760...
0.060733503508760...
0.060733504300760...
0.060733504300760...
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0.060733504300760...
0.060733504300760...
0.060733501978648...
0.060733502770648...
0.060733502770648...
0.060733501990451...
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0.060733502770648...
0.060733502002254...
0.060733502770648...
0.060733502770648...
0.060733502014057...
0.060733502770648...
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0.060733502025860...
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0.060733502037663...
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0.060733502770648...
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0.060733502770648...
0.060733502073072...
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0.060733502084875...
0.060733502770648...
0.060733502770648...
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0.060733502770648...
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0.060733502108481...
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0.060733502155693...
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0.060733502167497...
0.060733502770648...
0.060733502770648...
0.060733502179300...
0.060733502770648...
0.060733502770648...
0.060733502191103...
0.060733502770648...
0.060733502770648...
0.060733502202906...
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0.060733502770648...
0.060733502214709...
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0.060733502770648...
0.060733502226512...
0.060733502770648...
0.060733502770648...
0.060733502238315...
0.060733502770648...
0.060733502770648...
0.060733502250118...
0.060733502770648...
0.060733502770648...
0.060733502261921...
0.060733502770648...
0.060733502770648...
0.060733502273724...
0.060733502770648...
0.060733502770648...
0.060733502285527...
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0.060733502770648...
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0.060733502320936...
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0.060733502332739...
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0.060733502344542...
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0.060733502402976...
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0.060733502416123...
0.060733502770648...
0.060733502770648...
0.060733502429270...
0.060733502770648...
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0.060733502442416...
0.060733502770648...
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0.060733502455563...
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0.060733502468710...
0.060733502770648...
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0.060733502481857...
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0.060733502495004...
0.060733502770648...
0.060733502770648...
0.060733502508150...
0.060733502770648...
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0.060733502521297...
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0.055556792699142...
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0.055556792742819...
0.055464744371412...
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0.055464744294978...
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0.055464744371412...
0.055464744305897...
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0.055464744371412...
0.055464744371412...
0.055464744349574...
0.055464744371412...
0.055464744371412...
0.055464744360493...
0.055464744371412...
0.055464744371412...
0.055464745842000...
0.055464745842000...
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0.055464745842000...
0.055464745842000...
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0.055464745842000...
0.105013255842000...
0.105136510842000...
0.105259765842000...
0.105383020842000...
0.105506275842000...
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0.105876040842000...
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0.107478355842000...
0.107601610842000...
0.107724865842000...
0.107848120842000...
0.107971375842000...
0.108094630842000...
0.108217885842000...
0.108341140842000...
0.108464395842000...
0.108587650842000...
0.108710905842000...
0.108834160842000...
0.108957415842000...
0.109080670842000...
0.109203925842000...
0.109327180842000...
0.109450435842000...
0.109573690842000...
0.109696945842000...
0.109820200842000...
0.109943455842000...
0.110066710842000...
0.110189965842000...
0.110313220842000...
0.110436475842000...
0.110559730842000...
0.110682985842000...
0.110806240842000...
0.110929495842000...
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0.110929495842000...
0.110929495842000...
0.110929495842000...
0.110929495842000...
0.110929495842000...
0.110929495842000];
%% Test
IRR1 = 0.034366083131917;
IRR2 = 0.034364293602634;
DiffIRR = IRR1-IRR2
DiffIRRpercentage = (IRR1-IRR2)/IRR2
% PV1
for index = 1:length(CF)
CFdiscounted1(index) = CF(index)/((1+IRR1)^(index-1));
end
PV1 = sum(CFdiscounted1)
% PV2
for index = 1:length(CF)
CFdiscounted2(index) = CF(index)/((1+IRR2)^(index-1));
end
PV2 = sum(CFdiscounted2)
DiffPV = PV1-PV2
DiffPVpercentage = (PV1-PV2)/PV2