Archive for the Finance category

Vaughan

Present value in code

Finance

To try show some of the financial concepts in practice I\’ve create a library on github to track it – FinanceLibrary. I\’m not going to include the tests below but I added tests to each class as I created it. Have a look at the project for a more complete view. The first calculation I […]

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Vaughan

What is Present Value?

Finance No Comment

Present value is an important calculation across a bank as its use to calculate a traders positions total mark-to-market. ie: How much are all their trades worth? So the idea is actually quite simple. The value of an instrument is the combined value of all the future cash flows of the instrument. So for example […]

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