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Present Value And Discounting

Present value of a future cash flow is the amount of current cash.


Discounting is the process of determining present value of a series of future cash flows at time 0.


The interest rate used for discounting cash flows is also called the discount rate.


Calculation of Present Value 


Present Value of a Single Cash Flow

Cash Flow at one time only

Present Value


Present Value of Annuity

Stream of Equal Annual Cash Flows


Present Value of a Single Cash Flow

The below given formula is used to calculate the present value of a lump sum amount to be received after some future periods:


PV = FV (1+r)^n


The term 1/(1+r)^n is the discount factor or present value factor (PVF), and it is always less than 1 indicating that a future amount has a smaller present value.


PV =Fn*PVFn


Present Value of an Annuity (Stream of Equal Annual Cash Flows)

The computation of the present value of an annuity can be written in the following general form:


PVAn = A {(1+r)^n -1 / r(1+r)^n)}


PVA- Present value of an annuity which has a duration of n periods

A-Constant periodic flow

r-Rate of discount (expressed in decimals)

n-Time horizon


The term within parentheses is the present value factor of an annuity of Re 1, which we would call PVFA


P=A* PVAFn,i


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