Extended Net Present Value (XNPV)

This component computes the XNPV (Extended Net Present Value) just like in spreadsheet tools like Microsoft Excel and Google Sheet. Adopt this component to track the total value of one or more investment projects with non-periodic transactions/cash flows.

The metric computation is implemented using Group Loop, Column Expression and Date&Time Difference nodes.

The component calculates the net present value of an investment that is not periodic (different dates for each investment) by using a discount rate and a series of future payments (negative values) and income (positive values) defined as transactions. The calculation iterates for each of the defined portfolio/project IDs. Make sure that you have at least one Date column for the dates of the transactions, one single value column with the Interest rate, one column for the cash flows, and one column for the project/portfolio by which you want the transactions to be grouped.

Microsoft Excel Docs: support.microsoft.com/en-us/office/xnpv-function-1b42bbf6-370f-4532-a0eb-d67c16b664b7

Google Sheets Docs: support.google.com/docs/answer/3093268

This component, verified by KNIME, was developed by finance analytics experts at Mydral, KNIME Partner of the Year 2022: mydral.com/en/knime-uk

Input ports

1. Type: Table
   Transactions Data
   A KNIME Table where each row represents a financial transaction. A column of type String is necessary to identify the financial project/portfolio. A column of type Double or Integer is necessary to identify the value of the financial transactions. A single value column of type Double is necessary to identify the discount rate. A column of type Date to identify the date of the transaction.

Output ports

1. Type: Table
   XNPV
   A table is returned with a column for the name of the project/portfolio and a column for the XNPV value of each project.