/monte-carlo-npv

Monte Carlo Net Present Value calculator

Primary LanguageJavaApache License 2.0Apache-2.0

monte-carlo-npv Build Status

This small application provides a Net Present Value calculator that allows for uncertainty in the cash flows and discount rate by using a Monte Carlo simulation. Each independent iteration of the Monte Carlo selects one set of values from the cash flow and discount rate distributions.

The primary purpose of this application is to illustrate the Fork/Join framework introduced with Java SE 7. As the Monte Carlo iterations are independent, it is possible to divide the work between multiple tasks and then collect the statistics.