😈Cash Flow Terminator

Simulating the Cash Flows of Private Equity Funds

The Cash Flow Terminator (CFT) allows you to simulate the future cash flows of private capital funds (contributions, distributions, NAV, commitment, ...). Most notably, to provide tailored forecasts, our CFT model can incorporate your personal assumptions on the investment period end, total fund lifetime, and fund (out)performance.

Academic Background

The Cash Flow Terminator (CFT) is a structural simulation model for private equity fund cash flows. The general idea is explained by de Malherbe (2004) and Buchner (2017). As a next step, our CFT models tries to gradually replace stochastic processes by machine learning methods to improve the forecast precision.

API Endpoints

• cft_23/user_assumptions/cash_flow_expectations

• cft_23/user_assumptions/cash_flow_percentiles

• cft_23/user_assumptions/cash_flow_paths