Deterministic DCF Valuation Engine with Dual-Format Reconciliation
01 The Problem
Spreadsheet-based discounted cash flow (DCF) models frequently bury assumptions and sensitivity drivers inside deeply nested cell formulas, causing silent calculation errors during financial analysis.
02 Why It Matters
Corporate valuation models must be verifiable and deterministic. When investment committees evaluate cash flows, formula drift between web dashboards and exported spreadsheets undermines trust.
03 My Role & Responsibilities
Sole System Architect & Full-Stack Engineer — modeled the financial mathematics, structured schema validation, built the FastAPI computation core, and engineered the dual-export pipeline.
04 System Architecture Flow
05 Implementation & Technical Decisions
Built with Python, FastAPI, React, and OpenPyXL. The valuation core is isolated into pure mathematical functions with zero side effects. Terminal values are evaluated under both Gordon Growth and EV/EBITDA multiple methods, producing a unified sensitivity matrix.
06 Validation & Evidence
Automated unit test suite verifies zero mathematical discrepancy between the web application state and exported Excel workbooks across varying tax rate and discount rate scenarios.
07 Limitations & Next Steps
Current implementation operates on manually entered or uploaded point-in-time financial statements; real-time equity market data streaming is scheduled for a future iteration.