Skip to main content Skip to main content
Not investment advice. Educational reading. See Disclaimer.
L.8 · BEGINNER · 5 MIN

Annuities: Streams of Equal Cash Flows

Most real-world cash flows are not lumps. They are streams: a paycheck every two weeks, a pension every month, a mortgage payment every month for 360 months, a Social Security check every month for life, a bond coupon every six months for 30 years. The financial term for an equal stream of cash flows over a fixed time horizon is an annuity. Once you can value an annuity — collapse the entire stream into a single present-value or future-value number — most of personal and corporate finance becomes mechanical. Mortgage math IS annuity math. Retirement math IS annuity math. Bond pricing is part-annuity. The four formulas in this module unlock more practical decisions than anything else in TVM.

Quiz · 5 questions ↓
§ 01

An annuity is a stream of equal payments at equal intervals over a fixed horizon. "Equal" is the load-bearing word — if the payments grow over time you have a growing annuity (a more advanced topic) and if they continue forever you have a perpetuity (next module). The defining annuity examples in your life: a salary that pays the same nominal amount every period (until your next raise), Social Security that pays a fixed monthly check, a 30-year fixed-rate mortgage where you pay the same dollar amount every month for 360 months. Each of these is a textbook annuity.

§ 02

Two flavors based on when payments hit. (1) Ordinary annuity: payments fall at the END of each period. Most loans, bonds, and salaries work this way — you receive your paycheck at the end of the pay period; your mortgage is due at the end of the month. (2) Annuity due: payments fall at the BEGINNING of each period. Most rent, subscriptions, and insurance premiums work this way — you pay the landlord on day 1, not day 30. The dollar difference between the two for the same nominal flows is exactly one period of interest: an annuity due is worth (1+r) more than an ordinary annuity, because every payment earns one extra period of compounding.

§ 03
PV-Annuity = PMT × [(1 − (1+r)⁻ⁿ) / r]
§ 04

The PV-annuity formula is just a collapsed geometric sum: PV = PMT/(1+r) + PMT/(1+r)² + PMT/(1+r)³ + ... + PMT/(1+r)ⁿ. Each term is the PV of one period's payment (using the discounting formula from pfvi-5b). Sum them up; the closed-form bracket is the algebra that compresses the sum. The bracket [(1 − (1+r)⁻ⁿ) / r] is called the "annuity factor" — once you know it for a given (r, n), every annuity at that rate and horizon is just PMT × factor. A 30-year mortgage at 6%/12 monthly = factor of 166.79. So a $300,000 mortgage requires PMT = $300,000 / 166.79 ≈ $1,798/month. That is the entire mortgage formula — re-3's payment formula, derived.

§ 05
FV-Annuity = PMT × [((1+r)ⁿ − 1) / r]
§ 06
ScenarioInputsAnnuity factorAnswer
Mortgage payment$300K loan, 6% APR, 30 years (360 mo), r = 0.5%/mo166.79PMT = $300K ÷ 166.79 ≈ $1,799/month
Auto loan payment$35K loan, 7% APR, 5 years (60 mo), r ≈ 0.583%/mo50.50PMT = $35K ÷ 50.50 ≈ $693/month
Pension PV$40K/yr for 20 yrs at 5% (income replacement)12.46PV = $40K × 12.46 ≈ $498K (the lump sum equivalent)
Retirement at 25Save monthly to hit $1M at 65, 7% APR, 480 moFV factor 2,624PMT = $1M ÷ 2,624 ≈ $381/month
Retirement at 45Same goal, 20 years (240 mo), same returnFV factor 521PMT = $1M ÷ 521 ≈ $1,920/month — 5x the early-starter payment
§ 07

Loan amortization is the schedule that shows how each annuity payment splits between interest (on the remaining balance) and principal (paying down the loan). Early payments are mostly interest; late payments are mostly principal. On a 30-year mortgage at 6%, your first $1,799 monthly payment splits as $1,500 interest + $299 principal. By month 360, the same $1,799 splits as $9 interest + $1,790 principal. The total payment is constant; the mix flips. Most personal-finance pain ("why is so little going to principal?") becomes obvious once you see this is an arithmetic property of any amortizing annuity, not a bank trick.

§ 08
Open the FV-annuity calculator above. Try the same goal with two start ages: $500/month, 7% annual return (≈0.583% monthly). At 480 months (start age 25 to 65), you reach ~$1.31M. At 240 months (start age 45 to 65), you reach ~$261K — a fifth as much, with HALF the timeline but the same monthly contribution. Now try the saver who waits to 45 and contributes $1,000/month for 240 months: still only ~$522K, a 60% shortfall vs. the early starter saving half as much. The lesson is brutal: time, not contribution size, is the dominant variable in retirement math. Every year of delay roughly doubles the catch-up requirement.
§ 09
True or false: an annuity due (payments at the START of each period) is worth exactly (1+r) times an ordinary annuity (payments at the END), holding everything else equal.
§ 10
A retiree is offered: (A) lump sum of $400,000 today, or (B) $40,000/year for 20 years guaranteed, starting in one year. Assume 5% discount rate. Which is worth more in PV terms, and by how much?
Five questions · AI feedback

Sit with the ideas.

You want $1,000,000 at age 65. You start contributing today at age 25 and earn 7% annually on every dollar you save. Roughly how much do you need to deposit at the end of every month to hit the goal?

Why:
See it on a real ticker →