rust_finprim::derivatives

Function pv_prime2_r

Source 
pub fn pv_prime2_r(rate: Decimal, n: Decimal, cash_flow: Decimal) -> Decimal
Expand description

PV’’(r) - Second derivative of the present value of a cash flow with respect to the rate.

§Arguments

  • rate - The discount rate per period
  • n - The nth period
  • cash_flow - The cash flow at period n

§Returns

  • The second derivative of the present value (PV) with respect to the rate

Via the sum and difference property, this can be used for finding the 2nd derivative of an NPV calculation with respect to the rate.