Module derivatives

This module contains various derivatives of financial calculations. Useful for sensitivity analysis and optimization problems.

Functions

npv_prime2_r

NPV’’(r) - Second derivative of the net present value with respect to the rate.

npv_prime_r

NPV’(r) - Derivative of the net present value with respect to the rate.

pv_prime2_r

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

pv_prime_r

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

wacc_prime2_de

WACC’’(D/E) - Second derivative of WACC with respect to the debt to equity ratio.

wacc_prime_de

WACC’(D/E) - First derivative of WACC with respect to the debt to equity ratio.