Module rust_finprim::derivatives

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This module contains the 1st and 2nd derivative of present value with respect to interest rate. Useful for sensitivity analysis and optimization problems.

Functions§

  • 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.