Economic utility functions

Overview

Functions in this module

cashflows.utilityfun.exp_utility_fun(r_param)[source]

Exponential utility function.

U(x) = 1 - exp(-x / r_param)

cashflows.utilityfun.log_utility_fun(r_param)[source]

Exponential utility function.

U(x) = log(x + r_param)

cashflows.utilityfun.sqrt_utility_fun(r_param)[source]

Exponential utility function.

U(x) = + sqrt(x + r_param)