OptionRho

Description

Option Rho is a hedge parameter, one of the so-called Greeks. It measures sensitivity of option price to the interest rate. In mathematical sense, Rho is the first derivative of option price with respect to the risk-free interest rate.

Plots

Plot Description
rho The Option Rho plot.

Example*

*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.

  Past performance is no guarantee of future performance.

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