ireff: Effective and nominal financial rates

In financial: Solving financial problems in R

Description

Calculates effective and nominal rates for periodic and continuous compounding.

Usage

ireff(nom, p)
irnom(eff, p)

Arguments

nom	a vector of nominal rates.
eff	a vector of effective rates.
p	a vector of times of compounding, may be Inf for continuous compounding.

Value

A vector of nominal (irnom) or effective (ireff) rates.

Author(s)

Lukasz Komsta

See Also

irnom

Examples

ireff(20,c(1:20,Inf))
irnom(20,c(1:20,Inf))

Example output

 [1] 20.00000 21.00000 21.36296 21.55063 21.66529 21.74262 21.79829 21.84029
 [9] 21.87310 21.89944 21.92106 21.93911 21.95441 21.96756 21.97896 21.98895
[17] 21.99778 22.00564 22.01267 22.01900  0.00000
Warning message:
In if (p != Inf) { :
  the condition has length > 1 and only the first element will be used
 [1] 20.00000 19.08902 18.79757 18.65406 18.56864 18.51199 18.47167 18.44150
 [9] 18.41808 18.39938 18.38409 18.37136 18.36061 18.35139 18.34341 18.33643
[17] 18.33027 18.32480 18.31991 18.31551      NaN
Warning message:
In if (p != Inf) { :
  the condition has length > 1 and only the first element will be used

financial documentation built on May 30, 2017, 2:35 a.m.