r.cont: Continuously Compounded Rate

Description Usage Arguments Value Examples

View source: R/optionstrat.R

Description

Convert a given nominal rate to a continuously compounded rate

Usage

1
r.cont(r, n)

Arguments

r

nominal rate

n

number of times compounded each year

Value

Returns a continuously compounded rate

Examples

1
r.cont(0.12, 2)

optionstrat documentation built on Dec. 4, 2019, 1:08 a.m.