getContinuousPayoff: Continuous discount function

Description Usage Arguments Value

View source: R/payoff.R

Description

Continuous discounting function

Usage

1
getContinuousPayoff(discRate, t1, t2)

Arguments

discRate

Discount rate

t1

First time point

t2

Second time point

Value

Discount factor


austinnam/modeltools documentation built on Aug. 3, 2019, 7:20 p.m.