r_continuous: Convert TO continuous compounding FROM discrete
In grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses
Description
Usage
Arguments
Value
Author(s)
Examples
View source: R/BSM_utilities.R
Description
Convert TO continuous compounding FROM discrete
Usage
1
r_continuous(r_d, compounding_periods_per_year)
Arguments
r_d
the discrete CAGR returned from CAGRd
compounding_periods_per_year
how often the rate is compounded (2 => semiannual)
Value
the continuously-compounded rate of return
Author(s)
George Fisher GeorgeRFisher@gmail.com
Examples
1
2
3
4
5
# Hull 7th edition Ch 5 P 107
r_d <- 0.04
compounding_periods_per_year <- 2
ans <- r_continuous(r_d, compounding_periods_per_year)
writeLines(paste0(round(ans,4)))
grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.
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Description Usage Arguments Value Author(s) Examples
View source: R/BSM_utilities.R
Description
Convert TO continuous compounding FROM discrete
Usage
1 | r_continuous(r_d, compounding_periods_per_year)
|
Arguments
r_d |
the discrete CAGR returned from CAGRd |
compounding_periods_per_year |
how often the rate is compounded (2 => semiannual) |
Value
the continuously-compounded rate of return
Author(s)
George Fisher GeorgeRFisher@gmail.com
Examples
1 2 3 4 5 | # Hull 7th edition Ch 5 P 107
r_d <- 0.04
compounding_periods_per_year <- 2
ans <- r_continuous(r_d, compounding_periods_per_year)
writeLines(paste0(round(ans,4)))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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