r.cont {optionstrat}R Documentation

Continuously Compounded Rate

Description

Convert a given nominal rate to a continuously compounded rate

Usage

r.cont(r, n)

Arguments

r

nominal rate

n

number of times compounded each year

Value

Returns a continuously compounded rate

Examples

r.cont(0.12, 2)

[Package optionstrat version 1.4.1 Index]