Modern Finance RateEffectiveFromContinuous

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RateEffectiveFromContinuous

Returns the effective yearly return of a continuously compounded rate.

Syntax

RateEffectiveFromContinuous( continuousRate )

Examples

#import "std/money"
using money

'' exp( r ) - 1 -- the effective annual return of a continuously
'' compounded rate.
dim as Decimal r = DecimalParse( "0.0487901642" ).Value( )

print RateEffectiveFromContinuous( r ).Value( ).ToStringFixed( 8 )      '' 0.05000000

'' Round trip against RateContinuousFromEffective.
dim as Decimal eff = DecimalParse( "0.08" ).Value( )
dim as Decimal c = RateContinuousFromEffective( eff ).Value( )
print RateEffectiveFromContinuous( c ).Value( ).Round( 12 ).ToString( )

---

Library: Finance
Category: Finance
Documented under: Nothing Becomes A Keyword
Source: pkg/std/money/fincore.tiko in the tiko repository.