financial (version 0.2)

ireff: Effective and nominal financial rates

Description

Calculates effective and nominal rates for periodic and continuous compounding.

Usage

ireff(nom, p)
irnom(eff, p)

Arguments

nom

a vector of nominal rates.

eff

a vector of effective rates.

p

a vector of times of compounding, may be Inf for continuous compounding.

Value

A vector of nominal (irnom) or effective (ireff) rates.

See Also

irnom

Examples

ireff(20,c(1:20,Inf))
irnom(20,c(1:20,Inf))