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GUIDE (version 1.2.7)

rate: Calculate rate in the desired frequency.

Description

Function to calculate rate in the desired frequency.

Usage

rate()

Arguments

Value

Rate expressed the desired frequency.

Details

The user inputs are as follows: Given frequency: chosen amongst continuous/Quarterly/Semi-annual/Annual Required frequency: chosen amongst continuous/Quarterly/Semi-annual/Annual Given rate: entered in decimals. For e.g. 5 per cent is entered as 0.05

References

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

See Also

pv,fv