find_rate

Thru a root finding process, this function finds the rate that corresponds to a
given set of discount factors, as for the loan to have the same present value discounted with the
discount factors or with that constant rate

Functions for managing cashflows and interest rate curves.

Juan Truppia

Time Value of Money Functions

find_rate function

<dl><dt>m</dt>
<dd>The maturity of the loan</dd>
<dt>d</dt>
<dd>The discount factor vector</dd>
<dt>loan_type</dt>
<dd>One of the loan types</dd>
<dt>interval</dt>
<dd>The interval for the root finding process</dd>
<dt>tol</dt>
<dd>The tolerance for the root finding process</dd></dl>

Arguments

Find the rate for a loan given the discount factors — find_rate

<dl>

<dt>m</dt>
<dd>The maturity of the loan</dd>


<dt>d</dt>
<dd>The discount factor vector</dd>


<dt>loan_type</dt>
<dd>One of the loan types</dd>


<dt>interval</dt>
<dd>The interval for the root finding process</dd>


<dt>tol</dt>
<dd>The tolerance for the root finding process</dd>

</dl>

find_rate: Find the rate for a loan given the discount factors

Description

Usage

Arguments

Examples