blockForceOfInterest

Calculates the force of interest (continuous compounding rate)

Extends from Interfaces.PartialConverters.SISO (Converter with single input and single output).

Information

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The Force of Interest y is calculated according to the formula:

y  = log( 1+ u)

It can be used to convert a periodically compounding rate to a continuously coumpounding rate.

Connectors

TypeNameDefaultDescription
Connectors.RealInputu (from SISO)Input

Components

TypeNameDefaultDescription
RealOutputy (from SO)