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
| Type | Name | Default | Description |
|---|---|---|---|
| Connectors.RealInput | u (from SISO) | Input |
Components
| Type | Name | Default | Description |
|---|---|---|---|
| RealOutput | y (from SO) |