Convert an interest rate from one compounding convention to another.

Description

Convert an interest rate from one compounding convention to another.

Example Sheet

Conventions.xlsx

Arguments

  • rate (Double)The rate to convert.
  • compoundingFrom (CompoundingConvention)The compounding convention of the input rate.
  • compoundingTo (CompoundingConvention)The compounding convention that the output rate should be in.
  • yearFraction *(Double)(Optional) The yearfraction over which the rate applies. Only required if one of the conventions is ‘Simple’ or ‘Discount’(Default value = )