Convert an interest rate from one compoundin convention to another.

Description

Convert an interest rate from one compoundin convention to another.

Example Sheet

Conventions.xlsx

Arguments

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