WebCab Options and Futures for COM v3.1

Interest.InterestCompoundToContinuous Method 

Converts the interest expressed in terms of compounding over m times per annum to the interest expressed as its continuously compounded equivalent.

public double InterestCompoundToContinuous(
   double interest,
   double periods
);

Parameters

interest
The rate of interest with compounding m times per annum given in decimal format (i.e. 1 percent = 0.01).
periods
The number of periods per annum which the interest is compounded (i.e. m).

Return Value

The continuously compounded interest returned in decimal format (i.e. 1 percent = 0.01).

See Also

Interest Class | WebCab.COM.Finance.Futures Namespace