Additional Functions

Interest Rates

These functions can be used to make various interest rate calculations:

Converting an interest rate from one compounding/time basis to another.
Calculating an interest rate expressed in a different compounding/time basis from the discount factor, and vice versa.
Interpolating an interest rate from interest rate / discount factor curve, using the following interpolation methods – linear, log linear, cubic spline and exponential.
Calculating forward interest rates expressed in different compounding/time basis from the interest rate or discount factor curve.