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Implement equivalent rate with time

Open surfertas opened this issue 4 years ago • 1 comments

Converts a rate to a new rate given a new compounding frequency.

Tests check that the discount factors given the compounding frequency are equivalent.

surfertas avatar Apr 15 '21 13:04 surfertas

@ackleymi good for review.

surfertas avatar Apr 15 '21 13:04 surfertas