Issues calculating real interest rates

wilsonfreitas / R-fixedincome

Fixed income tools for R

http://wilsonfreitas.github.io/R-fixedincome/

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Open wilsonfreitas opened 2 years ago

wilsonfreitas commented 2 years ago

In real interest rates we have monthly inflation and daily interest rates.

How to make that implemented easily?

real_rate <- compound(nominal_rate, "1 month") / compound(inflation, "1 month")

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