单期收益率和连续复利吧！

谢谢您，我有发短消息给您，方便的话请您回复

回去找了点书籍看了下。对此做如下解释，同时也是对我二楼无知回复的一种弥补。
您提到的问题涉及到discrete return 和continuous return
这两种收益率中只有discrete return 有连续复利（compounding）和单利（simple）之分，即continuously compounded return只有一种计算规则。
discrete return：
                       compounded：V=Prin*【exp[T*ln(1+R)] 】   st.  T》1year，这个地方我不会加上标，所以用指数带幂函数
                                  simple： V=Prin*(1+T*R)                 st. T《1year
如果T》1，但非整，那么V=Prin*【exp[round（T）*ln(1+R)] 】*(1+余数*R)   ，ps.编辑公式确实麻烦。

continuously compounded return：
                                                     V=Prin*exp（R*T）

这样您应该满意了。

谢谢 holders

指数可以用  a^(b) 表示呀…… 你那个表示过于复杂了……

下面这个表述可能更加清晰
Calculating Continuous and Discrete Compounding
If the interest rate is simple – no compounding takes place – then the future value of any investment can be written as: Future Value = principal x ((1 + (interest rate) x (time period)); or, more simply, as FV = P(1+rt)

When interest is compounded discretely, its formula is: FV = P (1+ r/m)^mt, where t is the term of the contract (in years) and m is the number of compounding periods per year.

Continuous compounding introduces the concept of the natural logarithm. This is the constant rate of growth for all naturally growing processes. It's a figure that developed out of physics.

The natural log is typically represented by the letter e. To calculate continuous compounding for an interest-generating contract, the formula needs to be written as: FV = P*e^(rt).


Read more: What is the difference between continuous compounding and discrete compounding? | Investopedia http://www.investopedia.com/ask/answers/050115/what-difference-between-continuous-compounding-and-discrete-compounding.asp#ixzz4VHpdwBM0
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