Source code for qf_lib.common.utils.returns.log_to_simple_return

#     Copyright 2016-present CERN – European Organization for Nuclear Research
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import numpy as np


[docs]def log_to_simple_return(log_return: float) -> float: """ Converts logarithmic return to corresponding simple return. Parameters ---------- log_return: float logarithmic return Returns ------- float simple return """ simple_return = np.exp(log_return) - 1 return simple_return