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

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import numpy as np


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