# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
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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