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Rate from Annuity

Find the continuously-compounded rate implied by an annuity of discrete annual payments. Solved numerically via Newton-Raphson.

When to use: Use in continuous-time finance contexts when payments are still annual but the rate is quoted in continuously-compounded form. Mostly academic; for practical loan APRs use the m-times variant.

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Formula

PV=PMT×1eknek1(solve for k numerically)PV = PMT \times \frac{1 - e^{-k n}}{e^{k} - 1} \quad \text{(solve for k numerically)}

Variables

SymbolNameDescriptionUnit
kContinuous RateContinuously-compounded annual rate (found iteratively)%
PVPresent ValueLoan amount or annuity price$
PMTPaymentAnnual payment$
nNumber of YearsNumber of yearsyears

Real-Life Examples

Example 1: Continuous-Discount Annuity

A $50,000 obligation is repaid with $8,000 annually for 10 years under a continuously-compounded rate. What rate is implied?

Given

PV = 50,000PMT = 8,000n = 10

Step-by-Step

1.Solve: $50,000 = $8,000 × (1 − e^(−10k)) / (e^k − 1)
2.Newton-Raphson iteration...
3.k ≈ 0.0918 = 9.18% continuously compounded
Result:0.09

The implied continuously-compounded rate is 9.18%. The equivalent EAR is e^0.0918 − 1 ≈ 9.61% — matching the annual-compounding result on the same cash flows, as expected.

Example 2: Academic Loan Comparison

$20,000 borrowed, repaid $4,000/year for 6 years under continuous discounting.

Given

PV = 20,000PMT = 4,000n = 6

Step-by-Step

1.Solve: $20,000 = $4,000 × (1 − e^(−6k)) / (e^k − 1)
2.Newton-Raphson finds k ≈ 0.0533
3.k = 5.33% continuously compounded
Result:0.05

The continuously-compounded rate is 5.33%, slightly below the 5.47% annual-compounding rate for the same cash flows (since continuous compounding implies a higher EAR per unit of k).

Frequently Asked Questions

The continuous rate is always slightly below the annual rate. Reason: at the same effective annual return, continuous compounding implies a smaller k because more compounding "work" happens per unit of k. The two are linked by k_continuous = ln(1 + k_annual).

Mostly in academic finance, actuarial models, and quantitative work where rates are naturally expressed continuously. Black-Scholes-style settings sometimes need a continuously-compounded rate inferred from discrete cash flows.

For sensible inputs (PMT × n > PV, positive rates, reasonable bounds) it converges in under 20 iterations. Pathological inputs (e.g. PMT × n ≤ PV with no positive solution) may diverge — the safety guard at k ≤ −1 catches these and returns NaN.