Implement equivalent rate with time

src/termstructures/interestrate.rs

@@ -140,4 +140,19 @@ where
             }
         }
     }
+
+    pub fn equivalent_rate_with_time(
+        &self,
+        comp: Compounding,
+        freq: Frequency,
+        t: Time,
+    ) -> InterestRate<DC> {
+        Self::implied_rate_with_time(
+            self.compound_factor_with_time(t),
+            self.day_counter,
+            comp,
+            freq,
+            t,
+        )
+    }
 }

tests/interestrate_test.rs

@@ -0,0 +1,27 @@
+extern crate quantlib;
+
+use quantlib::termstructures::{Compounding, InterestRate};
+use quantlib::time::{ActualActual, Frequency};
+
+#[test]
+fn equivalent_rate_with_time() {
+    let r = 0.01;
+    let t = 4.0;
+    let dc = ActualActual::default();
+    let comp = Compounding::Compounded;
+    let freq = Frequency::Annual;
+
+    let int_rate = InterestRate::new(r, dc, comp, freq);
+
+    // Convert rate using semi-annual compounding.
+    let new_freq = Frequency::Semiannual;
+    let new_int_rate = int_rate.equivalent_rate_with_time(comp, new_freq, t);
+
+    assert_eq!(new_int_rate.rate, 0.0099751242241779);
+
+    // Confirm that DF are sufficiently equivalent.
+    let df_int_rate = 1. / int_rate.compound_factor_with_time(t);
+    let df_new_int_rate = 1. / new_int_rate.compound_factor_with_time(t);
+
+    assert!((df_int_rate - df_new_int_rate).abs() <= 0.000_000_000_1);
+}