|
- UID
- 223370
- 帖子
- 289
- 主题
- 47
- 注册时间
- 2011-7-11
- 最后登录
- 2014-7-24
|
Discount Factor - Reading 61 Swaps
Current 60-day rate is 6% (at the very end of pg. 106 in schweser)
The 60-day discount factor is 0.99010 (beginning of pg. 107)
Isn’t the 6% 60-day discount factor
Z60= 1/((1,06)^(60/360)) = 0,99033 ? |
|
发表于 2013-4-11 12:24
|