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 ?作者: soverby 时间: 2013-4-11 12:29
it is LIBOR/EURIBOR for a Swap, usually.
so it will be 1/ (1+[0.06*60/360])
Power would not be used with LIBOR….作者: ramzes 时间: 2013-4-11 12:37
thx cpk
hey Northeastern Student where are you from?作者: ogoluwa 时间: 2013-4-11 12:41
Originally NY, moved to FL, College in MA, now living in FL until law school starts, you?
