how do you call the inverse of a discount factor?

classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|

how do you call the inverse of a discount factor?

Ferdinando M. Ametrano-3
Hi all

sorry for such a naif question, but what is the standard name (if any) of
the inverse 1/d of a discount factor d?

Accrued amount, accrued factor?

thank you

ciao -- Nando



Reply | Threaded
Open this post in threaded view
|

Re: how do you call the inverse of a discount factor?

chiara.fornarola

nando
in my opinion the name your looking for is: capitalising amount or capitalising factor.
ciao
chiara

Chiara Fornarola

Risk Pricing e Valutazioni Finanziarie
Direzione Risk Management
Servizio Portfolio Management
Piazza P. Ferrari, 10 20121 Milano
Tel +39 0287939108 Fax +39 0287937646



Ferdinando Ametrano <[hidden email]>
Inviato da: [hidden email]

08/10/2004 11.28

       
        Per:        QuantLib-users <[hidden email]>
        Cc:        Luigi Ballabio <[hidden email]>
        Oggetto:        [Quantlib-users] how do you call the inverse of a discount factor?



Hi all

sorry for such a naif question, but what is the standard name (if any) of
the inverse 1/d of a discount factor d?

Accrued amount, accrued factor?

thank you

ciao -- Nando



-------------------------------------------------------
This SF.net email is sponsored by: IT Product Guide on ITManagersJournal
Use IT products in your business? Tell us what you think of them. Give us
Your Opinions, Get Free ThinkGeek Gift Certificates! Click to find out more
http://productguide.itmanagersjournal.com/guidepromo.tmpl
_______________________________________________
Quantlib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users



-----------------------------------------------------------------------------
Chi riceve il presente  messaggio e` tenuto a verificare se lo stesso non gli
sia pervenuto per  errore.  In tal caso e` pregato di avvisare immediatamente
il mittente  e,  tenuto  conto  delle  responsabilita` connesse  all'indebito
utilizzo e/o  divulgazione  del  messaggio  e/o  delle  informazioni  in esso
contenute,  voglia  cancellare  l'originale  e distruggere  le varie copie  o
stampe.

The receiver  of this message is required to check if  he/she has received it
erroneously.  If  so,  the  receiver  is  requested to immediately inform the
sender and - in consideration of the responsibilities  arising from undue use
and/or disclosure of the message  and/or  the information contained therein -
destroy the original message and any copy or printout thereof.
-----------------------------------------------------------------------------
Reply | Threaded
Open this post in threaded view
|

Re: how do you call the inverse of a discount factor?

Xavier.Abulker
In reply to this post by Ferdinando M. Ametrano-3

the opposite of "discount" is "compound" so : compounding factor.
see the buffett secret e.g http://www.buffettsecrets.com/compound-interest.htm


Ferdinando Ametrano <[hidden email]>
Sent by: [hidden email]

08/10/2004 11:28

       
        To:        QuantLib-users <[hidden email]>
        cc:        Luigi Ballabio <[hidden email]>
        Subject:        [Quantlib-users] how do you call the inverse of a discount factor?



Hi all

sorry for such a naif question, but what is the standard name (if any) of
the inverse 1/d of a discount factor d?

Accrued amount, accrued factor?

thank you

ciao -- Nando



-------------------------------------------------------
This SF.net email is sponsored by: IT Product Guide on ITManagersJournal
Use IT products in your business? Tell us what you think of them. Give us
Your Opinions, Get Free ThinkGeek Gift Certificates! Click to find out more
http://productguide.itmanagersjournal.com/guidepromo.tmpl
_______________________________________________
Quantlib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Reply | Threaded
Open this post in threaded view
|

Re: how do you call the inverse of a discount factor?

Ferdinando M. Ametrano-3
At 02:29 PM 10/8/2004, [hidden email] wrote:
>the opposite of "discount" is "compound" so : compounding factor.

Ok, thank you, I've used that

ciao -- Nando