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 |
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
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. ----------------------------------------------------------------------------- |
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
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 |
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 |
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