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Nando,
It's a capitalization factor.
/Magnus Nystrom
Ferdinando Ametrano <nando@am...>
Inviato da: quantlib-users-admin@li...
08/10/2004 11.28
Per: QuantLib-users <quantlib-users@li...>
Cc: Luigi Ballabio <luigi.ballabio@fa...>
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
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