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Interest rates from cash flow discounting factors

computes interest rates from discount factors where interval points are input as
times in periodic units. `Rates`

= disc2rate(`Compounding`

,`Disc`

,`EndTimes`

,`StartTimes`

)

`disc2rate`

computes the yields over a series of
`NPOINTS`

time intervals given the cash flow discounts over
those intervals. `NCURVES`

different rate curves can be translated
at once if they have the same time structure. The time intervals can represent a
zero or a forward curve.

The output `Rates`

is an
`NPOINTS`

-by-`NCURVES`

column vector of yields
in decimal form over the `NPOINTS`

time intervals.

`[`

computes interest rates from discount factors where
`Rates`

,`EndTimes`

,`StartTimes`

] = disc2rate(`Compounding`

,`Disc`

,`EndTimes`

,`StartTimes`

,`ValuationDate`

,`Basis`

,`EndMonthRule`

)`ValuationDate`

is passed and interval points are input as
dates.

You can specify the investment intervals either with input times or with input
dates. Entering `ValuationDate`

invokes the date interpretation;
omitting `ValuationDate`

invokes the default time
interpretations.