Discount factor for manual calculation

Formula

Discount factor for manual calculation formula
DF
discount factor
r
zero-rate
e
base of the natural logarithm
T
time to cashflow (in years)

Formula description

Sometimes, for manual calculation, the continuously-compounded hypothesis is a close-enough approximation of the daily-compounding hypothesis, and makes calculation easier.

Calculator (how to use calculator?)

Discount factor for manual calculation formula
r
e
T
DF
Precision

Formula code

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References

  1. Wikepedia:Discount factor for manual calculation.

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