Annualisation Conventions
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In the following pages we
describe some of the different ways in which interest rates and discount rates
or yield curves can be expressed and provide tools allowing users to re-express
rates using one annualisation convention into rates using a different
annualisation convention.
Contents
1. Introduction
2. ‘Interest’ rates
vs ‘discount’ rates
Annualisation
Conventions: IllustrativeTable
Annualisation
Conventions: Tools
NAVIGATION LINKS
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