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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

 


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