Annualisation Conventions

[this page | pdf | back links]

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
Contents | Next