How to obtain 2 years ago discount factor base on today's zero curve?

amkey04 · October 19th, 2004, 11:20 am

Hi, I have a zero coupon curve using today as the start date. Is there any way I could use my curve to obtain a discount factor 2 years ago? Thanks for the help in advance amkey

mj · October 19th, 2004, 11:40 am

amkey04 · October 19th, 2004, 11:57 am

aiks... ok.. thanks for the answer. So there is absolutely no other tricks for this mj?amkey

daveangel · October 19th, 2004, 12:22 pm

Ask yourself this - "You have todays yield curve which gives you the value of tomorrows money in terms of todays money and you want to find out what yesterdays money is worth ?"

amkey04 · October 19th, 2004, 12:35 pm

Thanks a lot for the reply amkey