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How to obtain 2 years ago discount factor base on today's zero curve?
Posted: October 19th, 2004, 11:20 am
by amkey04
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
How to obtain 2 years ago discount factor base on today's zero curve?
Posted: October 19th, 2004, 11:40 am
by mj
no
How to obtain 2 years ago discount factor base on today's zero curve?
Posted: October 19th, 2004, 11:57 am
by amkey04
aiks... ok.. thanks for the answer. So there is absolutely no other tricks for this mj?amkey
How to obtain 2 years ago discount factor base on today's zero curve?
Posted: October 19th, 2004, 12:22 pm
by daveangel
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 ?"
How to obtain 2 years ago discount factor base on today's zero curve?
Posted: October 19th, 2004, 12:35 pm
by amkey04
Thanks a lot for the reply amkey