FAQ — Interest Rates

What is the purpose of this module?

The functions in this module allow you to perform various calculations with interest rates, discount factors and interpolations, saving time of manual calculations.

What types of compounding methods are covered in this module?

The following methods are covered – annual, semiannual, quarterly, monthly, simple and continuous.

What types of interpolations are covered in this module?

There are four types of interpolations that are currently covered – linear, log linear, exponential and cubic spline.

What types of day count methods are covered in this module?

The following methods are covered – act/act, act/360, act/365, 30/360, 30E/360, 30U/360, 30I/360, 30G/360 and NL-365.