Discount Factor from an Interest Rate
Last updated 9 November 2026
Function reference › Interest Rates › Discount Factor
1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].
GIA_IR_DFfromIR
Returns the discount factor, given an interest rate.
GIA_IR_DFfromIR(interestRate, T0, T, Comp, Days)Returns: Discount factor
| Argument | Use | Description |
|---|---|---|
interestRate | Required | The annual interest rate. |
T0 | Required | The start date of the interest rate period. |
T | Required | The end date of the interest rate period. |
Comp | Required | The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous) |
Days | Required | The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360) |