Hello,
I am reaching my 2nd day trying to figure out how the Discount Factors numbers in the last column are calculated exactly ?
The first 4 rows are calculated using the Deposit Accrual from the Euribor rates with this formula:
I have those numbers right.
But starting from the 5th row where the discount factors are now calculated using Swap Accruals instead of Deposit Accruals, using this formula:
I cannot get those numbers exactly right.
Can someone help pleaaase ?
Thank you very much ?
I am reaching my 2nd day trying to figure out how the Discount Factors numbers in the last column are calculated exactly ?
The first 4 rows are calculated using the Deposit Accrual from the Euribor rates with this formula:
I have those numbers right.
But starting from the 5th row where the discount factors are now calculated using Swap Accruals instead of Deposit Accruals, using this formula:
I cannot get those numbers exactly right.
Can someone help pleaaase ?
Thank you very much ?