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oGetDiscountFactor( ) Function

Component

Resolution - Utility

 

 

Function Definition

oGetDiscountFactor(ValueDate, MaturityDate, ZeroCurve, InterpMethod)

Retrieves a discount factor from a zero curve.

 

 

Function Parameters

 

Parameters

Description

 

Parameter Type

 

Restrictions

.

ValueDate

 

The date to discount back to.

 

Date

 

MaturityDate

 

The date for which to calculate the discount factor.

 

Date

 

ZeroCurve

 

The zero curve.

 

Curve

 

InterpMethod

 

Interpolate discount factors or rates?

 

Enumerated Constant

 

1 - Interpolate discounts factors
2 - Interpolate rates

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