Zero-coupon rate from the discount factor formula
Financial acronyms
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Description of the Zero-coupon rate from the discount factor formula
Formula for the calculation of the zero-coupon interest rate for a given maturity from the discount factor
Formula
\[ r_{zero,n}=\left( \frac{1}{ PVf_{n}} \right)^{\frac{1}{n}} \ \]
Symbols
\(n\ \)
Number of periods
\(PVf_{n}\ \)
Discount factor for maturity n