1. Foreign Exchange User Guide
  2. Beginning of Day Operations
  3. Forward Rates
  4. Discounting Rates

4.1.1 Discounting Rates

Discount rates are used to compute the net present value of an outstanding FX contract.

The discounting rate for a currency is maintained in the ‘FX Discounting Rate Maintenance’ screen. These discounting rates will be used when contracts in different currencies are revalued using the Rebate (with NPV) method of Revaluation.

You can maintain discounting rates (for currency) for different tenors.

The procedure to maintain discounting rates is explained in the topic FX Module Specific Tables Maintenance.

Parent topic: Forward Rates