7.3.2.5.2 Discount Method Examples

The following examples assume the Interest Rate has a format of zero-coupon yield with annual com­pounding. The instrument used in each example is an annual-pay, 2-year instrument originated on the As_of_Date. See the Oracle Financial Services Cash Flow Engine Reference Guide for details on discount factor derivation used in Cash Flow Calculations.

• Spot Input
• Spot Interest Rate Code
• Forecast Remaining Term
• Forecast Original Term

• Spot Input
  
• Spot Interest Rate Code
  (Required) <Enter a short description here.>
• Forecast Original Term
  
• Forecast Remaining Term