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Continuous Compounding Zero Interpolation ( RELNBANK_462_RISK_CONCOM )
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Short text
Continuous Compounding Zero Interpolation
Use
The Banking 4.62/CFM 1.0 release introduces the new Continuous-Compounding Zero-Interpolation procedure. Unlike the existing interpolation procedure, interpolation is done on the basis of continuous zero interest rates rather than annual zero interest rates. The new yield curve module improves perfomance for all evaluations that require access to yield curves.
Further Information
For further information, see the "Define Yield Curve Type" step in the IMG documentation, and the online documentation for the interest rate tables.
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Length: 697 Date: 20240416 Time: 202707 sap01-206 ( 21 ms )
