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2010 Aug 20
1
Shifting of Principal amount while calculating Present Value
Dear R Helpers
I have following data -
cash_flow = c(7, 7, 107) # 107 = Principle 100 + interest of 7%
t = c(1,2,3)
and zero rate table as
rating year1 year2 year3
AAA 3.60 4.17 4.73
AA 3.65 4.22
4.78
A 3.72 4.32 4.93
BBB 4.10