路同学2020-11-01 11:21:38
路同学The LIBOR curve isflat at 2.0% per annum with continuous compounding for all maturities (out to 15 months), including the six-month LIBOR at the last payment datewas also 2.0% (but with semiannual compounding). 这句话的意思不应该是在—0·25到0.25那一期，应该按照半年利折现吗就是应该是如图
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Adam2020-11-02 17:10:16
Adam同学你好，请注意。这里的折现率是：with continuous compounding.连续复利
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