Known compounding conventions and how to make them.

Description

A compounding convention defines how to convert from a number representing a rate to a discount factor or accrual factor over a given period of time quotes in years according to some daycount convention

Allowed values

  • SIMPLE
  • DISCOUNT
  • C, NACC, CONTINUOUS
  • D, NACD, DAILY
  • M, NACM, MONTHLY
  • Q, NACQ, QUARTERLY
  • S, NACS, SEMIANNUAL
  • A, NACA, ANNUAL