Cumulative Discount Factor: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
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* [[Annuity]] | * [[Annuity]] | ||
* [[Annuity factor]] | * [[Annuity factor]] | ||
* [[Discount factor]] | * [[Discount factor]] | ||
* [[Periodic yield]] | * [[Periodic yield]] | ||
* [[Perpetuity factor]] | * [[Perpetuity factor]] | ||
* [[Present value]] | * [[Present value]] | ||
Revision as of 14:36, 16 November 2016
Financial maths
(CDF or CumDF).
The Cumulative Discount Factor (CDF) is quoted for a defined number of periods, for example 10.
The CDF is the total of all of the individual discount factors, up to and including the last maturity (10 in this case).
When the periodic yield is equal for all the maturities in question, the CDF is the same as the annuity factor (AF).
