Hi
What are the discount factors for a valuation date 1 Jan 19 with cash flows for (utlising mid period discounting)
1) 1 July 18 - 30 June 19
2) 1 July 19 -30 June 20
3) 1 July 20 -30 June 21
Thanks
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Your dates are confusing but if you're talking about mid-year convention it's .5, 1.5, 2.5 etc.
Just use the yearfrac formula in excel?
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