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  2. Time value of money - Wikipedia

    en.wikipedia.org/wiki/Time_value_of_money

    The present value of $1,000, 100 years into the future. Curves represent constant discount rates of 2%, 3%, 5%, and 7%. The time value of money refers to the fact that there is normally a greater benefit to receiving a sum of money now rather than an identical sum later.

  3. Forward exchange rate - Wikipedia

    en.wikipedia.org/wiki/Forward_exchange_rate

    N represents the maturity of a given forward exchange rate quote d represents the number of days to delivery. For example, to calculate the 6-month forward premium or discount for the euro versus the dollar deliverable in 30 days, given a spot rate quote of $1.2238/€ and a 6-month forward rate quote of $1.2260/€:

  4. Interest rate future - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_future

    An interest rate future is a futures contract ... SOFR 1-month and 3-month futures (CME) [6] Federal funds 30-day (CBOT) [7 ... Delivery Day is cash settlement on the ...

  5. Net present value - Wikipedia

    en.wikipedia.org/wiki/Net_present_value

    The importance of NPV becomes clear in this instance. Although the incoming cash flows (10,000 × 12 = 120,000) appear to exceed the outgoing cash flow (100,000), the future cash flows are not adjusted using the discount rate. Thus, the project appears misleadingly profitable.

  6. Forward rate - Wikipedia

    en.wikipedia.org/wiki/Forward_rate

    The forward rate is the future yield on a bond. It is calculated using the yield curve . For example, the yield on a three-month Treasury bill six months from now is a forward rate .

  7. What Is the 30-Day Savings Rule? - AOL

    www.aol.com/30-day-savings-rule-210042671.html

    The day on which you sell is not counted as one of the 30 calendar days. Therefore, you could say that the wash-sale rule is 31 days if you include the day on which you sell.

  8. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    The Actual/360 method calls for the borrower for the actual number of days in a month. This effectively means that the borrower is paying interest for 5 or 6 additional days a year as compared to the 30/360 day count convention. Spreads and rates on Actual/360 transactions are typically lower, e.g., 9 basis points.

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