Discount factor and forward rate model
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: 1Y
- 0.9636
- Lowest item: 30Y
- 0.3283
- Average
- 0.7353
- Number of items
- 8 items
Discount factor and forward rate model
Discount factor (折れ線)
Curve plus model parameter panel
Implied forward rate (棒)
Data detail
Discount factor and Implied forward rate (表)
サンプルデータ行
| Item | Discount factor | Implied forward rate | Data date (sample) |
|---|---|---|---|
| 1Y | 0.9636 | 2.45 | 2026-10-16 |
| 2Y | 0.9284 | 3.15 | 2026-10-16 |
| 3Y | 0.8946 | 3.54 | 2026-10-16 |
| 5Y | 0.8306 | 4.07 | 2026-10-16 |
| 7Y | 0.7712 | 4.28 | 2026-10-16 |
| 10Y | 0.6899 | 4.33 | 2026-10-16 |
| 20Y | 0.4759 | 4.38 | 2026-10-16 |
| 30Y | 0.3283 | 4.3 | 2026-10-16 |