LRC( onerous) in excel file

user1user1
in CIA.Duration

In the App C Sh - 1 LRC onerous tab, in the effective duration calc, how come the RA is not just the Disc FCF using the discount rate + 0.1% multiplied by 10% margin? Like what was done in the effective duration calculation in App B Sh 1- LIC ?

Comments

  • Staff-T1Staff-T1

    Check the formula correctly, it is discounting the FCF using the VLOOKUP formula

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