I googled, but couldn't find anything. But my google skills are not that great. So, asking here.
I've been tasked with evaluating a very large account's performance for a meeting this afternoon. Have losses valued at 7/31. To bring them to ultimate, I'm going to apply 12/31 implied DFs. (we don't do an analysis at 3/31 and 6/30 not done yet...don't ask). I want to interpolate the DFs, but I'm pretty sure, linear is not the way to go.
Sorry if this is a dumb newbie question.
I've been tasked with evaluating a very large account's performance for a meeting this afternoon. Have losses valued at 7/31. To bring them to ultimate, I'm going to apply 12/31 implied DFs. (we don't do an analysis at 3/31 and 6/30 not done yet...don't ask). I want to interpolate the DFs, but I'm pretty sure, linear is not the way to go.
Sorry if this is a dumb newbie question.
Interpolating DFs
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