t= the corresponding discount factor In 4.1, rs1is the current one-year spot yield, rs2the current two-year spot yield, and so on. Theoretically the spot yield for a particular term to maturity is the same as the yield on a zero-coupon bond of the same maturity, which is why spot yields are also known as zero-coupon yields.

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The Cumulative Discount Factor formula used is (1 - (1 + r)-t ) / r where r is the period interest rate expressed as a decimal and t is the specific year. For example, 6% is expressed as 6/100 or 0.06; t is the number of periods.