Discount Rate Monthly Report – October 2022
NAS provides monthly discount rate data which is available for calculating internal month-end liabilities.
This document linked below sets out the specifics of the methodology used for the calculation of the risk-free rate for the month of October 2022. This includes the Bonds available, their features and additional details included in our calculation.
The document linked below is a spreadsheet of the Yield Curve from June-October 2022.