ActuarialOS Discount Rate
Discount-rate development
BetaEnter a plan's expected benefit cash flows, pick a published spot curve (or your own), and solve for the single equivalent discount rate that reproduces the spot-curve present value — with durations, ± sensitivities, the interest-cost rate, and a labeled convention statement. Everything computes locally in your browser; nothing you enter is uploaded.
Beta preview: account sign-in and saved rate-development memos ship with the portal. Prior-year rates are a diagnostic, never a fitting target.
The live-formula Excel workbook downloads with whatever is entered on this page — download it blank and do every input in Excel, or fill the page and it comes pre-loaded.
1 · Expected benefit cash flows
Years are pre-filled from the as-of date (year 1 is the as-of year). Type payments in column B or paste a block straight from Excel; paste a two-column block to override the years. Payments format with thousands separators as you type.
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2 · Yield curve
A published curve from the library, Treasury + spread, or enter your own.