Longevity value Form

Interest RateNet Present Value
0.01$ 157.53
0.02$ 141.07
0.03$ 125.55
0.04$ 110.90
0.05$ 97.06
0.06$ 83.99
0.07$ 71.62
0.08$ 59.92
0.09$ 48.83
0.10$ 38.32
0.11$ 28.36
Lowest Interest rate by parity
(between zero and one)
Upper Interest rate by parity
(between zero and one)
Step in interest rate
Cost of the Gilt
(value should be negative)
$
Expected income per parity$
Expected number of parities
Cull value of the sow$

This calculation assumes that: