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Salvia sclarea, the clary or clary sage (clary deriving from Middle English clarie, from Anglo-Norman sclaree, from Late or Medieval Latin sclarēia meaning clear), is a biennial (short-lived) herbaceous perennial in the genus Salvia. [2] It is native to the northern Mediterranean Basin and to some areas in north Africa and Central Asia.
This convention accounts for days in the period based on the portion in a leap year and the portion in a non-leap year. The days in the numerators are calculated on a Julian day difference basis. In this convention the first day of the period is included and the last day is excluded. The CouponFactor uses the same formula, replacing Date2 by Date3.
Also called English, Garden, and True sage oil. Made by steam distillation of Salvia officinalis partially dried leaves. Yields range from 0.5 to 1.0%. A colorless to yellow liquid with a warm camphoraceous, thujone-like odor and sharp and bitter taste.
A grace period is a short window — typically between seven and 10 days after your CD term reaches maturity — when you can decide what to do with your funds. During this time, you can:
Salvia viridis quickly grows to 1 to 2 feet (0.30 to 0.61 m) tall and 1 foot (0.30 m) wide, with a flowering period of over a month.. Salvia viridis. Colorful bracts almost hide the tiny two-lipped flowers, which are cream-colored, with the upper lip tinged with purple or rose, reflecting the bract color.
The formula is quickly proven by reducing the situation to one where we can apply the Black-Scholes formula. First, consider both assets as priced in units of S 2 (this is called 'using S 2 as numeraire'); this means that a unit of the first asset now is worth S 1 /S 2 units of the second asset, and a unit of the second asset is worth 1.
The IMM dates are the four quarterly dates of each year which certain money market and Foreign Exchange futures contracts and option contracts use as their scheduled maturity date or termination date. The dates are the third Wednesday of March, June, September and December (i.e., between the 15th and 21st, whichever such day is a Wednesday).
Given: 0.5-year spot rate, Z1 = 4%, and 1-year spot rate, Z2 = 4.3% (we can get these rates from T-Bills which are zero-coupon); and the par rate on a 1.5-year semi-annual coupon bond, R3 = 4.5%. We then use these rates to calculate the 1.5 year spot rate. We solve the 1.5 year spot rate, Z3, by the formula below: