How can I calculate the discount factor for row 1?
I would do
$$ \frac{1}{(1+ 2.13763/100)^{(90/360)}} = 0.994726197703956 $$
My ultimate goal is to reproduce the Zero Rates. Any hints welcome. but this does not agree with the screenshot ($0.994626$).
Update
According to here I might need a different form of compounding. Still the results do not match. $$ \frac{1}{1+ (2.13763/100)*{(90/360)}} = 0.994684332326721 $$
This is closer, but far from an exact match.
Using 91 instead of 90 and second version, I do get a matching result.
$$ \frac{1}{1+ (2.13763/100)*{(91/360)}} = 0.994625586781402 $$
Why would I be using 91 days instead of 90?