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I have been told that you are wrong even for the EONIA case, and that in fact, in both cases, one has : $$ZC(t) = e^{-\textrm{year fraction(t,today)} \times \textrm{rate at }t}$$ if $\textrm{year fraction($t$,today)} < 1$ and that ZC(t) = \frac{1}{\left(1 + \textrm{year fraction($t$,today)} \times \textrm{rate at }t\right)^{\textrm{year fraction($t$,...