THE MULTI-CURVE POTENTIAL MODEL (Q3460685): Difference between revisions
From MaRDI portal
Latest revision as of 09:27, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | THE MULTI-CURVE POTENTIAL MODEL |
scientific article |
Statements
THE MULTI-CURVE POTENTIAL MODEL (English)
0 references
8 January 2016
0 references
multi-curve models
0 references
potential approach
0 references
state-price deflator
0 references
foreign exchange rates
0 references
rational lognormal model
0 references
OIS
0 references
LIBOR
0 references
FRA rate
0 references
FRA spread
0 references
LIBOR-OIS spread
0 references
0 references