THE MULTI-CURVE POTENTIAL MODEL (Q3460685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE MULTI-CURVE POTENTIAL MODEL |
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THE MULTI-CURVE POTENTIAL MODEL (English)
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8 January 2016
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multi-curve models
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potential approach
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state-price deflator
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foreign exchange rates
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rational lognormal model
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OIS
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LIBOR
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FRA rate
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FRA spread
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LIBOR-OIS spread
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