Multi-curve Construction (Q4689910)
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scientific article; zbMATH DE number 6959389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-curve Construction |
scientific article; zbMATH DE number 6959389 |
Statements
Multi-curve Construction (English)
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22 October 2018
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multi-curve construction
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interest rate curves
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interest rate curve interpolation
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cross-currency curves
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term structure models
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