Input data and options: 1. A blended curve having instruments of equal tenor (ex. 6M for EURSWAP market) - Hermite interpolation - Document - PDFSEARCH.IO

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	Input data and options: 1. A blended curve having instruments of equal tenor (ex. 6M for EURSWAP market) Add to Reading List Document Date: 2012-04-12 11:53:49 Open Document File Size: 407,75 KB Share Result on Facebook Company 3M / / Currency EUR / / Person Nelson-Siegel etc / / Position Forward / / SocialTag Mathematical analysis Hermite Curve fitting Spline Differential geometry of curves Curve Linear interpolation Forward rate Yield curve Interpolation

Input data and options: 1. A blended curve having instruments of equal tenor (ex. 6M for EURSWAP market)Add to Reading List