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Interest rates / Interest rate swap / Libor / Yield curve / Overnight indexed swap / Swap rate / Swap / Discounting / Financial economics / Economics / Finance
Date: 2010-02-03 03:02:25
Interest rates
Interest rate swap
Libor
Yield curve
Overnight indexed swap
Swap rate
Swap
Discounting
Financial economics
Economics
Finance

Financial Research and Training Center Discussion Paper Series A Note on Construction of Multiple Swap Curves with and without Collateral

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