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Fixed income attribution
COLIN, ANDREW, (2005)
Fixed income mathematics : analytical and statistical techniques
Fabozzi, Frank J., (2006)
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Rebonato, Riccardo, (2009)
Fixed income strategy : the practitioner's guide to riding the curve
Henderson, Tamara Mast, (2003)