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Generation of a Smooth Forward...
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Generation of a Smooth Forward Curve for U.S. Treasuries
Year of publication:
1995
Authors:
Zaretsky, Michael
Published in:
The journal of fixed income
. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 5.1995, 2, p. 65-69
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Type of publication:
Article
Source:
OLC-SSG Economic Sciences
Persistent link: https://www.econbiz.de/10007331243
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Generation of a smooth forward curve for US treasuries
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