INTERPOLATING THE TERM STRUCTURE FROM PAR YIELD AND SWAP CURVES
| Year of publication: |
2004
|
|---|---|
| Authors: | Rendleman Jr, Richard J. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 13.2004, 4, p. 80-89
|