entail
发表于 2025-3-30 12:17:39
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Ophthalmologist
发表于 2025-3-30 15:50:26
Gary W. Kronktice care has to be taken when building yield curves. The good old days when a single curve per currency could be used are long gone. A hierarchy of curves has to be set up to consistently price future cash flows. The curves depend on the purpose of application and on the prevailing collateral agree