| 000 | 00000nam##2200000za#4500 |
| 001 | 9.571560 |
|---|
| 003 | CaOODSP |
|---|
| 005 | 20211126112844 |
|---|
| 007 | cr ||||||||||| |
|---|
| 008 | 150406|2000||||xxc|||||o f|0| 0 eng|d |
|---|
| 022 | |a1701-9397 |
|---|
| 040 | |aCaOODSP|beng |
|---|
| 043 | |an-cn--- |
|---|
| 086 | 1 |aFB3-2/100-17E-PDF |
|---|
| 110 | 2 |aBank of Canada. |
|---|
| 245 | 12|aA practical guide to swap curve construction / |h[electronic resource]|cby Uri Ron. |
|---|
| 260 | |aOttawa - Ontario : |bBank of Canada |cAugust 2000. |
|---|
| 300 | |a32p.|bgraphs, references, table |
|---|
| 490 | 1 |aBank of Canada working paper|x1701-9397|v2000-17 |
|---|
| 500 | |a"This paper outlines the advantages of using the swap curve, and provides a detailed methodology for deriving the swap term structure for marking to market fixed-income products. The paper concludes with a discussion of the proposed swap term structure derivation technique."--Abstract. |
|---|
| 500 | |aThe ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. |
|---|
| 520 | 3 |aThis paper outlines the advantages of using the swap curve, and provides a detailed methodology for deriving the swap term structure for marking to market fixed-income products. The paper concludes with a discussion of the proposed swap term structure derivation technique.--Abstract |
|---|
| 546 | |aRésumé en français. |
|---|
| 590 | |a11-19-Supp|b2011-09-23 |
|---|
| 690 | 07|aInterest rates|2gcpds |
|---|
| 690 | 07|aMarkets|2gcpds |
|---|
| 690 | 07|aPrices|2gcpds |
|---|
| 690 | 07|aSecurities|2gcpds |
|---|
| 720 | 1 |aRon, Uri |
|---|
| 776 | 0#|tA practical guide to swap curve construction / |w(CaOODSP)9.615330 |
|---|
| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v2000-17|w(CaOODSP)9.504604 |
|---|
| 856 | 40|ahttp://publications.gc.ca|qPDF|s448 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-100-17E.pdf|y2000-17 |
|---|