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| 01762nam##2200361za#4500 |
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001 | 9.615330 |
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003 | CaOODSP |
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005 | 20211126112847 |
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007 | ta |
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008 | 150406|2000||||xxc||||| f|0| 0 eng|d |
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020 | |z0-662-27019-3 |
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022 | |a1192-5434 |
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040 | |aCaOODSP|beng |
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043 | |an-cn--- |
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086 | 1 |aFB3-2/100-17E |
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110 | 2 |aBank of Canada. |
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245 | 12|aA practical guide to swap curve construction / |cby Uri Ron. |
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260 | |aOttawa - Ontario : |bBank of Canada |c2000. |
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300 | |av, 24p. : |bfigs., references, tables ; |c28 cm. |
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490 | 1 |aWorking paper|x1192-5434|v100-17 |
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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. |
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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 |
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546 | |aRésumés en français |
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563 | |aSoftcover |
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590 | |a00-35|b2000-09-01 |
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690 | 07|aInterest rates|2gcpds |
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690 | 07|aMarkets|2gcpds |
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690 | 07|aPrices|2gcpds |
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690 | 07|aSecurities|2gcpds |
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720 | 1 |aRon, Uri |
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776 | 0#|tA practical guide to swap curve construction / |w(CaOODSP)9.571560 |
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830 | #0|aWorking paper,|x1192-5434|v100-17|w(CaOODSP)9.514622 |
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