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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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