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Fixed income toolbox - curve fitting
Hi all, I am using the fitSvensson method to fit a yield curve to market data. When doing so, I construct an IRFitOptions object...
거의 15년 전 | 답변 수: 1 | 0
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IRFunctionCurve parameters
Hello, I am using the fitSvensson method to fit a curve to market data. When doing so, I construct an IRFitOptions object and pa...
대략 15년 전 | 답변 수: 0 | 0
