Re:Swap Curve Fitting
by wrnr on Monday March 15, 2021 @02:42AM
(#26463160)
What are you trying to say?
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Re:Swap Curve Fitting
by bidirectional on Monday March 15, 2021 @08:55AM
(#26465496)
I find your commment much harder to understand than the post. Are you an experienced quant who finds the work trivial, or an undergrad with no idea what a swap curve is? It's impossible to tell and thus impossible to answer your question.