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Re:Swap Curve Fitting by wrnr on Monday March 15, 2021 @02:42AM (#26463160)
What are you trying to say?
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.
Re:Swap Curve Fitting by wrnr on Monday March 15, 2021 @01:00PM (#26468481)
Neither, this reads like a post to signal one's knowledge rather than one's intelligence. Do you want so see that finite state transducer I wrote in C?