Calculate precisely Discount Factors, Forward Rate and Sensitivities from a Swap Curve.
Modern Yield Curve Stripping & Interest Rate Risk Management
InstructorOlivier MoreauDuration3h 35m
Students101
Rating4.3 (9)
InstructorOlivier MoreauCalculate precisely Discount Factors, Forward Rate and Sensitivities from a Swap Curve.
InstructorOlivier Moreau
