Published April 27, 2022
| Version v2
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Zero Rate Curve Bootstrapping
Description
Curve construction was based on single-curve approach. However, after the financial crisis, curve bootstrapping started to use multicurve approach that consists of a unique discounting curve and multiple forecasting curves
Notes
https://ia801407.us.archive.org/22/items/curve-construction-3_202110/CurveConstruction-3.pdf
Files
Zenodo-CurveConstruction.pdf
Files
(883.4 kB)
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