Part of the Finance and Capital Markets Series book series (FCMS)
This chapter should be used as a checklist when deriving any yield curve. Various issues are discussed that practitioners have to take into account when deriving interest rate curves.
KeywordsYield Curve Forward Rate Future Contract Corporate Bond Spot Date
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Yolanda S. Stander 2005