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Practical Issues

  • Yolanda S. Stander
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

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.

Keywords

Yield 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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Copyright information

© Yolanda S. Stander 2005

Authors and Affiliations

  • Yolanda S. Stander

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