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.
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© 2005 Yolanda S. Stander
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Stander, Y.S. (2005). Practical Issues. In: Yield Curve Modeling. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230513747_4
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DOI: https://doi.org/10.1057/9780230513747_4
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-52428-0
Online ISBN: 978-0-230-51374-7
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)