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Bitbucket.org / timxiao1203 / ircurve
Zero curves can be derived from government bonds or LIBOR/swap instruments. The LIBOR/swap term structure offers several advantages over government curves, and is a robust tool for pricing and hedging financial products. Correlations among governments and other fixed-income products have declined, making the swap term structure a more efficient hedging and pricing vehicle.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/Bitbucket.org/repositories/timxiao1203%2Fircurve
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Repo Size: 76.2 KB
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Created: over 3 years ago
Updated: almost 3 years ago
Last synced: over 1 year ago
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