"A Note on Construction of Multiple Swap Curves with and without Collateral" Fujii, Masaaki; Yasufumi, Shimada; Akihiko, Takahashi

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Authors
Fujii, Masaaki ; Yasufumi, Shimada ; Akihiko, Takahashi
Subjects
overnight index swap; collateral; tenor
Bookmark
http://trove.nla.gov.au/work/100468
Work ID
100468

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e.g. test cricket, Perth (WA), "Parkes, Henry"

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