Open AccessInterest Rate Term Structure Decomposition at the Instrument Level
Author(s) -
Brian Barnard
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2866995
Subject(s) - term (time) , yield curve , decomposition , econometrics , mathematics , chemistry , physics , quantum mechanics , organic chemistry
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