A RetroSearch Logo

Home - News ( United States | United Kingdom | Italy | Germany ) - Football scores

Search Query:

Showing content from https://github.com/eddelbuettel/rquantlib/issues/46 below:

Discount Curve Tenor Limits · Issue #46 · eddelbuettel/rquantlib · GitHub

Skip to content Navigation Menu Search code, repositories, users, issues, pull requests...

Saved searches Use saved searches to filter your results more quickly

Sign up You signed in with another tab or window. Reload to refresh your session. You signed out in another tab or window. Reload to refresh your session. You switched accounts on another tab or window. Reload to refresh your session. Dismiss alert

Discount Curve Tenor Limits #46

Description

Discount curve is limited to 30 years so either extrapolation option is needed, or more tenors are required to value longer dated swaps and other instruments.

Metadata Metadata

Assignees

No one assigned

Development

No branches or pull requests Issue actions

You can’t perform that action at this time.

RetroSearch is an open source project built by @garambo | Open a GitHub Issue

Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo

HTML: 3.2 | Encoding: UTF-8 | Version: 0.7.4