Spline methods for extracting interest rate curves from coupon bond prices
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Atlanta
Federal Reserve Bank of Atlanta
1997
|
| Series: | Working Paper
97-10 |
| Subjects: | |
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| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 245 | 1 | 0 | |a Spline methods for extracting interest rate |b curves from coupon bond prices |c Daniel F. Waggoner |
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1997 | |
| 300 | |a 14 s. | ||
| 490 | 1 | |a Working Paper |v 97-10 | |
| 830 | 0 | |a Working Paper |v 97-10 | |
| 610 | 2 | 0 | |a ceny |
| 610 | 2 | 0 | |a obligácie |
| 610 | 2 | 0 | |a dlhopisy štátne |
| 610 | 2 | 0 | |a sadzby úrokové |
| 610 | 2 | 0 | |a miera úroková |
| 100 | 1 | |a Waggoner, Daniel F. | |