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by weidong
April 13th, 2005, 2:39 am
Forum: Technical Forum
Topic: Callable range accrual
Replies: 21
Views: 168378

Callable range accrual

May I have it at wdlin2001@hotmail.comThanks
by weidong
November 9th, 2004, 11:46 am
Forum: General Forum
Topic: Interpolating CDS spread curves
Replies: 6
Views: 173457

Interpolating CDS spread curves

Regarding Hazard rate curve, which one of the following is better?1.) pairwise constant (step function) hazard rate curve (discontinuous).2.) linearly interpolated hazard rate curve. Thanks,
by weidong
December 29th, 2003, 9:22 am
Forum: General Forum
Topic: Constant maturity credit swaps
Replies: 0
Views: 189356

Constant maturity credit swaps

Anyone can provide me some reference matters on Constant Maturity Credit Swaps?Thanks.