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Search found 3 matches
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
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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,
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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.
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