My name is Gurpreet Banwait and I work for FINCAD. The example that we publish starts with the 6m spread. However, this is just an example. The user has full control over which points to use, add or remove from the par spread input.

<r>My name is Gurpreet Banwait and I work for FINCAD. The curve building functions (in version 11) allow the user to select the bootstrapping method, the interpolation method and the types of instruments that are going to be used to build the curve (cash, swaps and/or futures). For detailed informat...

Is anyone familiar with the JP MOogan bond outline document? I have the version from 2000. Does anyone know if it is still published and if so, where I can get a recent copy?Thanks