Could you please send me a copy of the papernordine_choukar@hotmail.comThanks in advance

JoshuaCould you please send me a copy , here my email nordine_choukar@hotmail.comMany Thanks

Hi mellisacat,I use a cubic spline interpolation

Many thinks Pat,

Hello,I am trying to value a Cap/floor on Constant Maturity Treasury (CMT). I understand that it's can be priced by the same model used for cap on CMS (convexity adjustment and Black assumption ) with a spread locks (CMT/CMS)Did someone have an article or more details? Many Thanks