Fixed Income: Infer discount factors, spot, forwards and par rates from swap rate curve (FRM T4-25)

Описание к видео Fixed Income: Infer discount factors, spot, forwards and par rates from swap rate curve (FRM T4-25)

Financial Risk Manager (FRM, Topic 4: Valuation and Risk Models, Fixed Income, Bruce Tuckman Chapter 2, Spot, Forward and Par Rates). Given the swap rate curve, we can infer the discount function (i.e., set of discount factors), spot rate curve, forward rate curve and par yield curve. Discuss this video here in our FRM forum: https://trtl.bz/30HRwSy

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