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Alex Morgan

Yield Curve Construction

Live Curve Plot:CUBIC SPLINE
Bootstrapped from liquid instruments • Last calibration 12ms ago
Swap (6M)
Govt (HGB)
OIS (BUBOR)
15030.9615109.9015188.8415267.7815346.7215425.6615504.6008:0009:2410:4812:1213:3615:1216:3617:2415209.52
1D5D1M3M6MYTD1Y5YAll
09:27:02 (UTC)|%logauto