Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Flat-forward interpolation?

Definition 1.6 Rates, Credit, XVA and Risk · Bab 1 — Curve Construction

Flat-forward interpolation makes ln⁡P(T)\ln P(T) linear between pillars: the instantaneous forward is constant on each interval and equal to its discrete forward, and jumps at the pillars.

Baca dalam konteks →