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Zero Curve Calculation for AUD, CAD (post LIBOR scandal)
In the end of May 2013 British Bankers Association (BBA) stopped publishing LIBOR rates for Australian and Canadian dollars in a light of recent scandals. LIBOR rates were essential for creating zero ...
Jun 26 '13 at 19:11
newest extrapolation interest-rates questions feed
Putting the Community back in Wiki
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