0
$\begingroup$

I want to have an interpolation, to the yield curve, In the term up to a year, the forward daily curves will be the same between central bank cometee meeting dates (to be precice, the implemantation dates)

did anyone have experience with such interpolation?

Thank you in advance.

Zeev

$\endgroup$
1
  • $\begingroup$ Do you have a specific question about interpolation, or are you just curious about people's experiences on QSE? $\endgroup$
    – amdopt
    Apr 2 at 12:09

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.