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1
answer
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Basis Swap Dual Curve Calibration
The long end of the Libor swap curve needs to be constructed from Basis Swaps because there are no other instruments traded. Can please someone explain the concept of Dual Curve Calibration?
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6
votes
1
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Why are multiple custom curves (swap) built for one desk?
Currently in a journey of learning and getting my hands a bit dirty with Interest Rate Swaps.
Why there are multiple customized curves built by many even within one desk? For e.g. Short Rates desk ...
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