Help needed -- Basis adjustment on yield curve - Quant版 - 未名存档

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Quant版 - Help needed -- Basis adjustment on yield curve

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话题: basis话题: adjustment话题: curve

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l****u
发帖数: 84

1

What is "basis adjustment"? Can anyone shed light on this?
thanks

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相关主题
● how to build commodity forward curve?	● How to create treasury spot rate curve?
● recruiter	● given level, slope and curvature, what will be the curve?
● 请教一下到底什么是yield?	● 请教FWD CURVE的MODELING问题
● interview question	● Help to determine the yield rate
● 请问到底什么是 basis curve	● A question on OAS
● 求助：cross currency basis adjustment	● Reasons for a Fed Salvage of an Investment Bank, from BS's latest "Across the Curve"
● [合集] Constellation 面试	● a question about futures curve
● 什么叫 Market Lingo ？	● need 2 papers, thanks

相关话题的讨论汇总
话题: basis话题: adjustment话题: curve

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