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FRA rate helpers in python
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rada
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Aug 04, 2017; 8:37am
FRA rate helpers in python
Hello everyone!
I am trying to price a floating bond, and as a part of my forecasting curve I have IMM FRAs, however I can not find a way how to fit them into FRARateHelper in Python. Is it any way how I can do it?
Thank you all in advance!
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