Re: yield curve bootstrapping

Posted by paolo baroni on
URL: http://quantlib.414.s1.nabble.com/yield-curve-bootstrapping-tp5464p5479.html

Thank you

ciao 

Paolo

2010/5/4 Luigi Ballabio <[hidden email]>

On Tue, 2010-05-04 at 12:30 +0200, Paolo Baroni wrote:
> Hi,
> sorry for my ignorance but which kind of rate is the "DepoSN"?

Spot-next (that is, from spot to the day after.)

Luigi


--

Anyone who says he can see through women is missing a lot.
-- Groucho Marx

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