Abstract
9 August 2007 is probably the day that the multi-curve framework became paramount, even if the term had not yet been coined at that time. What happened on that date can be found in history books. From an interest rate curve modelling perspective, it can be summarised by
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© 2014 Marc Henrard
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Henrard, M. (2014). Introduction. In: Interest Rate Modelling in the Multi-curve Framework. Applied Quantitative Finance. Palgrave Macmillan, London. https://doi.org/10.1057/9781137374660_1
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DOI: https://doi.org/10.1057/9781137374660_1
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Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-47704-3
Online ISBN: 978-1-137-37466-0
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