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From: mlavin <mar...@gm...> - 2008-05-20 12:34:56
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Has anyone begun work on modeling Overnight Index Swaps (EONIA, SONIA, etc)? If not and noone objects I thought I would try my hand at it. -- View this message in context: http://www.nabble.com/Overnight-Index-Swaps-tp17339263p17339263.html Sent from the quantlib-dev mailing list archive at Nabble.com. |