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1 - 2 of 2 Services found with tag "Treasury"
Amies_Rates
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By: leochan (since 5/15/2008)
This Splice takes the Date input AsOfDate and calls GetRate to return the Libor1Year, TreasuryConstant1Month, InterestRateSwap1Year rates.
21 hits, 0 votes
CustomYieldCurve_USD
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By: sdubois1 (since 10/20/2008)
This Splice creates a custom yield curve made up of Libor rates and USD swap rates
13 hits, 0 votes
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