Algorithmica Research Ab


Headlines 2012-12-04 Get the PFE and CVA presentation from last night's prmia.org event! Read more>> ............................................ 2012-09-02 Visit us at Screen Event Amsterdam on the 27th of September! Read more>> ............................................ 2012-08-27 Millistream's realtime and end-of-day feeds supported by Quantlab and History Server Read more>> ............................................ 2012-04-18 Visit us at Screen Event Stockholm on the 8th of May! Read more>> ............................................ 2012-04-11 A short primer on dual bootstrap swap curve construction. Read more>> ............................................ 2011-11-07 Algorithmica and KTH arranges the 11th annual Finanskontakt seminar. (in Swedish) Read more>> ............................................ News archive>>	A short primer on Dual Bootstrap construction A short presentation on the basic building blocks of creating forward swap yield curves after the credit crisis. We look at curve blending, extrapolation and interpolation issues, as well as modeling tools. An example of multi-tenor EURSWAP curve is presented. This is a non-technical presentation. For more information please contact Magnus Nyström. Open Dual Curve presentation here