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...

Algorithmica Research will exhibit at The Screen Event Stockholm 2012 which is the 7th products and services event for the Nordic professional financial services community. This one-day event consists of an exhibition and a conference, and will take place on Tuesday 8th of May 2012 at Berns Salonger, Berzelii Park...