Curvature Example - For work added by the iKindi Inc Copyright(c 2008 iKindi Inc All rights reserved Redistribution and use in source and binary

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For work added by the iKindi Inc: Copyright (c) 2008, iKindi Inc. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. Neither the name of the iKindi Inc. nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL IKINDI INC, OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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0 0.2 0.4 0.6 0.8 1 1.2 0 0.5 1 1.5 2 2.5 3 3.5 Column J
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0 0.2 0.4 0.6 0.8 1 1.2 0 0.5 1 1.5 2 2.5 Column R
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Tp Start date Generator Maturity Maturity Mid ds.factoMid ds.rate Mat (in yrs) Dg 5/19/2008 BBA USD D 5/20/2008 O/N 1 2.18 from spot Dg 5/21/2008 BBA USD D 5/28/2008 1W 1 2.35 0.02 Dg 5/21/2008 BBA USD D 6/4/2008 2W 1 2.42 0.04 Dg 5/21/2008 BBA USD D
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This note was uploaded on 04/05/2010 for the course FINANCE AN FRE6251 taught by Professor Weinberger,edward during the Fall '09 term at NYU Poly.

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Curvature Example - For work added by the iKindi Inc Copyright(c 2008 iKindi Inc All rights reserved Redistribution and use in source and binary

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