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2024-03-29T12:30:12+00:00
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Yield Curve Modelling at the Bank of Canada
https://www.bankofcanada.ca/1999/02/technical-report-no84/
The primary objective of this paper is to produce a framework that could be used to construct a historical data base of zero-coupon and forward yield curves estimated from Government of Canada securities' prices.
1999-02-01T15:28:45+00:00
en
Yield Curve Modelling at the Bank of Canada
1999-02-01
Economic models
Technical Report 84
https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr84.pdf
Yield Curve Modelling at the Bank of Canada
David Bolder
David Stréliski
February 1999