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XLeratorDLL/financial Documentation

.NET function to build yield curves from swaps rates


SWAPCURVE
Updated: 31-Mar-2016
Use the .NET function SWAPCURVE to calculate discount factors, zero-coupon rates, and continuously compounded zero-coupon rates from a series of cash rates, futures prices, or swaps rates.


View .Net SWAPCURVE function full documentation...


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