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XLeratorDLL/financial Documentation

.NET Zero Volatility spread details

Updated: 16-Feb-2017
Use the .NET function PriceFromZeroesTVF to show the interpolated zero-coupon curve, discount factors, forward rates, and cash flows used in the calculation of a bond's price using its Z-spread.

View .Net PriceFromZeroesTVF function full documentation...

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