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fmbasics
interpolate_dfs
interpolate_dfs function
Interpolate forward rates and discount factors
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fmbasics package
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Maintainer: Imanuel Costigan
License: GPL-2
Last published: 2018-01-06
Useful links
https://github.com/imanuelcostigan/fmbasics/issues
https://github.com/imanuelcostigan/fmbasics
https://imanuelcostigan.github.io/fmbasics/