Insights, tips and industry commentary from the team behind the world’s first production-grade open source risk management platform.

Marc Henrard

by Marc Henrard on

16 Feb 2017

Strata And Multi-curve: Interpolation And Risk

In this instalment of our blog series focusing on the multi-curve framework in OpenGamma Strata library, we will discuss the impact of interpolation on forwards and on the delta risk. The goal of the blog is to show a couple…

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