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Sign upadd extra swap tenors #49
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That seems straightforward enough. @tleitch Any reason from your side not to merge this? |
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Looks good to me, and useful. |
eddelbuettel
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I'm using the yield curve data published by Markit (see http://www.cdsmodel.com/assets/cds-model/docs/Interest%20Rate%20Curve%20-%20XML%20Specifications.pdf) and they provide additional swap tenors.