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Defined simply as a curve that references two other curves. The value on the calibrated spread curve at any given tenor is the sum of the values on the other two curves at that tenor.
The two other curves may themselves be spread curves, or a more primitive type of curve.
The text was updated successfully, but these errors were encountered:
Defined simply as a curve that references two other curves. The value on the calibrated spread curve at any given tenor is the sum of the values on the other two curves at that tenor.
The two other curves may themselves be spread curves, or a more primitive type of curve.
The text was updated successfully, but these errors were encountered: