Pathways Issue No. 6
The March 2020 issue of Pathways is now available! In this month’s case study, David Oh outlines the steps needed to add a twenty year on-the-run Treasury bond to the PolyPaths’ market rates capture and to include this issuance in the fitting of the treasury curve. To access the newsletter please click here.
If you would like to be added to the distribution list, please email pathways@polypaths.com.