I thought it was strange that the tsQuote argument used swap rates for
longer tenors. These types of rates don't seem very easy to get, but
maybe I'm misunderstanding something. I would have thought I could use
the semi-annual bond equivalent rates, say, from the Treasury website.
My
On 24 March 2014 at 11:54, Kevin Owens wrote:
| I thought it was strange that the tsQuote argument used swap rates for
| longer tenors. These types of rates don't seem very easy to get, but
| maybe I'm misunderstanding something. I would have thought I could use
| the semi-annual bond
