End December 2006 GBP Real Yield Curve Govt+10
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Document ID: 2006-436
Published on: 1st December 2006
This bhm file contains a calibration for the real interest rates model in the GBP economy, suitable for use if you are using a calibration of nominal interest rates to the Government+10bp curve. The calibration of real rates is shifted relative to the standard calibration of real rates, in order to preserve the level of inflation produced. In order to use this calibration, the file should be imported to the RealYieldCurve model.
