End September 2008Real Yield Curve EUR SWAP
Document ID: 2008-1095
Published on: 17th October 2008
This bhm file contains a calibration for the real interest rates model in the EUR economy, suitable for use if you are using a calibration of nominal interest rates to the Swap 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.
