End September 2008 Real-World Nominal Yield Curve GBP 2VAS GOVT
Document ID: 2008-1092
Published on: 17th October 2008
This bhm file contains a calibration for the 2 factor Vasicek nominal interest rates model in the GBP economy, suitable for use if you are using a calibration of nominal interest rates to the Government curve. In order to use this calibration, the file should be imported to the NominalYieldCurve model.
