End September 2008 Real Yield Curve JPY SWAP v6
Document ID: 2008-1102
Published on: 17th October 2008
This bhm file contains a calibration for the real interest rates model in the JPY 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. In order to use this calibration, the file should be imported to the RealYieldCurve model.
