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Interest Rate TARN Swap Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 02 Jun 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.6608760 , 10.5281/zenodo.6608759 , 10.5281/zenodo.7017566 , 10.5281/zenodo.6608776

Interest Rate TARN Swap Model

Abstract

A target accumulated redemption note (TARN) is a structured coupon bond that will be compulsively terminated one the accumulated coupon breaches a pre-determined barrier. If structured coupons in a TARN are functions of some selected index interest rates, the TARN is called interest rate TARN.

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Interest Rate TARN Swap Model

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download
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
OpenAIRE UsageCountsDownloads provided by UsageCounts
0
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71
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