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Presentation . 2022
License: CC BY
Data sources: Datacite
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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Other literature type . 2022
License: CC BY
Data sources: ZENODO
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Municipal Bond Option Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 06 Jun 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.6617863 , 10.5281/zenodo.6617864

Municipal Bond Option Model

Abstract

Municipal Bond Options are European-style vanilla options on coupon bonds. The Municipal Bond Option Pricing Model is used for daily calculations of P&L and risk numbers. These options are of vanilla European type. Black’s model (Black-76 model) is applied in the bond option pricing model. The discount curve is composed of a set of short tern rates, LIBORs up to two years and a set of medium to long term (2 years – 30 years) AAA yields with linear interpolation.

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Municipal Bond Option Model

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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!
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