Transcription of Markit Interest Rate Curve XML Specification Markit ...
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Markit Interest Rate Curve XML Specification Markit ...
Markit Interest Rate Curve XML Specification 1 of 19 Confidential. Copyright 2013, Markit Group Limited. All rights reserved. Markit Interest Rate Curve XML Specifications Version Tuesday, 15 October 2013 Markit Interest Rate Curve XML Specification 2 of 19 Confidential. Copyright 2013, Markit Group Limited. All rights reserved. Document Updates ..3 Chapter 1 Introduction ..4 Standardization of the Interest Rate Curve ..4 Chapter 2 Project Overview ..5 Purpose ..5 Definition of Terms Used ..5 Chapter 3 Calculation Overview ..6 Summary of the Calculations ..6 Interest Rate Sourcing ..6 Yield Curve Calculation.
Markit Interest Rate Curve XML Specification 6 of 19 Confidential. Copyright © 2013, Markit Group Limited. All rights reserved. www.markit.com
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