France Treasury Instantaneous Forward Rate Curves
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资源简介：
French forward rate curves from October 22, 1987, through October 20, 2023. The file contains the French forward rate curves we can construct using a Svensson methodology and all available public data of French nominal government debt securities called OATs (Obligations Assimilables du Trésor) from October 22, 1987, throughOctober 20, 2023. Please consult Grishchenko, Moraux and Pakulyak (2020) for extended details on the methodology, model fit, etc.
创建时间：
2024-01-22
