PEMODELAN KURVA IMBAL HASIL OBLIGASI KORPORASI RATING AA DAN A DENGAN NELSON SIEGEL SVENSSON DAN CUBIC SPLINE SMOOTHING
Bond is one of commercial instrument that influence economic sector in Indonesia. Bond transaction can't be made in the market directly, but it has been traded through securities. On average, there are only few bond transactions with the various market prices. Benchmarking is, therefore, needed...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2009-09-01
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| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/463 |