Curve Building Part 2: Multicurrencies Curve Construction

Curve Building Part 2: Multicurrencies Curve ConstructionCurve Building Part 2: Multicurrencies Curve Construction

Finastra’s new Pricing and Risk Metrics Guides are designed to give you the expertise you need to understand and build curves.

Part 2 of our Linear Interest Rate Series covering Multicurrencies Curve Construction explains how to build a non-USD discount curve, which accounts for the cross-currency basis between two currencies.

Designed for traders, risk managers and professionals responsible for model validation, this guide will help you understand how to build a multicurrencies curve, improving your risk understanding.

Download our guide now for an expert perspective on curve construction and to validate your own techniques.