Sentence examples for continuous tenor from inspiring English sources
Section "Continuous tenor extension of affine LIBOR models" focuses on the continuous tenor extension of affine LIBOR models and studies the properties of interpolating functions.
Next, we will show that the extension of an affine LIBOR model from a discrete to a continuous tenor is an arbitrage-free term structure model.
Moreover, we show that the resulting continuous tenor model is arbitrage-free and belongs to the class of affine term structure models.
By introducing an interpolating function, we extend the affine LIBOR models to a continuous tenor and derive expressions for the instantaneous forward rate and the short rate.
Let Open image in new window be an interpolating function and consider the continuous tenor extension of the affine LIBOR model ({ X,mathcal {X},T_{N},u,v)}).
Let Open image in new window be a continuously differentiable interpolating function, i.e., Open image in new window, and consider the continuous tenor extension of the affine LIBOR model ({ X,mathcal {X},T_{N},u,v)}).
Then, we can find an interpolating function Open image in new window such that the continuous-tenor extended affine LIBOR model fits the given initial forward curve (tilde f).
Continuous trace, trumpet; dashed line, tenor trombone.
A trumpet + two saxes, tenor and alto + a piano + accompany of a continuous soft drumbeat = heaven.
The continuous line comes from the fundamental partial of the trumpet and the dashed line from the tenor trombone fundamental.
