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Line 1: {{Multiple issues\|{{expert\|date=December 2012\|reason=Confirmation, details on the Affine Term Structure Model.}}}} An '''affine term structure model''' is a financial model that relates [[zero coupon bond]] prices (i.e. the discount curve) to a [[spot rate ~~model~~]] model. It is particularly useful for ''inverting the yield curve'' – the process of determining spot rate model inputs from observable bond market data. == Background ==

Affine term structure model: Difference between revisions