USD Swap Curve Bootstrap (OIS + 3M LIBOR) — Debug and Fix
USD Swap Curve Bootstrap (OIS + 3M LIBOR) — Debug and Fix: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). A colleague wrote a Python bootstrapper ( /app/data/template.py ) for a dual-curve USD swap curve build plus a small swap valuation. It is supposed to:
The task
A colleague wrote a Python bootstrapper (`/app/data/template.py`) for a dual-curve USD swap curve build plus a small swap valuation. It is supposed to:
Part of codeslord/skilltrainbench-public.