{"created":"2021-03-01T07:01:54.107807+00:00","id":42064,"links":{},"metadata":{"_buckets":{"deposit":"27ae9243-33ea-4f74-ab2b-007d6149ac98"},"_deposit":{"id":"42064","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42064"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042064","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-07","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-630","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"There are now available wide variety of swap products which exchange Libors with different currencies and tenors. Furthermore, the collateralization is becoming more and more popular due to the increased attention to the counter party credit risk. These developments require clear distinction among different type of Libors and the discounting rates. In this brief note, we will explain the method to construct the multiple swap curves consistently with all the relevant swaps with and without a collateral agreement.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf630ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"},{"subitem_text_value":"Shinsei Bank"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Fujii, Masaaki"}],"nameIdentifiers":[{"nameIdentifier":"96798","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Yasufumi, Shimada"}],"nameIdentifiers":[{"nameIdentifier":"96799","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Akihiko, Takahashi"}],"nameIdentifiers":[{"nameIdentifier":"96800","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Libor","subitem_subject_scheme":"Other"},{"subitem_subject":"swap","subitem_subject_scheme":"Other"},{"subitem_subject":"tenor","subitem_subject_scheme":"Other"},{"subitem_subject":"yield curve","subitem_subject_scheme":"Other"},{"subitem_subject":"collateral","subitem_subject_scheme":"Other"},{"subitem_subject":"overnight index swap","subitem_subject_scheme":"Other"},{"subitem_subject":"cross currency","subitem_subject_scheme":"Other"},{"subitem_subject":"basis spread","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"A Note on Construction of Multiple Swap Curves with and without Collateral","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A Note on Construction of Multiple Swap Curves with and without Collateral"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42064","relation_version_is_last":true,"title":["A Note on Construction of Multiple Swap Curves with and without Collateral"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:22.131135+00:00"}