Hi Fosco,
Thank you. I will look at that again.
However, please note that I did some study finding 1/yr rates and they seem to be quite high in the current literature. High 90's in some cases...
I don't have the link handy... but something like Malaysia... had in the way high 90's at 1/yr.
So it seemed to me that the curve here actually goes the other way.
But, this is not what I do for a living.
Oh... another feature... is the date drives, there is another "curve"
So I interact with this, it is not static... if that makes sense
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