What is the relationship between two nodes on a lattice: r1,H and r1,L?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:02 AM

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What is the relationship between two nodes on a lattice: r1,H and r1,L?

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In the context of a lattice the notation r1H and r1L typically represent nodes or points on the latt...View the full answer

Introduction To Fixed Income Analytics

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