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The Role of Interest Rate Swaps in Corporate Finance

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In March 1997 the Bank started conducting daily money market operations in gilt repo. Since this date we have used GC repo data to estimate the short end of the nominal yield curve, and so the short end of the nominal curve is provided down to very short maturities after this date. No corresponding instrument is available to help model the short end of the real yield curve. Since implied inflation rates are calculated as the difference of the nominal and real curves, an absence of either real or nominal interest rate data at a given maturity implies an absence of corresponding implied.

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