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      <title><![CDATA[Basic Building Blocks of Yield Curve Smoothing, Part 7: Quadratic Forward Rate Splines and Related Yields versus Nelson-Siegel]]></title>
      <link>http://kamakuraco.com/Company/ExecutiveProfiles/DonaldRvanDeventerPhD/KamakuraBlog/tabid/231/EntryId/161/Basic-Building-Blocks-of-Yield-Curve-Smoothing-Part-7-Quadratic-Forward-Rate-Splines-and-Related-Yields-versus-Nelson-Siegel.aspx</link>
      <description><![CDATA[<p>In this post we take a logical step forward from Example D in part 6 of this series, where we used quadratic splines to fit yields. The result of that exercise was two insights.&nbsp; Fir ...]]></description>
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