2 of 3 people found the following review helpful
There are many books available on capital markets. The thing that usually distingiushes one from another is how accessible its content is.
This book not only provides good content but it makes the content highly accessible. There are loads of examples, diagrams and formula that helped me come to grips with market instruments. The C++ source code provided with the yield curve programme is really helpfull in gaining a practical insight into a yeild curve implementation. If you really want to understand yield curve construction its all there."