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Libor

The Money Market: Discount Factors, Libor, and Benchmark Reform

Book: Fixed Income Trading and Risk Management by Alexander Düring (ISBN 9781119756354)

Chapter 13 covers the money market: anything up to two years, plus derivatives on short rates. It’s the second biggest capital market after FX. With standard docs in place, you can raise or place cash in minutes. That speed matters everywhere else in fixed income.

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