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F. J. Fabozzi, and S. V. Mann (2000). Floating Rate Securities. Hoboken, NJ: John Wiley & Sons.

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D. Krgin (2002). Handbook of Global Fixed Income Calculations. Hoboken, NJ: John Wiley & Sons.

R. Piennar, and M. Choudhry (2002). Fitting the term structure of interest rates using the cubic spline methodology. In F. J. Fabozzi (ed.), Interest Rate, Term Structure, and Valuation Modeling (pp. 157–186). Hoboken, NJ: John Wiley & Sons.

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