The2ndeditionofthissuccessfulbookhasseveralnewfeatures.ThecalibrationdiscussionofthebasicLIBORmarketmodelhasbeenenrichedconsiderably,withananalysisoftheimpactoftheswaptionsinterpolationtechniqueandoftheexogenousinstantaneouscorrelationonthecalibrationoutputs.Adiscussionofhistoricalest