{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2015:2HLP2MAQLP73SULUGX6GN66BXK","short_pith_number":"pith:2HLP2MAQ","schema_version":"1.0","canonical_sha256":"d1d6fd30105bffb9517435fc66fbc1ba916e2b1fecfdf8dde2766a9cf3c5e1fe","source":{"kind":"arxiv","id":"1508.06339","version":2},"attestation_state":"computed","paper":{"title":"A General Framework for the Benchmark pricing in a Fully Collateralized Market","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.PR","authors_text":"Akihiko Takahashi, Masaaki Fujii","submitted_at":"2015-08-26T01:28:44Z","abstract_excerpt":"Collateralization with daily margining has become a new standard in the post-crisis market. Although there appeared vast literature on a so-called multi-curve framework, a complete picture of a multi-currency setup with cross-currency basis can be rarely found since our initial attempts. This work gives its extension regarding a general framework of interest rates in a fully collateralized market. It gives a new formulation of the currency funding spread which is better suited for the general dependence. In the last half, it develops a discretization of the HJM framework with a fixed tenor str"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1508.06339","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2015-08-26T01:28:44Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"b8284ace4d796dc4e0d363e2cc00b5df89f0f069b7848aa15aca42f689fb6042","abstract_canon_sha256":"c1546eed9b7cc395b716a85cd1982eb6eeb3ddb419b36b252a7ae951103133f4"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:33:51.210984Z","signature_b64":"fiuzIKPHP5iWtzAAG0S2l8u4FOzlEUfPqidA/SqbqMAXf4qyvPb+CXQnLTAQmZvD6eD9u6grUh4gm4+BMuSJCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"d1d6fd30105bffb9517435fc66fbc1ba916e2b1fecfdf8dde2766a9cf3c5e1fe","last_reissued_at":"2026-05-18T01:33:51.210292Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:33:51.210292Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"A General Framework for the Benchmark pricing in a Fully Collateralized Market","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.PR","authors_text":"Akihiko Takahashi, Masaaki Fujii","submitted_at":"2015-08-26T01:28:44Z","abstract_excerpt":"Collateralization with daily margining has become a new standard in the post-crisis market. Although there appeared vast literature on a so-called multi-curve framework, a complete picture of a multi-currency setup with cross-currency basis can be rarely found since our initial attempts. This work gives its extension regarding a general framework of interest rates in a fully collateralized market. It gives a new formulation of the currency funding spread which is better suited for the general dependence. In the last half, it develops a discretization of the HJM framework with a fixed tenor str"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1508.06339","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1508.06339","created_at":"2026-05-18T01:33:51.210413+00:00"},{"alias_kind":"arxiv_version","alias_value":"1508.06339v2","created_at":"2026-05-18T01:33:51.210413+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1508.06339","created_at":"2026-05-18T01:33:51.210413+00:00"},{"alias_kind":"pith_short_12","alias_value":"2HLP2MAQLP73","created_at":"2026-05-18T12:28:59.999130+00:00"},{"alias_kind":"pith_short_16","alias_value":"2HLP2MAQLP73SULU","created_at":"2026-05-18T12:28:59.999130+00:00"},{"alias_kind":"pith_short_8","alias_value":"2HLP2MAQ","created_at":"2026-05-18T12:28:59.999130+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK","json":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK.json","graph_json":"https://pith.science/api/pith-number/2HLP2MAQLP73SULUGX6GN66BXK/graph.json","events_json":"https://pith.science/api/pith-number/2HLP2MAQLP73SULUGX6GN66BXK/events.json","paper":"https://pith.science/paper/2HLP2MAQ"},"agent_actions":{"view_html":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK","download_json":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK.json","view_paper":"https://pith.science/paper/2HLP2MAQ","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1508.06339&json=true","fetch_graph":"https://pith.science/api/pith-number/2HLP2MAQLP73SULUGX6GN66BXK/graph.json","fetch_events":"https://pith.science/api/pith-number/2HLP2MAQLP73SULUGX6GN66BXK/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK/action/timestamp_anchor","attest_storage":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK/action/storage_attestation","attest_author":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK/action/author_attestation","sign_citation":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK/action/citation_signature","submit_replication":"https://pith.science/pith/2HLP2MAQLP73SULUGX6GN66BXK/action/replication_record"}},"created_at":"2026-05-18T01:33:51.210413+00:00","updated_at":"2026-05-18T01:33:51.210413+00:00"}