It has been 10 years since Marc published the first edition of his book Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation. He is now preparing a new edition as announced on his personal blog:
https://multi-curve-framework.blogspot.com/2024/04/multi-curve-book-new-version-in-progress.html
As a preview of the book, we have created a new page on muRisQ Advisory site with the content of the "convention" appendix.
The page is available at: