Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A General Framework for the Benchmark pricing in a Fully Collateralized
  Market   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 structure,
which makes it implementable as a traditional Market Model.

20
The categories of this paper are: acc-phys
22
The categories of this paper are: chao-dyn
0
The categories of this paper are: hep-ph
19
The categories of this paper are: eess
23
The categories of this paper are: solv-int
32
The categories of this paper are: atom-ph
29
The categories of this paper are: funct-an
27
The categories of this paper are: comp-gas
10
The categories of this paper are: q-bio
11
The categories of this paper are: hep-lat
31
The categories of this paper are: ao-sci
16
The categories of this paper are: stat
1
The categories of this paper are: cs
33
The categories of this paper are: plasm-ph
8
The categories of this paper are: hep-ex
7
The categories of this paper are: hep-th