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Yield curve- plotting the yield to maturity against the time to maturity. The pure yield curve describes the relationship between YTM and time to maturity for zero coupon treasuries
The forward rate is an 'estimate' of the future short rate in year t.
Assuming interest rate certainty an investor will expect the same payoff investing in a 1-year bond and investing in a 2 year bond and selling after 1 year.
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- University Investments (Yield Curves and Bond Portfolios) Notiz am Untitled_5, erstellt von Nafisa Zahra am 11/10/2013.
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- Nafisa Zahra
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