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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 (Yield Curves and Bond Portfolios) Investments Apunte sobre Untitled_5, creado por Nafisa Zahra el 11/10/2013.
- Creado por
- Nafisa Zahra · oct 2013
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- 19 feb 2016
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