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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) Notas sobre Untitled_5, criado por Nafisa Zahra em 11-10-2013.
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- Nafisa Zahra · out 2013
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- 19 fev 2016
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