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Yield Curves and Spreads


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Start Time :

August 22 @ 9:00 am

Finish Time :

August 23 @ 5:00 pm

Address :

180 Maiden Lane, Suite 1102 New York,NY10038United States

Event Description

  • Types of Yield Curves and Methods of Construction
    • Current coupon (on the run) yield curves – plot observed yields
    • Par bond yield curves
    • Spot rate curves – infer discount rates from prices and contract cash flows
    • Forward rates, forward rate curves and forward yield curves
    • On-the-Run U.S. Treasury Curve …