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Events for August 22, 2019

9:00 am

Yield Curves and Spreads

August 22, 2019 @ 9:00 am - August 23, 2019 @ 5:00 pm
MicroTek, 180 Maiden Lane, Suite 1102 New York,NY10038United States

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 ...

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