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  1. C

    Fixed income mapping

    Thanks for the clarification @David Harper CFA FRM Cheers Collen
  2. C

    Fixed income mapping

    Hi @David Harper CFA FRM What I understand is that, for duration mapping, the portfolio is replaced by a zero-coupon bond with maturity = duration of the portfolio. My question is; how did you obtain a modified duration of 2.885 years for the portfolio consisting of 2 COUPON bonds in...
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