interest-rate-buckets
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P1.T4.24.17. Interest Rate Buckets and Duration of Forward Buckets
Learning Objectives: Describe an interest rate bucketing approach, define forward bucket 01, and compare forward bucket 01s to KR01s. Calculate the corresponding duration measure given a KR01 or forward bucket 01. 24.17.1. An investment analyst is calculating the forward bucket 01 of a bond...- Nicole Seaman
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