key rate
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Example Tuckman 2011, page 156, Compute Key-Rate 01...
Hello everyone I watched David Harper's videos on Key Rate 01, but he uses spot rates, not par rates like in the example of Tuckman. I have problems understanding that example, maybe someone is kind enough to enlighten me a little? 1. Why are par rates used as key rates and not spot rates? Is...- NoPasaran
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- duration example interpretation key rate par curve spot curve tuckman
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- Forum: P1.T4. Valuation & Risk Models (30%)