- UID
- 223386
- 帖子
- 313
- 主题
- 69
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
|
bond volatility percentage
I just found out about this bond volatility thing when using the backwardation rule for fixed income. I must have been totally dreaming the other time. Can anyone please tell me what it really means to our calculation. I have seen everything from 10 to 20%. Thanks. |
|