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标题: L3--请教:关于yield spread [打印本页]

作者: diane-yang    时间: 2011-5-17 18:01     标题: L3--请教:关于yield spread

bond yield in country A = Ab   Treasury yield in country A = AT

bond yield in country B = Bb   Treasury yield in country B = BT

 

请问: yield spread between the two bonds = Ab-Bb or (Ab-AT)-(Bb-BT)?






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