标题: bond volatility percentage [打印本页] 作者: Sunshine4ever 时间: 2011-7-13 16:05 标题: 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.