spot curve 只是 zero coupon bond 的signle cash flow 对应maturity 的yield， 所以带表了 spot rate; spot rates are devied from the market yield curve through the stripping methods.
yield curve could be different kind ---- on the run yield curve, off the run yield curve, treasury yield curve, corportate bond yield curve, etc. |
发表于 2013-8-18 13:27
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