- UID
- 222282
- 帖子
- 333
- 主题
- 70
- 注册时间
- 2011-7-2
- 最后登录
- 2014-6-28
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last week i was wondering how much the 10-yr increased in price given the decrease in yield the previous month. is it as simple as multiplying the decrease in yield by 10 (assuming the duration of the 10-yr treasury is 10) and ignoring all the caveats associated with duration? |
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