bapswarrior

Well if this is just a case study and one question, yeah, just trade the discrepancy on the first curve. You’re company says the 10yr should be  yielding 200bps, you see it at 171bps on the first curve. So sell the 10 yr on the first curve, etc. or if it’s the shape of the curve, it’s probably just go long the steepener or flattener type of question.