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5#
 
 
发表于 2011-7-13 13:42
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1) You didn't phrase correctly, we all thought you meant nominal rate (i.e. real rate + inflation = nominal rate).  
 
2) No it does not take prepayment into consideration. That is the whole weakness of the nominal spread--it does not remove or take any consideration of prepayment risk within the spread. |   
 
 
 
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