What is the relationship between par rates and spot rates when the yield curve is upward sloping/downward

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What is the relationship between par rates and spot rates when the yield curve is upward sloping/downward sloping?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 29, 2024 04:00 AM

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What is the relationship between par rates and spot rates when the yield curve is upward sloping/downward

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When the yield curve is upward sloping meaning longterm interest rates are higher than shortterm interest rates the relationship between par rates and ...View the full answer

Introduction To Fixed Income Analytics

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