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Find the 2year discount factor: A 1-year Tbill is priced at $0.98 and 2-year coupon bond is priced at $102 with a 2% coupon that
Find the 2year discount factor:
A 1-year Tbill is priced at $0.98 and 2-year coupon bond is priced at $102 with a 2% coupon that pays ANNUALLY
- Find the 2-year discount factor for the purpose of building a spot curve.
- Calcuate the spot rates for each
Find the 2year discount factor:
A 1-year Tbill is priced at $0.98 and 2-year coupon bond is priced at $102 with a 2% coupon that pays ANNUALLY
* Find the 2-year discount factor for the purpose of building a spot curve.
* Calcuate the spot rates for each
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Public Finance
Authors: Richard W. Tresch
4th Edition
0128228644, 978-0128228647
