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IDENTIFICATION Yield curve which occurs due to the perception of long-term investors that interest rates will decline in the future as brought about by inflation?
IDENTIFICATION
Yield curve which occurs due to the perception of long-term investors that interest rates will decline in the future as brought about by inflation?
If yield changes by a constant basis-point, the change in the bond price is larger when the yields are at a lower level.
a type of duration that considers bonds that have embedded options
the measure of the curvature in the relationship between a bonds yield and its price which illustrates how bond duration may change as as interest rates change
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