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1 yr forward rates - PowerPoint PPT Presentation

Term Structure of Interest Rates

Term Structure of Interest Rates. The yield curve is a graph that displays therelationship between yield and maturity Information on expected future short term rates can be implied from yield curve Three major theories are proposed to explain the observed yield curve. Yields. Upward Sloping.

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1 yr forward rates - PowerPoint PPT Presentation

Term Structure of Interest Rates