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Year spot rate - PowerPoint PPT Presentation

International Fixed Income

International Fixed Income. Topic IA: Fixed Income Basics-Valuation January 2000. Readings. Overview of Forward Rate Analysis (Ilmanen, Salomon Brothers). Outline. I. Bond pricing basics A. The discount function B. Valuing fixed cash flows C. Yields D. Forward rates

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Year spot rate - PowerPoint PPT Presentation

International Fixed Income