Theoretical Spot Rate Curve

Theoretical Spot Rate Curve
It is the curve created as a theoretical exercise, in application to the yields of real traded debt instruments of the Treasury. This is a theoretical exercise, as there does not exist any zero-coupon debt issued by Treasury for a period greater than 1 year. This curve is a representation of the interest rates term structure, just like in the yield curve.

Random Finance Terms for the Letter T

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  5. Thin Market

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