楼主: zxr0117
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求问怎么用short rate算spot rate? |
高中生 22%
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回帖推荐Chemist_MZ 发表于3楼 查看完整内容 In this case, you can not only determine the 10 year bond's price but 1-9. After you get these prices you can calculate the spot rate.
Its only a brief idea, you can try.
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