Fixed Income Formulae Flashcards
1
Q
Levered fixed income portfolio return
A
2
Q
Decomposition of fixed income returns
A
3
Q
butterfly spread
A
= -(short-term yield)+ (2*Medium-term yield) - long term yield
Levered fixed income portfolio return
Decomposition of fixed income returns
butterfly spread
= -(short-term yield)+ (2*Medium-term yield) - long term yield