Yield Curve - Homework Solutions
www.paperalfa.com
Discover more from Paper Alfa - Macro & More
Exploring the world of macro through a practical and philosophical lens. The posts scan current macro narratives and aim to help educate readers on various subjects in a simple-to-read style.
Over 1,000 subscribers
Continue reading
In the last instalment of Paper Alfa’s Yield Curve framework, I offered some light “homework” for you to familiarize yourself with the concept. I hope it worked!
Below are the solutions for the various other yield curves, carry and flattening needed to offset the carry.
Enjoy!
Paper Alfa
