A Note on Arbitrary Yield Curve Reshaping Sensitivities Using Key Rate Durations
| Year of publication: |
1997
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|---|---|
| Authors: | Phoa, Wesley ; Shearer, Michael |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 7.1997, 3, p. 67-71
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