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Unformatted text preview: I n-class Exe rcise7
• • • • • • What is yie to m ld aturity? What is a yie curve ld ? What is im d forward rate plie ? What is par coupon? Givean e pleof inte st rateforward. xam re What is thefair inte st rateof a FRA? re • • • • What is duration? What is m odifie duration? d What is Macaulay duration? Why do wehavetheissueof theche st to ape de r in T-bond future live s? ...
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- Winter '08