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| bio | website | |
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| age | ||
| visits | member for | 1 year, 1 month |
| seen | Apr 21 '12 at 18:47 | |
| stats | profile views | 9 |
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Apr 20 |
comment |
Deriving spot rates from treasury yield curve Okay, from the link provided in your #2, when I read the yield curve I have to assume that the YTM equals the coupon rate - that is, the curve is for hypothetical instruments trading at par. If that is true, I think it gives me the piece of information I was missing. |
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Apr 20 |
comment |
Deriving spot rates from treasury yield curve In summary - I'm probably looking at the wrong data - It sounds like it would be easier to start with trading prices of treasuries, that way I know both the PV, face value and coupon rate of each instrument. I'll see if Yahoo or someone else lets me dig those out for free. |
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Apr 20 |
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Deriving spot rates from treasury yield curve It looks like, then, I do need coupon rates to go along with the published yield curve IRR rates. Is that a correct reading? |
