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I just had a question regarding how key rate durations are calculated in practise. I Know it involves changing the key rates and calculating new bond prices. But how are these new bond prices calculated when there are less key rates then bond payments.

For example using key rate durations of 5y, 2y, 10y, 30y how can we calculate the key rate durations of a 30yr bond when pricing the bond requires knowing the spot rates from now to year 30 in order to properly discoun cash flows?

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