What Treasury issues can be used to construct the theoretical spot rate curve?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:27 AM

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When all Treasury issues are used to construct the theoretical spot rate curve, what methodology is used to construct the curve?
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What Treasury issues can be used to construct the theoretical spot rate curve?

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A defaultfree theoretical spot rate curve can be constructed from the yiel...View the full answer

Bond Markets Analysis and Strategies

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