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Meaning / Definition of

Interpolated Yield Curve (I Curve)

Categories: Bonds and Treasuries,

yield curve that is determined using treasuries that are on-the-run. Since these treasuries only have specific maturities, the yield of those that are located between the on-the-run treasuries needs to be interpolated. Can be determined by regressions or via bootstrapping.

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Definition / Meaning of

Option Backdating

Categories: Insurance,

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