N nxt7 May 1, 2016 #1 Which one of the 3 yields is commonly used in calculations such as the benchmark for the risk free rate?
Which one of the 3 yields is commonly used in calculations such as the benchmark for the risk free rate?
M Martinghoul May 1, 2016 #2 Classically, it used to be par yield. However, given the current state of affairs, it's not even clear that using treasuries is the correct approach.
Classically, it used to be par yield. However, given the current state of affairs, it's not even clear that using treasuries is the correct approach.
N nxt7 May 1, 2016 #3 Martinghoul said: given the current state of affairs it's not even clear that using treasuries is the correct approach. More... What do you mean by that?
Martinghoul said: given the current state of affairs it's not even clear that using treasuries is the correct approach. More... What do you mean by that?
M Martinghoul May 1, 2016 #4 nxt7 said: What do you mean by that? More... Here's a good summary: http://www.pimco.co.uk/EN/Insights/Pages/Finding-Sea-Level-for-Interest-Rates.aspx
nxt7 said: What do you mean by that? More... Here's a good summary: http://www.pimco.co.uk/EN/Insights/Pages/Finding-Sea-Level-for-Interest-Rates.aspx
