Treasury Benchmark Curve
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25.09.2021
Co-author
Affiliation
BMO
Main category
Economics (Finance)
Abstract
Treasury curve or treasury benchmark curve is the term structures of treasury bill/bond prices vs maturities. The two major types of marketable securities issued by government are treasury bills and treasury bonds.
Further information
Further reading
https://ia801507.us.archive.org/7/items/fi-treasury-curve-11/FiTreasuryCurve-11.pdf
Language
English
DOI
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