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Spot rate curve

    0.01 sec.
Spot rate curve
The graphical depiction of the relationship between the spot rates and maturity.


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Estimating the FNMA Instantaneous Default Risk Premium To calculate C(t) in Equation (7), apply the Vasicek-Fong |20~ procedure to obtain both the FNMA and on-the-run Treasury term structures, which are represented by the spot rate curves |Mathematical Expression Omitted~ and |Mathematical Expression Omitted~, respectively.
 
 
 
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