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来自:FRM > 一级 > Financial Markets and Products 2020-11-17 21:38
老师,关于key rate01的abc选项可以解释一下吗 讲义里面没有提及到
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liuxuyao    2020-11-18 09:24

致精进的你:

同学,The sum of key rate ' 01s is equal to a parallel shift in the par curve, not in the flat yield to maturity;The sum of all forward bucket ' 01 shifts is equal to shifting the entire forward curve by 1 basis point,记住就好哈

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