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Treasury STRIPS

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P-STRIPS and C-STRIPS are popular because: 1. They can be combined or re-constructed into any required sequence of cash flows, and 2. They are more sensitive to interest rates (i.e., higher duration) than coupon-bearing bonds (all other things being equal).

Author: bionicturtledotcom
Length: 03:55
Views: 1526
Tags: Excel  Finance  Quant  

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