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Carry and Roll-Down on a Yield Curve using R code

By A Mystery Man Writer

lt;div style = "width:60%; display: inline-block; float:left; "> This post shows how to calculate a carry and roll-down on a yield curve using R. In the fixed income, the carry is a current YTM like a dividend yield in stock. But unlike stocks, even though market conditions remain constant over time, the r</div><div style = "width: 40%; display: inline-block; float:right;"><img src=

Carry and Roll-Down on a Yield Curve using R code

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