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Question regarding CDS fixed coupon payment period
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3
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3112
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March 7, 2022
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Question regarding carry trade with swap
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7
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2979
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March 5, 2022
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Butterfly Spread and Active Positions
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3
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2349
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March 3, 2022
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Spread measures calculations?
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3
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2078
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March 1, 2022
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CFAI Question - Reading 23 - Example 7 - Hedging with Swap/Swaptions
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4
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3922
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February 27, 2022
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Fixed income- ALM Portfolio statistics vs weighted avg (durations and ytm)
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3
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3787
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February 18, 2022
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Negative carry when financing a bond purchase in the repo market during yield curve inversion
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2
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2290
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February 6, 2022
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Yield Spread and Government Spread Comparison
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1
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3464
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February 5, 2022
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Credit strategies - EOC 30
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0
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2058
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January 29, 2022
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Rolldown return confusion
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0
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2244
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January 19, 2022
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Stable Yield Curve and Capitalize on Buy and Hold Strategy
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9
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2596
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January 20, 2022
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Rolldown Yield - with Yield change
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1
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2010
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January 13, 2022
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1
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1973
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January 13, 2022
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Duration of FRA
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5
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2904
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January 12, 2022
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Spread and Modified Duration of a Floater
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1
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2448
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December 31, 2021
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Fixed Income: Reading 19 Example 7
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0
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2086
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November 5, 2021
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Views of yields spreads -- Reading 11 - 2022 book
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2
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2225
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December 6, 2021
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Yield Curve Strategies - Why do we use effective duration while calculating returns in Yield Curve Strategies?
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3
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2035
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November 14, 2021
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Fixed Income PM: Expected return formula to use EffDur or ModDur?
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4
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2402
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November 13, 2021
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Interpolated Spreads
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0
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2347
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November 6, 2021
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BB29 -- 2022 - Credit Strategies - Fixed Income
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0
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1995
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November 3, 2021
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Empirical Duration and Modified Duration
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5
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3263
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November 2, 2021
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CDS Price use case
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3
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1976
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November 2, 2021
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Excess spread formula
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2
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3060
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October 30, 2021
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Reading 14 - Credit Strategies - EOC 3
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0
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1883
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October 29, 2021
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0
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2164
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September 30, 2021
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Fixed Asset "A convergence trade Example - 4" YIELD CURVE STRATEGIES
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0
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1959
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October 17, 2021
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Best way to measure proportional portfolio riskinesss with duration
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0
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1939
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October 18, 2021
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Fixed Income - convexity and reinvestment risk
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12
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4368
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October 27, 2021
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Reading 13 - Expected return/RDC with decomposed equation
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2
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1961
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October 26, 2021
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