LRC
Hi,
My take on this is that we can either have several yield curve or one single yield curve, which exhibit the characteristics of both LIC and LRC.
Is that accurate?
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Hi,
My take on this is that we can either have several yield curve or one single yield curve, which exhibit the characteristics of both LIC and LRC.
Is that accurate?
Comments
This means a single yield curve that will be used for both the LIC and LRC, which has the same average liquidity as a weighted average of the LIC and LRC liquidity