Excel Exhibit
Can you please provide a link for the excel exhibit mentioned in the Wiki Article for the duration paper?
It looks like you're new here. If you want to get involved, click one of these buttons!
Can you please provide a link for the excel exhibit mentioned in the Wiki Article for the duration paper?
Comments
Here you go
When we calculated the Effective duration in App C Sh3 - ARC
Did we have to use effective duration? Does the ARC calculation have to use effective duration? or could we have used modified duration?
Also what does LRECC stand for?
Thanks in advance?
You can use either if not specified. If specified then you have no choice ofc. LRECC = Loss Recovery Component