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Basic Question 3 of 5
The Treasury par curve is named because ______
B. spot rates cannot be calculated at non-par values.
C. on-the-run Treasuries are coupon-adjusted to sell at par.
A. Treasuries are only sold at par.
B. spot rates cannot be calculated at non-par values.
C. on-the-run Treasuries are coupon-adjusted to sell at par.
User Contributed Comments 2
| User | Comment |
|---|---|
| ehc0791 | Can some one explain how the OTR treasuries are coupon-adjusted to par ? I work in fixed income for 5 years, the all the risk calculation is done on swap curve which is par but not in treasury credit. |
| hoyleng | check out the OTR defination. hope it helps. |
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Martin Rockenfeldt
Learning Outcome Statements
define spot rates and the spot curve, and calculate the price of a bond using spot rates
CFA® 2024 Level I Curriculum, Volume 4, Module 9.