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Estimating the U.S. Treasury Term Structure of Interest Rates
Jan 1, 1990
The term structure of interest rates is the set of interest rates applying over all possible maturities. This article will discuss the considerations and alternatives for estimating U.S. Treasury term structures. The second section will compare the concept of the Treasury term structure to the traditional Treasury yield curve. The third section will discuss the important considerations behind choosing a term structure estimation procedure and the fourth section will present estimation examples.
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