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Change in Curve in Financial Formulas
Change in Curve refers to movements or shifts in the yield curve, which is a graphical representation of the relationship between interest rates and different maturities of debt securities. And is denoted by ΔC.
Financial formulas that make use of Change in Curve
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x
Effective Convexity
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FAQ
What is the Change in Curve?
Change in Curve refers to movements or shifts in the yield curve, which is a graphical representation of the relationship between interest rates and different maturities of debt securities.
Can the Change in Curve be negative?
{YesorNo}, the Change in Curve, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.
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