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Sherry Xie2021-04-25 12:00:44
Sherry Xie同学你好，
The credit spread is equal to the yield to matu- rity on the VraiRive bond minus the yield to maturity on the three- year benchmark bond (which is 5.0000%). Based on its fair value of 96.2640, the VraiRive bond´s yield to maturity (YTM) is 6.4082%。 所以5%是benchmark rate，看一下解释哈~
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