朱同学2023-10-29 22:33:12
rolling yield 从字面意思上看不是只包含roll down return么?
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tammy2023-10-30 09:40:33
还需要包括期间的coupon return,rolling yield=yield income(coupon的收益)+rolldown return(price appreciation return)
The sum of the coupon income and the rolldown return may be referred to as the bond’s rolling yield.
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