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Zero Yield Curves |
The RiskEye Zero Curves are generated using a sophisticated analysis of all Government Bonds in the market. The system uses an iterative procedure to identify illiquid and mis-priced bonds which are progressively rejected from the yield curve input of bonds as the yield curve takes shape. The graphs are time stamped in GMT and uses as far as possible the latest information. Please note that separate zero curves appear for Euroland currencies in spite of monetary union. Monetary union has lead to the same interest rates for the intra year term. |
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