Yield Curve

Discussion in 'Fixed Income (P1.T4 or P2.T5)' started by vwsteven, Feb 12, 2012.

  1. vwsteven

    vwsteven New Member

    Hello all,

    I'm having difficulty finding an answer to the following questions about yield curves:

    1. Does a steep yield curve offer arbitrage opportunities?
    2. Does a parallel yield curve shift before t=1 change the value of a swap agreement.

    Thanks for any help!!

Share This Page