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Historically, three types of shapes have been observed for the yield curve.
The relative change in the yield for each treasury maturity is known as a shift in the yield curve.
Litterman and Scheinkman discussed three factors which explained historical returns. These factors are - changes in the level of rates, changes in the slope of the yield curve, and changes in the curvature of the yield curve.
On-the-run treasury issues are the most recently auctioned issues of a given maturity. They include different T-Bills, T-Notes and T-Bonds.
The two important theories related to the shapes of the yield curve are - expectations theory and market segmentation theory.
It is the number that tells how many common stocks (or preference stocks) will the bondholder receive at the time of conversion. It is usually constant over
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