Leveraged Yield Calculator
Unlevered Yield (%)
Avg Life (yrs)
Advance Rate (%)
Repo Spread (bps)
Leveraged Yld (%)
Swaps
1
2
3
5
7
10
30
06-Dec-16
1.12
1.34
1.54
1.84
2.04
2.24
2.53
Interpolated Swaps:
Copyright © 2019
Dan Costin
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