RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (A4)
d
(
1
365
)
=
∑
k
=
1
D
λ
k
f
k
(
1
365
)
=
1
1
+
1
365
r
100
.
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamizaiaacIcadaWcaaqaaiaaigdaaeaacaaIZaGaaGOnaiaaiwdaaaGaaiykaiabg2da9maaqahabaGaeq4UdW2aaSbaaSqaaiaadUgaaeqaaOGaamOzamaaBaaaleaacaWGRbaabeaakiaacIcadaWcaaqaaiaaigdaaeaacaaIZaGaaGOnaiaaiwdaaaGaaiykaaWcbaGaam4Aaiabg2da9iaaigdaaeaacaWGebaaniabggHiLdGccqGH9aqpdaWcaaqaaiaaigdaaeaacaaIXaGaey4kaSYaaSqaaSqaaiaaigdaaeaacaaIZaGaaGOnaiaaiwdaaaGcdaWcbaWcbaGaamOCaaqaaiaaigdacaaIWaGaaGimaaaaaaGccaGGUaaaaa@55DD@