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To: fyodor_ who wrote (32352)3/20/2001 4:27:55 PM
From: AK2004Respond to of 275872
 
fyodor_
while less likely than "regular" shaped curves the iyc are not that uncommon nor odd. "regular" shapes are more common because of the extra spread over short term rate for longer maturities to compensate for extra interest rate sensitivity (duration).
Regards
-Albert