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Implied forward curve

Statistics, Implied forward curve

Spot yield curve | Implied forward curve


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The content of this website section is made available by the National Bank of Slovakia for public information purposes only. It is not intended to be used for calculating price/yield quotations, identifying trading opportunities or as the basis for any other form of advice regarding the pricing of financial assets or identifying investment opportunities.

The National Bank of Slovakia aims to keep the content of this website section current and accurate, taking reasonable measures to update this site every Monday. An update may however be occasionally delayed due to public holidays.

The National Bank of Slovakia acknowledges some persistent inaccuracies in the estimated values, which originate from lower liquidity of the sovereign bond market in Slovakia, limited number of traded securities, which induces limited price observations that enter the calculation. Inaccuracies due to the above factors can accumulate up to 30 basis points on average. Values corresponding to the short end of the yield curve (maturity of less than 2 years) may be subject to higher than estimated errors. (please read further about testing inaccuracies of the market in the Analytical note from 6th of june 2017).

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Last updated on 28 May 2024