Recent content by Iacobus

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    A Question on Treasury Yield Spreads

    Hi everyone, Here goes my question: Consider a CMBS with a pass-through BEY of 5.58% and an average life of 11.4 years. I need to find the corresponding maturity Treasury to see its yield and calculate the spread with my CMBS. I know that the average life of a Tresury equals its stated...
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