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CONVEXITY ADJUSTMENT FOR CONSTANT …

CONVEXITY ADJUSTMENT FOR CONSTANT

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Coleman - CMS/CMT convexity 2 The result is the convexity-adjusted PV of the instrument. The convexity adjustment can be measured on a reset-by-reset basis as a spread equal to the difference between the adjusted

  Constant, Adjustment, Convexity adjustment for constant, Convexity

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