Hey, Matthew!
Do you work at in fixed income?
When I got my CFA charter, I was working at this little fixed income house in Newport Beach, CA: PIMCO. You may have heard of it.
Thanks, David!
I'll take a look at the references.
You're correct, of course: we can make changes to any curve we want to. But, just as we can choose to drive on the right or drive on the left, it tends to work out much better if everyone adopts the same convention.
You're also correct about...
Dear David:
I've seen your name occasionally on AnalystForum and your reputation precedes you. Recently, I was discussing key rate duration with Marc LeFebvre and he said that he had gotten many ideas on key rate duration from a video of yours, which he shared with me.
The question deals with...
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