- CFA Exams
- CFA Exam: Level II 2021
- Study Session 12. Fixed Income (1)
- Reading 32. The Term Structure and Interest Rate Dynamics
- Subject 4. The Swap Curve (LIBOR Curve)
CFA Practice Question
The chief reference curves in fixed-income valuation are:
II. Government yield-to-maturities.
III. Swap rate curves.
I. Government spot curves.
II. Government yield-to-maturities.
III. Swap rate curves.
Correct Answer: I and III
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