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  1. erp erp Public

    R implementation of the US equity risk premium derived from the futures contracts linked to the S&P 500 Annual Dividend Index and the net buybacks, forecast as a percentage of the consensus S&P 500…

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    R template inteded for fitting a spot yield curve (six-parameter Svensson method) and for the subsequent conversion to a par curve, leveraging packages termstrc and yieldcurves, supplemented by a P…

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    Python implementation of Barclays methodology adjusting inflation-indexed bond prices for seasonality and deflation floor factors, imperative for relative value analysis

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