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how to compute "average" term-structure

thetrystero

Joined
7/7/08
Messages
18
Points
11
hello all,
i currently have an excel model for convertible bonds but it only takes in a single number for the risk-free rate. what is the best way to deduce this single number from the term-structure for a given bond-curve?

i'm using this to re-evaluate the bond price for various parallel shocks to the curve with the goal of obtaining VaR numbers hence my desire to not just use a ball-park figure for the risk-free rate.
 
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