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{
"id": "14",
"instruction_en": "Suppose we need to hold a 0.5-year AA(2) municipal investment bond. Using the model, compare the holding-period returns of the 2-year and 4-year tenors. It is known that over the next half year, the 1-year yield will rise by 2 bps, and the 5-year term spread relative to the 1-year will widen by 3 bps.",
"source_files": [
"14_src_0.xlsx"
],
"source_files_urls": [
"https://huggingface.co/datasets/FinWorkBench/Finch/resolve/main/files/14/14_src_0.xlsx"
],
"reference_outputs": {
"files": [
"14_ref_0.xlsx"
],
"text": ""
},
"reference_file_urls": [
"https://huggingface.co/datasets/FinWorkBench/Finch/resolve/main/files/14/14_ref_0.xlsx"
],
"task_type": "Financial Modeling, Calculation",
"business_type": "Predictive Modeling"
} |