RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (4)

P t , τ = E t * [ exp ( t t + τ r s d s ) ] MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiuamaaBaaaleaacaWG0bGaaiilaiabes8a0bqabaGccqGH9aqpcaqGjbGaaeyramaaDaaaleaacaWG0baabaGaaiOkaaaakmaadmaabaGaciyzaiaacIhacaGGWbWaaeWaaeaacqGHsisldaWdXaqaaiaadkhadaWgaaWcbaGaam4CaaqabaGccaqGKbGaam4CaaWcbaGaamiDaaqaaiaadshacqGHRaWkcqaHepaDa0Gaey4kIipaaOGaayjkaiaawMcaaaGaay5waiaaw2faaaaa@50F8@