来自：CFA > 2026 Level Ⅲ > Portfolio Management Pathway > Learning Module 5 Yield Curve Strategies 2025-11-23 17:56
The greatest loss happens when the yield-curve move goes against the trade’s direction.
A duration-neutral flattening trade means:
Long the long end (10-year)
Short the short end (2-year)
Net duration ≈ zero
Profit if the spread between 10
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