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- Calculate the single-period scaling factor adjustments using the above previously calculated components:
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- Calculate the single-period scaling factors:
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- Calculate the single-period fixed income attribution factors across the segments. Superscript A is introduced simply to note an arithmetic style of attribution is being smoothed:
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- Multiply each single-period attribution factor times the single-period scaling factors:
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- Calculate multi-period attribution statistics and add the single-period attribution factors to form the multi-period attribution factors:
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