Based on the bond market of China, the interest rate sensitivity measurement for fixed and floating rate bonds are studied in this paper. The approaches used are Duration and Convexity respectively.
基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量:久期和凸性。
There are many types of bonds, the most common of which are fixed rate bonds and floating rate notes (FRNs).
债券有多种,最常见的有固定利率债券和浮动利率债券(FRN)。
They cover foreign exchange, currency options, money market transactions, bonds, floating rate notes, Eurodollar CDs, …
负责外汇交易,货币期权,货币市场交易,债券,流动利息票据,欧元CD……
They cover foreign exchange, currency options, money market transactions, bonds, floating rate notes, Eurodollar CDs, …
负责外汇交易,货币期权,货币市场交易,债券,流动利息票据,欧元CD……
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