There are two kinds of methods for deduction of zero coupon bond yield curve: direct method and indirect method.
直接法和间接法是零息票债券收益率曲线推导的两种方法。
Term structure of interest rate, which is also called the yield curve, plots a set of yield to maturity of the zero-coupon bonds with different maturities.
利率期限结构,又称为收益率曲线,是指在某个时点上不同期限的零息债券到期收益率所组成的一条曲线。
Term structure of interest rate, which is also called the yield curve, plots a set of yield to maturity of the zero-coupon bonds with different maturities.
利率期限结构,又称为收益率曲线,是指在某个时点上不同期限的零息债券到期收益率所组成的一条曲线。
应用推荐