...是指债券到期所需要的年限,即从现在持有某种债券算起一直到该债券最后一次偿付完毕为止所需要的年份数。债券的到期收益率(Yield to Maturity)是在到期期限内债券的平均收益率,即投资者从现在开始直到债券连本带利全部收回为止所获得的平均收益率。
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债券的到期收益 (yield to maturity)指的是, 由银行支付给投资者的,使得投资者在将来能够获得该债券承诺的所有支付的唯一利率 ( 在某个特定的时间区间以此利率计算复...
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宜清淡,率,也称为「到期殖利率(Yield To Maturity,YTM)。>平溪线的随意漫步(上)这个三月天在天气还不是很炎热的时候,很适合漫步出游,因为接下来的季节就是那个游泳池人数会暴多...
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expected yield to maturity 期望的到期收益率
appropriate yield-to-maturity 预期收益率
Promised Yield to Maturity 到期收益率
expected yield-to-maturity 计算期望到期收益率
Yield to Maturity YTM 到期收益率
the yield to maturity 到期收益率
bond yield to maturity 债券到期收益率
Calculating yield to maturity and the future rate by applying bootstrap method introduced in chapter 3, then calculate probability tree and rate tree by using no arbitrage theory. The rate tree is corresponding to discount rate of each branch.
按息票剥离法,求解各期到期收益率与对应的远期利率,并依据无套利理论推算未来利率波动的概率树和利率树,求得各节点对应的贴现利率。
参考来源 - 基于二叉树模型的MBS产品定价研究·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
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。
On this basis, the authors construct yield to maturity curve and obtain regression equation of the curve through establishing a model.
在此基础上,构造了国债收益率曲线并通过建模获得了收益率曲线的回归方程。
This paper simply illustrates traditional theory of term structure of interest rate, and obtains the yield to maturity of our country 's national debt through the method of continuous compounding.
本文简单地阐述了传统的利率期限结构理论,通过连续复利的方式获得了我国国债的到期收益率。
So, I've got here a term structure; well, the term structure is the plot of yield-to-maturity against time-to-maturity.
我这有一张期限结构图,期限结构其实是,到期收益率与到期期限之间的关系图
The yield-to-maturity on an indexed bond is already in real terms because the coupons are indexed to inflation.
这种债券的到期收益率,就是实际收益率,因为票息已经被通胀指数化了
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