专业释义英英释义
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到期收益率 - 引用次数：21
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产品定价研究到期日收益率全期收益率期末收益到期收益到期孳息率
·2,447,543篇论文数据，部分数据来源于NoteExpress
Yield to maturity
- abstract: The Yield to maturity (YTM), book yield or redemption yield of a bond or other fixed-interest security, such as gilts, is the internal rate of return (IRR, overall interest rate) earned by an investor who buys the bond today at the market price, assuming that the bond will be held until maturity, and that all coupon and principal payments will be made on schedule. Yield to maturity is simply the discount rate at which the sum of all future cash flows from the bond (coupons and principal) is equal to the price of the bond.
以上来源于: WordNet
双语例句原声例句权威例句
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Doing this will have a similar result to the yield to maturity when bonds are bought at premiums or discounts.
这样做，将有一个到期收益率，债券溢价或折价购买时类似的结果。
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If the bond was purchased at a premium (above par), then your overall yield to maturity will be lower than your stated coupon rate.
如果债券溢价(高于票面价值)购买的，那么你的整体到期收益率将低于您说的票面利率。
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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。
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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
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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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