For example, as a preparer or user, knowing that a zero-coupon bond matures in 10 years, how do you use the implicit interest rate to compute the periodic interest expense?
例如，无论你是制作者或是使用者，要是你知道一个零票息债券10年内到期，你会如何利用隐含利率去计算出每期间的利息支出呢？
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。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。
应用推荐