其次,阐述国债利率期限结构理论和收益率曲线模型;
Secondly, the theory of interest rate term structure is explicated and the model of profit rate curve is established;
对我国国债利率期限结构的实证研究是论文的主要部分。
The main part of this paper is the empirical research of Chinese bonds' interest-rate term structure.
国债利率期限结构,即指国债收益率与到期期限的关系,也称为国债收益率曲线。
Treasury notes term structure of interest rate, that is the yield of Treasury notes with expire the relation of the term, also be called the yield curve of Treasury notes.
文章利用指数样条法估计出我国上交所国债的利率期限结构,对其进行静态的分析,得到上交所国债利率期限结构统计特征。
By using exponential Splines model, we estimate the bond's term structure of Shanghai stock exchange, then we have a static analysis to it and obtain the statistical feature of term structure.
同时,根据我国国债利率期限结构的形状和特点,用传统的利率期限结构理论对其进行理论说明,并指出国债产品设计与定价上的问题与改进建议。
Meanwhile, in the light of the shape and features of term structure of interest rate of China's national debt, the authors illustrate it with traditional theory of term struc...
一年期国债利率的期限结构图,现在没有了,但你们看过了,一年期和两年期的国债利率。
I showed you a one-year Treasury bill rate for right now — that's not right now, but you can see I have a one-year and a two-year Treasury bill rate.
一年期国债利率的期限结构图,现在没有了,但你们看过了,一年期和两年期的国债利率。
I showed you a one-year Treasury bill rate for right now — that's not right now, but you can see I have a one-year and a two-year Treasury bill rate.
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