单一期限的转手证券只有一个收益率,处于国债收益率曲线(Treasury yield curve) 最右端(30年期限)。而现金流被划分成不同期限后,可以 按照国债收益率曲线的形状确定出不同的收益率水平。
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短期利率处于目前水平,同期比将很难引起国债收益率曲线反转。
It would be tough to trigger an inversion of the government yield curve, with short rates at this level.
国债市场的运行效率必然会反映在国债收益率曲线上。
The efficiency of treasure bond market will act on the yield-curve of treasure bond necessarily.
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。
On this basis, the authors construct yield to maturity curve and obtain regression equation of the curve through establishing a model.
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