By altering the supply of different types of debt, the idea was to "twist" the yield curve.
改变不用种类债务的供给,目的在于“扭曲”收益率曲线。
According to its different sources, interest rate risk may be classified into repricing risk, yield curve risk, basis risk and optionality.
利率风险按照来源的不同,可以分为重新定价风险、收益率曲线风险、基准风险和期权性风险。
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。
应用推荐