| 1. | A nonparallel shift in the yield curve involving the height of the curve 是指收益曲线隆起或弯曲的变化程度。 |
| 2. | Yield curve swap 收益曲线掉期 |
| 3. | Then the paper analyses the income of credit and draws the income curve of credit 然后对信用的收益进行分析,得出信用的收益曲线。 |
| 4. | These bonds provide benchmark yield curves for the reference of the market and represent additional investment options 这些债券有助提供基准收益曲线供市场参考,提供更多投资选择。 |
| 5. | These bonds provide benchmark yield curves for the reference of the market and represent additional investment options 这些债券有助提供基准收益曲线供市场参考,提供更多投资选择。 |
| 6. | The interest rate risk is classified into embedded risk , reprcing risk , yield curve risk and basis risk 利率风险主要包括潜在选择权风险、重新定价风险、收益曲线风险和基本点风险四种形式。 |
| 7. | The slope of the yield curve ( equivalently , the term structure ) tells us what financial markets expect to happen to short - term interest rates in the future 收益曲线的斜率(等于期间结构) ,这表明:金融市场在短期利率方面将会发生怎么样的变化。 |
| 8. | When there is uncertainty about costs and benefits , any of these mechanisms can be preferable , depending on the shapes of the marginal social cost and marginal benefit curves 当成本和收益不确定时,任何这些机制都可能是完美的,这取决于边际社会成本和边际收益曲线的形式。 |
| 9. | A downward - slope yield curve implies that the market expects a decrease in short - term rates ; an upward - sloping yield curve implies that the market expects an increase in short - term rates 下滑的收益曲线表明市场预期短期利率的下降;上滑的收益曲线意味着市场预期短期利率的上升。 |
| 10. | In a word , because the cubic interpolation is superior to the other two methods , we should use the cubic interpolation for construction of zero - yield curve and for evaluation of the irdp as far as possible 总之,立方插值法优于其他两种插值方法。因此,在构造零息收益曲线,或为利率衍生产品进行定价时;应尽可能地使用立方插值法。 |