遠期利率協 的英文怎麼說
中文拼音 [yuǎnqīlìlǜxié]
遠期利率協
英文
fra forward rate agreement- 遠 : Ⅰ形容詞1 (空間或時間的距離長) far; distant; remote 2 (血統關系疏遠) distant in relationship 3...
- 期 : 期名詞[書面語]1. (一周年) a full year; anniversary 2. (一整月) a full month
- 率 : 率名詞(比值) rate; ratio; proportion
- 協 : Ⅰ形容詞(共同) joint; common Ⅱ動詞(協助) assist; help; aid
- 遠期 : at a specified future date; forward遠期差額 forward margin; 遠期付款 payable at usance; deferred ...
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Forward rate agreement fra
遠期利率協定B includes currency swaps and options, interest rate swaps and forward rate agreements only
只包括貨幣掉期和期權利率掉期和遠期利率協議。Forward rate agreements
遠期利率協議Forward rate agreement
遠期利率協議Forward rate agreement / fra a forward contract specifying an interest rate that will be paid on a future date. similar to futures, but more flexible in terms of dates
遠期利率協議/ fra詳細說明在未來某一日期將會支付一定利率的一份期貨合同。與期貨相似,但在日期上更靈活。Through applying the three methods of term structure estimation to the construction of zero - yield curve and to the pricing of zero - bond, zero - bond option, coup bond, interest rate swap, interest rate swap option, interest rate cap, interest rate floor, forward rate agreement. comparing the calculation errors of the three methods of term structure estimation
通過將這三種期限結構估測方法應用於零息收益曲線構造,應用於零息國債及其期權、附息債券、利率互換、利率互換期權、遠期利率協議、利率上限、利率下限等利率衍生產品價格的估測,並比較所估測結果的誤差,得出的結論是:三種期限結構估測方法會導致在計算不同利率衍生產品價格時產生差異。Mainly include the financial instruments such as forward rate agreements, interest rate futures contracts, interest rate swaps, options, and etc. the study and practice of management of interest rate risk in china is still very weak, to introduce the advanced management techniques is very necessary
發達國家關于利率風險管理的研究和實務較有成效,金融工程學為我們提供了管理利率風險的多種金融工具,主要包括遠期利率協議、利率期貨合約、利率互換以及期權等等金融衍生產品。我國管理利率風險的研究比較薄弱,引入國外先進的管理技術很有必要。In this thesis, we have made some academic creations : we have used some new ways to evaluate the instant value of forward loans and made the credit transferring matrix, so we can evaluate the credit risks precisely ; we have pointed out the concepts of liquidity gaps and interest gaps, so we can evaluate this two kinds of risks ; we have found some ways to evaluate the risks of foreign exchange forward contract and interest rate swaps ; we have used var to make a model to evaluate the risks existing in the bonds investments, so we make it possible to control the risks of investment risks
本文在國內已有的相關課題的基礎上做出了一系列創新:通過對遠期貸款的當期估值以及對信用風險轉移矩陣的構建,實現了信用風險var值的測算;通過對流動性風險缺口與利率風險缺口的構建實現了對兩種風險的定量評估以及風險評級;通過對遠期外匯協議以及利率互換風險的評測,使表外業務的風險評估成為可能;用var方法測量了債券投資的風險,使商業銀行投資業務的風險程度得到了控制。In this paper, on the base of analyzing the reliability operation status and the reliability data of 200mw units with the reliability management information system for jingyuan power plant, the feeble link and the key part of the generation set and system are defined and the corresponding measures are adopted, consequently, is increased the fault ratio of the device we can reduce and enhance security of the power plant, which is an effective method that controls the device reliability by using the mothod of systems engineering, namely plans, organizes, corresponds, controls and supervises the diversified engineering and technic activity of the reliability during the period of the whole device life to realize the reliability aim, minimize the cost of the whole device life and improve the general level of business safety production
本文在應用靖遠電廠可靠性管理信息系統對該廠的200mw機組運行狀況和可靠性數據進行分析的基礎上,確定了發電設備和系統的薄弱環節、關鍵部位、並採取相應的措施,從而使設備的故障率減少,使電廠的安全性得以提高。這是一種利用系統工程的方法對設備的可靠性進行控制,即對設備全壽命周期中各項可靠性工程技術活動進行規劃、組織、協調、控制、監督,以實現確定的可靠性目標,使設備全壽命周期費用最低,提高企業安全生產綜合水平的有效方法。分享友人