basis rate swap 中文意思是什麼
basis rate swap
解釋
基本利率互換交易-
The euro tranche, with a coupon of 4. 25 per cent, was priced to yield 40 basis points over the swap rate a measure of the interest charged by banks when lending to each other
此次歐元債券的票面利率為4 . 25 % ，其定價較掉期利率貼水40個基點，所謂掉期利率指的是銀行間相互借貸時的利率指標。 -
On the other hand, the dbs land 4 / 00 frn pays a coupon of 35 basis points over the 6 months singapore dollar swap rate, where the reference rate is fixed every six months and the principal is due on april 2000
以發展置地4 / 00浮動利率債券為例，它的票面利率定在比新元6個月期掉期率高35個基點，每六個月將重新計算，本金退還日是2000年4月。 -
In the light of the data of american treasury bill earning rate and interest rate swap, in combination of our country ' s data of treasury bill earning rate, the term structure of interest rate is simulated by using nonparametric support vector machine forecasting model, and on the basis of this, a systemic method of interest rate swap pricing is formulated by using support vector machine method to estimate fixed interest rate of swap
依據美國國庫券收益率和互換利率數據，結合我國國庫券收益率數據，採用非參數的支持向量機預測模型模擬出利率期限結構；在已知利率期限結構的基礎之上，採用支持向量機的方法模擬估計出利率互換的固定利率，從而構造出一種系統的利率互換定價方法。
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