interest rate swap 中文意思是什麼
interest rate swap
解釋
利率掉期-
An ois is a fixed floating interest rate swap with the floating leg tied to a published index of an overnight reference rate
隔夜指數掉期合約是一種定息與浮息掉期交易，其中浮息部分與一個定期公布的隔夜參考利率指數掛。 -
Interest rate swap agreement
掉期息率協議 -
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。 -
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。 -
But when these methods are applied to evaluation of interest rate swap option, interest rate cap, interest rate floor, forward rate agreement, both the cubic interpolation and the spline interpolation are superior to the linear interpolation, but the cubic interpolation and the spline interpolation are almost same
當三種期限結構估測方法應用於利率互換期權、利率上限期權、利率下限期權、遠期利率定價時，立方插值法和三次樣條插值法盡管都優于線性插值法，但是它們之間卻沒有優劣之分。 -
The pricing of interest rate swap is mainly influenced by term structure of interest rate in money market
摘要利率互換定價主要是受到金融市場利率期限結構的影響。 -
This paper reaches a conclusion that the three methods of term structure estimation lead to the difference of the pricing of irdp and that the cubic interpolation is the best method when these methods are applied to construction of zero - yield curve and evaluation of coup bond, zero - bond option and interest rate swap
立方插值法在零息收益曲線的構造時以及在對附息債券、債券期權、利率互換定價時優於三次樣條插值法和線性插值法，是三種插值方法中最好的方法。 -
It can be at a premium or a discount. the price of the swap bears a fairly mechanical relationship to the interest rate differential between the two currencies, although the money raised through the swap is not necessarily held as deposits earning interest
雖然人們以掉期交易換入另一種貨幣后，不一定會把這筆錢存入銀行賺取利息，但其實掉期價與該兩種貨幣之間的息差是存在某種慣性的關系。 -
If the three - month interest rate for the hong kong dollar is higher than that for the us dollar, then whoever, through the swap, is temporarily holding hong kong dollars for three months will earn a higher return than the counterparty temporarily holding us dollars
假設3個月港元存款息率較美元高，任何人透過掉期交易以美元換入一筆期限為3個月的港元的話，他所取得的回報便會比這宗交易中以港元換入美元的對手為高。 -
Cross currency interest rate swap
交叉貨幣利率掉期 -
Since the first interest swap transaction occurred in international financial markets in 1982, interest rate swap in the international financial market has been widely used
摘要自1982年國際金融市場的第一筆利率互換交易發生以來，利率互換在國際金融市場上被廣泛應用。 -
Interest - rate swap
利率調期 -
Irs interest rate swap
利率調期 -
One way of reducing the cost would be for the hkma to enter into a set of hong kong dollar interest rate swap transactions the maturity of which would correspond to that of the exchange fund notes issued
其中一個減低利息成本的方法就是讓金管局進行港元利率掉期交易，而這些掉期合約的期限與已發行外匯基金債券的期限會是一致的。 -
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。 -
Interest rate swap / swap a contract formed between two parties for the purpose of exchanging their respective obligations such as interest rate obligations
利率互換/互換出於交換各自義務諸如利率義務而在雙方之間建立的一種合同。
分享友人