treasury bill rate 中文意思是什麼
treasury bill rate
解釋
國庫債券率-
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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