yield curve swap 中文意思是什麼

yield curve swap 解釋
收益曲線掉期
  • yield : vt 1 生出,產生(作物、報酬、利益等)。2 給與,讓與;讓渡;放棄(權利、地位等);交出。3 承認。4 ...
  • curve : n 1 曲線;彎曲;彎曲物。2 曲線規 (=French curve);【機械工程】曲線板;【棒球】曲線球;【統計學...
  • swap : vt. ,vi. ,n. =swop.
  1. Yield curve swap

    收益曲線掉期
  2. 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。
  3. 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。
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