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zero-yield中文是什么意思

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  • In a word , because the cubic interpolation is superior to the other two methods , we should use the cubic interpolation for construction of zero - yield curve and for evaluation of the irdp as far as possible
    總之,立方插值法優(yōu)于其他兩種插值方法。因此,在構(gòu)造零息收益曲線,或為利率衍生產(chǎn)品進(jìn)行定價時;應(yīng)盡可能地使用立方插值法。
  • 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(gòu)造時以及在對附息債券、債券期權(quán)、利率互換定價時優(yōu)于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。
  • 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(jié)構(gòu)估測方法應(yīng)用于零息收益曲線構(gòu)造,應(yīng)用于零息國債及其期權(quán)、附息債券、利率互換、利率互換期權(quán)、遠(yuǎn)期利率協(xié)議、利率上限、利率下限等利率衍生產(chǎn)品價格的估測,并比較所估測結(jié)果的誤差,得出的結(jié)論是:三種期限結(jié)構(gòu)估測方法會導(dǎo)致在計算不同利率衍生產(chǎn)品價格時產(chǎn)生差異。
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