Yield Curve
The yield curve is a line, which shows the ratio between the interest rate of a given debt instrument and its maturity period.
Yield curve option-pricing models
Models that can incorporate different volatility assumptions along the yield curve, such as the Black-Derman-Toy model. Also called arbitrage-free option-pricing models. ...
Yield Curve - Graph showing the term structure of interest rates by plotting the yields of all bonds of the same quality with a range of maturities.
Steep yield curve
Historically, the 20-year Treasury bond yield has averaged approximately two percentage points above that of three-month Treasury bills. In situations when this gap increases (e.g.
yield curve
A graphical representation of the relationship between the yields and maturities of different bonds of similar quality, currency denomination and risk (usually government bonds).
Steepening the Yield Curve
A change in the yield curve whereby the spread between the yield on a long-term and short-term Treasury has increased.
Yield curve
The graphical depiction of the relationship between the yield on bonds of the same credit quality
but different maturities. Related: Term structure of interest rates. Harvey (1991) finds that the inversions of ...
Flat Yield Curve
A flat yield curve has a small spread between short and long-term rates. The flat yield curve implies that the long-term rate is higher.
Yield Curve
The graph of yield to maturity versus time to maturity for bonds is known as the yield curve. While the term structure of interest rates focuses on pure discount bonds, yield curves are often presented for coupon bonds.
The yield curve affects all businesses. (Photo: Spencer Platt / Getty Images) ...
FLAT YIELD CURVE - See yield curve slope.
FLATNESS - Is the relatively flat appearance for a probability distribution. See Platykurtic and compar...
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Inverted Yield Curve
Usually a chart showing long-term debt instruments that have lower yields than short-term debt instruments. It is sometimes referred to as a negative yield curve.
Positive yield curve
Definition: [crh] When long-term debt interest rates are higher than short-term debt rates (because of the iDefinition: ncreased risk involved with long-term debt security).
The fourth way the time value of money can be described is with a yield curve. This is simply a graph of bond yields for various maturities.
This is a reversal of the normal yield curve where long-term rates are higher to reflect the risk of holding them for longer.
yield curve
A graph showing the relationship at a selected point in time between the available maturities of a security or similar securities with essentially identical credit risk and the yields that can be earned for each available maturity.
Yield Curve
A curve on a graph that plots the interest rate (yield) of a bond on the vertical axis and the length of time until maturity on the horizontal axis. Their relationship is frequently referred to as the yield curve.
Yield Curve - The resulting graphical depiction when plotting investment yields opposite maturity periods.
Yield Curve Risk - The risk of losses due to adverse changes in the yield curve.
Yield curve
A visual representation of the term structure of interest rates. It shows the relationship between bond yields and maturity lengths.
Yield Curve: A graph showing, for securities, that all expose the investor to the came credit risk, the relationship at a given point in time between yield and current maturity.
Yield Curve: A graphic representation of the relationship among yields of similar bonds of differing maturities. Tilting yield curve refers to long-term bond yields declining while short-term yields are rising.
Yield curve
A curve which plots the relationship between yields and maturity dates, which enables investors to compare the yields of short, medium and long term securities at a given time.
Yield to maturity ...
Yield Curve
A chart in which yield level is plotted on the vertical axis, and the term to maturity of debt instruments of similar credit worthiness is plotted on the horizontal axis.
Yield Elbow ...
Yield curve:
A curve that shows interest rates at a specific point for all bonds having equal risk but different maturity dates. Usually, government bonds are used to construct such curves.
Yield to maturity: ...
Yield curve
A yield curve shows the relationship between the yields on short-term and long-term bonds of the same investment quality.
Yield Curve - A line that plots the interest rates, at a set point in time, of bonds having equal credit quality, but differing maturity dates. The most frequently reported yield curve compares the three-month, two-year, five-year and 30-year U.S.
Yield curve. Graph depicting how interest rates vary as a function of time to maturity.
Yield Curve
A chart showing the relationship between yields and maturity's for a set of similar instruments or bank deposits.
Yield curve
A line tracing relative yields on a type of security over a spectrum of maturities ranging from three months to 30 years.
Yield to call ...
Yield Curve. A graph that plots the yields of similar quality bonds on the y-axis and the time to maturity on the x- axis. Generally, the longer the time to maturity, the higher the interest rate.
YIELD CURVE: A graph that shows the interest rate for bonds of comparable quality and different maturities.
Yield Curve Risk
Yield curve risk is the huge risk involved in a fixed income instrument, due to major fluctuations in the market rates of interest.
Yield to Call (YTC) ...
Yield Curve
Graph depicting the relationship between yields and current maturity for securities with identical default risk.
Yield-to-Call
Return available to call date taking into consideration the current value of the call premium, if any.
Yield Curve
A graph that shows, at any given time, how the yield varies with the period to maturity. Usually, the curve slopes upwards but occasionally it slopes down or is flat.
Yield Curve A yield curve will show the relationship between the returns on fixed income investments of the same quality and their maturities.
Yield Curve The return on debt securities with different maturities, for a level of default risk. A graphic representation of the relationship among yields of bonds of the same quality, but with different maturities.
yield curve: A graphic representation of a curve that shows interest rates at a specific point for all securities having equal risk but different maturity dates.
The Yield Curve and Its Relevance to the Stockmarket
CFD traders will often hear the phrase 'yield curve' used in long and short term evaluation of investment trends, and it is seen as important as one barometer for the outlook for the economy, ...
[edit] Yield curve attribution
A more widely used approach to fixed-income attribution is to decompose the returns of individual securities by source of risk, and then to aggregate these risk-specific returns over an entire portfolio.
Level yield curve
A level yield curve results when the interest rate on short-term US Treasury issues is essentially the same as the rate on long-term Treasury bonds.
NORMAL YIELD CURVE " See: Positive yield Curve.
NOT HELD ORDER " An order which gives the floor broker discretion as to time and price.
YIELD CURVE: A curve plotting the yields (or returns) on securities with different maturity lengths. The standard yield is for U.S. Treasury securities with lengths ranging from 90 days to 30 years.
Yield curve
A yield curve is a graph that shows the relationship between yields and maturity dates.
YIELD CURVE A graph depicting yield as it relates to maturity. If short-term rates are lower than long-term rates, it is called a positive yield curve. If short-term rates are higher, it is called a negative, or inverted, yield curve.
Yield Curve
The Yield Curve gives the relationship at a given point in time between yields on a group of fixed-income securities with varying maturities viz. treasury bills, notes, and bonds.
Yield Curve - Refers to the graghical or tabular representation of interest rates across different maturities. The presentation often starts with the shortest term rates and extends towards longer maturities.
Yield curve
Graph that plots the yields of bonds of the same quality with different maturities.
Yield to maturity
The annual rate of return an investor receives on a bond if held until maturity.
Yield Curve
A graph that shows, for borrowers with the same credit risk, the yield of bonds of different maturities. See also
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A yield curve that is downward sloping is called an inverted yield curve.
Negative yield curve
When the current yields of short- and long-term US Treasury securities are plotted to create a graph, the result is a negative, or inverted, ...
Negative yield curve
When the yield on a short-term security is higher than the yield on a long-term security, partially because high interest rates are creating a greater demand for short-term borrowing.
Inverted yield curve
Situation which exists when short-term interest rates are higher than long-term rates. Antithesis of positive yield curve.
Investment
The creation of more money through the use of existing capital.
Inverted Yield Curve
A situation where the yields on short-term instruments are higher than those on long-term securities. This is a reversal of the traditional ...(Read more)
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Riding the yield curve
Buying long-term bonds in anticipation of capital gains as yields fall with the declining maturity of the bonds.
Right ...
Inverted yield curve
When short-term interest rates are higher than long-term rates. Antithesis of positive yield curve.
A shift in the yield curve in which the change in the yield on all maturities is the same number of basis points. Related: Non-parallel shift in the yield curve
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flat yield curve A yield curve showing the same yield for short-maturity and long-maturity bonds. Also known as even yield curve. flexible benefit plan A benefits plan that allows employees to select from a pool of choices, some...
Flattening of the yield curve A change in the where the between the on a long-term and short-term Treasury has decreased. Compare steepening of the curve and .
Parallel shift in the yield curve A shift in economic conditions in which the change in the interest rate on all maturities is the same number of basis points.
[Harvey] arbitrage-free option-pricing models Yield curve option-pricing models. [Harvey] arbitrageurs People who search for and exploit arbitrage opportunities.
 See also: Banks, Values, Expense, Bills, Expected return
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