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零息债券收益率曲线 - Lingxi zhaiquan shouyilv quxian
参见: 收益率曲线, Yield Curve
由零息债券构成的收益率曲线,英文也称为spot yield curve。市场通常做法是根据理论从平价收益率曲线(par yield curve)推出这条曲线,并经常用于推算贴现因子。平价收益率曲线是由那些价格与面值相等(selling at par)的债券所构成的收益率曲线。
Zero Coupon Yield Curve
See also: Bond
A yield curve of zero coupon bonds. Market practice is often to derive this curve theoretically from the par yield curve and it is frequently used to derive discount factors. Also known as a spot yield curve.
