A curve describing the relationship between the interest rate or yield and the maturity at a given point in time for debt securities with the same credit risk but different maturity dates. The slope of the yield curve can be measured as the difference between the interest rates at two selected maturities.
YIELD CURVE
Meaning of YIELD CURVE in English
European Central Bank English Glossary. Английский глоссарий Европейского Центрального Банка. 2012