THEORETICAL SPOT RATE CURVE


Meaning of THEORETICAL SPOT RATE CURVE in English

A curve derived from theoretical considerations as applied to the yields of actually traded Treasury debt securities because there are no zero-coupon Treasury debt issues with a maturity greater than one year. Like the yield curve, this is a graphical depiction of the term structure of interest rates .

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.