knot points

knot points
The points on a yield curve for which there are observable prices for traded instruments. Rates for all maturity points between the knot points are "filled in" using any one of a variety of techniques for yield curve smoothing.
See smoothing. American Banker Glossary

Financial and business terms. 2012.

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  • Knot — (n[o^]t), n. [OE. knot, knotte, AS. cnotta; akin to D. knot, OHG. chnodo, chnoto, G. knoten, Icel. kn[=u]tr, Sw. knut, Dan. knude, and perh. to L. nodus. Cf. {Knout}, {Knit}.] 1. (a) A fastening together of the parts or ends of one or more… …   The Collaborative International Dictionary of English

  • Knot theory — A three dimensional depiction of a thickened trefoil knot, the simplest non trivial knot …   Wikipedia

  • Knot — For speeds, see Knot (unit). For other uses, see Knot (disambiguation). Some knots 1 Yarn knot ABoK #2688 2 Manrope knot 3 Granny knot 4 Rosebud stopper knot(?) …   Wikipedia

  • knot — Node Node (n[=o]d), n. [L. nodus; perh. akin to E. knot. Cf. {Noose}, {Nowed}.] 1. A knot, a knob; a protuberance; a swelling. [1913 Webster] 2. Specifically: (a) (Astron.) One of the two points where the orbit of a planet, or comet, intersects… …   The Collaborative International Dictionary of English

  • knot — knot1 knotless, adj. knotlike, adj. /not/, n., v., knotted, knotting. n. 1. an interlacing, twining, looping, etc., of a cord, rope, or the like, drawn tight into a knob or lump, for fastening, binding, or connecting two cords together or a cord… …   Universalium

  • Knot (mathematics) — A table of all prime knots with seven crossings or fewer (not including mirror images). In mathematics, a knot is an embedding of a circle in 3 dimensional Euclidean space, R3, considered up to continuous deformations (isotopies). A crucial… …   Wikipedia

  • Knot thickness — In knot theory, each link and knot can have an assigned knot thickness. Each realization of a link or knot has a thickness assigned to it. The thickness tau; of a link allows us to introduce a scale with respect to which we can then define the… …   Wikipedia

  • knot diagram — noun A representation in the plane of a knot, with no triple points …   Wiktionary

  • reef knot — noun a square knot used in a reef line • Syn: ↑flat knot • Hypernyms: ↑square knot • Hyponyms: ↑granny knot, ↑granny * * * noun : a square knot used in tying reef points …   Useful english dictionary

  • Jury mast knot — Three variations of the Jury mast knot Names Jury mast knot, Masthead knot, Pitcher Knot, Jury masthead Category …   Wikipedia

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