spot yield curve

spot yield curve
See yield curve. American Banker Glossary

Financial and business terms. 2012.

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  • yield curve — A chart in which the yield level is plot on the vertical axis and the term to maturity of debt instruments of similar creditworthiness is plotted n the horizontal axis. The yield curve is positive when long term rates are higher than short term… …   Financial and business terms

  • zero coupon yield curve — See yield curve. American Banker Glossary * * *    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 …   Financial and business terms

  • Par Yield Curve — A graph of the yields on hypothetical Treasury securities with prices at par. On the par yield curve, the coupon rate will equal the yield to maturity of the security, which is why the Treasury bond will trade at par. Deriving a par yield curve… …   Investment dictionary

  • Interpolated Yield Curve - I Curve — A yield curve derived by using on the run treasuries. Because on the run treasuries are limited to specific maturities, the yield of maturities that lies between the on the run treasuries must be interpolated. This can be accomplished by a number …   Investment dictionary

  • Theoretical spot rate curve — 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… …   Financial and business terms

  • theoretical spot rate curve — A curve derived from theoretical considerations as applied to the yields of actually traded Treasury debt securities, because there are no zero coupon ( zero coupon bond) Treasury debt issues with a maturity greater than one year. Like the yield… …   Financial and business terms

  • Yield (finance) — In finance, yield is a percentage that measures the cash returns to the owners of a security. Normally it does not include the price variations, at the difference of the total return. Yield applies to various stated rates of return on stocks… …   Wikipedia

  • Spot Rate Treasury Curve — A yield curve constructed using Treasury spot rates rather than yields. The spot rate Treasury curve can be used as a benchmark for pricing bonds. This type of rate curve can be built from on the run treasuries, off the run treasuries or a… …   Investment dictionary

  • Spot blotch (wheat) — Spot blotch is a leaf disease of wheat caused by Cochliobolus sativus .cite book last = Wiese first = M.V. title = Compendium of wheat diseases publisher = American Phytopathological Society date = 1987 pages = 124 pp ] cite book last = Martens… …   Wikipedia

  • Spot price — The spot price or spot rate of a commodity, a security or a currency is the price that is quoted for immediate (spot) settlement (payment and delivery). Spot settlement is normally one or two business days from trade date. This is in contrast… …   Wikipedia

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