1) floor
[英][flɔ:(r)] [美][flɔr]
带利率下限的期权
2) collar
[英]['kɔlə(r)] [美]['kɑlɚ]
带利率上下限的期权
3) cap
[英][kæp] [美][kæp]
带利率上限的期权
5) interest rate option
利率期权
1.
A parabolic variational inequality arising from the valuation of American interest rate options;
美式利率期权定价的抛物型变分不等式
2.
By applying the variational inequality technique,the behavior of the exercise boundary of the american-style interest rate option is analyzed under the assumption that the interest rates obey a mean-reverting random walk as given by the Vasicek model.
在Vasicek利率模型的假设下,应用变分不等式方法分析了美式利率期权自由边界的性质。
3.
The object of this article is to investigate the question of which interest rate options valuation models are better suited to support the management of interest rate risk.
对支持利率风险管理的利率期权评价模型进行比较分析 。
6) interest rate options
利率期权
1.
Implications of developments in the global OTC interest rate options market;
国际场外利率期权市场发展的启示
2.
Valuation of interest rate options based on the entropy pricing method under incomplete market;
不完全市场下基于熵定价方法的利率期权估值
补充资料：债券的利率期限结构
债券的利率期限结构——
债券的利率期限结构是指债券的到期收益率与到期期限之间的关系。该结构可以通过利率期限结构图表示，图中的曲线即为收益率曲线。或者说，收益率曲线表示的就是债券的利率期限结构。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条