1) instantaneous forward rate curve
瞬时远期利率曲线
1.
We discuss how to calibrate a smooth instantaneous forward rate curve efficiently and accurately using quotes of financial market instruments with help of B-splines and sequential quadratic programming(SQP) algorithm.
瞬时远期利率曲线是利率期限结构的重要表现形式。
2) Forward Rate Curve
远期利率曲线
1.
A New Parametrized Model of Forward Rate Curve
一个新的远期利率曲线参数模型
3) instantaneous forward rate function
瞬时远期利率函数
4) moment-curvature c urve
瞬时曲率曲线
5) short-term rates
瞬时利率
1.
In this paper we empirically study the dynamic behavior of Chinese short-term rates using stochastic volatility diffusion models with Markov-switching.
文章对中国瞬时利率动态行为进行了实证研究,比较了一类马尔可夫状态转换加随机波动扩散模型。
6) forward rate
远期利率
1.
We test seven spot rate and forward rate models with one and two factor forward rate model for interest rate warrants for the period from 1990 to 1993 and identify a one factor forward rate model and two spot rate models with two factors that are not significantly outperformed by any of the other four models.
采用了有关市场的数据来检验7个具有单因素与双因素的即期利率与远期利率模型 ,由此得到一个单因子远期利率模型与两个双因子模型 ,即期利率模型与其它 4个模型之间并无明显的区
补充资料:瞬时
1.霎时;立刻。
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