Abstract
The term ‘yield curve’ can mean several things. The most common use of the term is in the bond market, where it refers to a chart made by the yields (i.e. effective annual rates of return) of government-issued securities. Here, the ‘curve’ is just a line drawn between points — a graph of yield versus time to maturity.
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© 2013 Andrew Sutherland and Jason Court
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Sutherland, A., Court, J. (2013). An Introduction to the Interest Rate Yield Curve. In: The Front Office Manual. Global Financial Markets. Palgrave Macmillan, London. https://doi.org/10.1057/9781137030696_3
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DOI: https://doi.org/10.1057/9781137030696_3
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-44055-9
Online ISBN: 978-1-137-03069-6
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