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Presentation . 2020
License: CC BY
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Other literature type . 2020
License: CC BY
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ZENODO
Presentation . 2020
License: CC BY
Data sources: Datacite
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Yield Curve Construction

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 02 Jul 2020 English Publisher:Zenodo
Authors: Yang, Alex;

doi: 10.5281/zenodo.6494992 , 10.5281/zenodo.3928458

Yield Curve Construction

Abstract

Yield curve is defined as the relationship between the yield-to-maturity on a zero coupon bond and the bond’s maturity. Zero yield curves play an essential role in financial valuation as one needs t forecasting future cashflows using appropriate forward rates and discounting the flows.

https://ia601505.us.archive.org/29/items/ir-curve-2/IrCurve-2.pdf

Keywords

Yield curve, zero curve, curve construction, curve bootstrapping

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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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impulse
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