Flat yield curve - Revision history

imported>Doug Williamson: Classify page.

2022-07-01T14:52:11Z

Classify page.

← Older revision		Revision as of 14:52, 1 July 2022
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	== See also ==		== See also ==
	* [[Annual effective rate]]		* [[Annual effective rate]]
			* [[Falling yield curve]]
	* [[Forward yield]]		* [[Forward yield]]
	* [[~~Zero coupon~~ yield]]		* [[Negative yield curve]]
	* [[Par yield]]		* [[Par yield]]
			* [[Positive yield curve]]
			* [[Rising yield curve]]
	* [[Yield curve]]		* [[Yield curve]]
	* [[~~Falling~~ yield ~~curve~~]]		* [[Zero coupon yield]]
	* [[Rising yield curve]]
	* [[Positive yield curve]]		[[Category:Financial_products_and_markets]]
	* [[~~Negative yield curve~~]]

imported>Doug Williamson: Added additional links

2015-11-13T10:38:26Z

Added additional links

← Older revision		Revision as of 10:38, 13 November 2015
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	== See also ==		== See also ==
	* [[Annual effective rate]]		* [[Annual effective rate]]
	* [[Falling yield curve]]
	* [[Forward yield]]		* [[Forward yield]]
			* [[Zero coupon yield]]
	* [[Par yield]]		* [[Par yield]]
			* [[Yield curve]]
			* [[Falling yield curve]]
	* [[Rising yield curve]]		* [[Rising yield curve]]
	* [[~~Yield~~ curve]]		* [[Positive yield curve]]
	* [[~~Zero coupon~~ yield]]		* [[Negative yield curve]]

imported>Doug Williamson: Added link to Falling yield curve

2015-11-13T10:07:09Z

Added link to Falling yield curve

← Older revision		Revision as of 10:07, 13 November 2015
Line 11:		Line 11:
	== See also ==		== See also ==
	* [[Annual effective rate]]		* [[Annual effective rate]]
			* [[Falling yield curve]]
	* [[Forward yield]]		* [[Forward yield]]
	* [[Par yield]]		* [[Par yield]]

imported>Doug Williamson: Added additional links

2015-11-13T09:52:38Z

Added additional links

← Older revision		Revision as of 09:52, 13 November 2015
Line 11:		Line 11:
	== See also ==		== See also ==
	* [[Annual effective rate]]		* [[Annual effective rate]]
			* [[Forward yield]]
			* [[Par yield]]
	* [[Rising yield curve]]		* [[Rising yield curve]]
			* [[Yield curve]]
	* [[Zero coupon yield]]		* [[Zero coupon yield]]

imported>Doug Williamson: Spacing, and remove erroneous heading.

2013-12-04T20:38:04Z

Spacing, and remove erroneous heading.

← Older revision		Revision as of 20:38, 4 December 2013
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	~~''Statistical analysis.''~~

	This means that the yield is the same for all maturities of funds.		This means that the yield is the same for all maturities of funds.

	For example the 1 year yield = 2 year yield = 3 year yield, and so on.		For example the 1 year yield = 2 year yield = 3 year yield, and so on.


	The relationships between the zero coupon yield, the forward yield, and the par yield depend on the basis on which the yields are quoted.		The relationships between the zero coupon yield, the forward yield, and the par yield depend on the basis on which the yields are quoted.

	When all rates are quoted on an annual effective rate basis and the annual effective yield curve is flat, the zero coupon yield, the forward yield and the par yield are all the same.		When all rates are quoted on an annual effective rate basis and the annual effective yield curve is flat, the zero coupon yield, the forward yield and the par yield are all the same, and all flat.

imported>Doug Williamson: Spacing 27/8/13

2013-08-27T13:58:10Z

Spacing 27/8/13

← Older revision		Revision as of 13:58, 27 August 2013
Line 1:		Line 1:
	''Statistical analysis.''		''Statistical analysis.''
	~~This means that the yield is the same for all maturities of funds. For example the 1 year yield = 2 year yield = 3 year yield, and so on.~~

	The relationships between the zero coupon yield, the forward yield, and the par yield depend on the basis on which the yields are quoted. When all rates are quoted on an annual effective rate basis and the annual effective yield curve is flat, the zero coupon yield, the forward yield and the par yield are all the same.		This means that the yield is the same for all maturities of funds.

			For example the 1 year yield = 2 year yield = 3 year yield, and so on.

			The relationships between the zero coupon yield, the forward yield, and the par yield depend on the basis on which the yields are quoted.

			When all rates are quoted on an annual effective rate basis and the annual effective yield curve is flat, the zero coupon yield, the forward yield and the par yield are all the same.


	== See also ==		== See also ==
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	* [[Rising yield curve]]		* [[Rising yield curve]]
	* [[Zero coupon yield]]		* [[Zero coupon yield]]

imported>Administrator: CSV import

2012-10-23T14:19:38Z

CSV import

New page

''Statistical analysis.''
This means that the yield is the same for all maturities of funds. For example the 1 year yield = 2 year yield = 3 year yield, and so on.

The relationships between the zero coupon yield, the forward yield, and the par yield depend on the basis on which the yields are quoted. When all rates are quoted on an annual effective rate basis and the annual effective yield curve is flat, the zero coupon yield, the forward yield and the par yield are all the same.

== See also ==
* [[Annual effective rate]]
* [[Rising yield curve]]
* [[Zero coupon yield]]