Flat yield curve: Difference between revisions
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imported>Doug Williamson (Added link to Falling yield curve) |
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* [[Falling yield curve]] | * [[Falling yield curve]] | ||
* [[Forward yield]] | * [[Forward yield]] | ||
* [[Negative yield curve]] | |||
* [[Par yield]] | * [[Par yield]] | ||
* [[Positive yield curve]] | |||
* [[Rising yield curve]] | * [[Rising yield curve]] | ||
* [[Yield curve]] | * [[Yield curve]] | ||
* [[Zero coupon yield]] | * [[Zero coupon yield]] | ||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 14:52, 1 July 2022
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, and all flat.
