Forward yield: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Administrator
(CSV import)
 
imported>Doug Williamson
m (Spacing, numbering and linking.)
Line 1: Line 1:
The rate of return in the market today for a notional or actual deposit or borrowing:  
The rate of return in the market today for a notional or actual deposit or borrowing:  
(i) starting at a fixed future date; and  
#Starting at a fixed future date; and  
(ii) ending on a later fixed future date.
#Ending on a later fixed future date.
 
 
Also known as the [[Forward rate]] or (sometimes) the Forward forward rate. 
 
(The [[Forward forward rate]] is technically slightly different.)


Also known as the Forward rate or Forward forward rate.


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

Revision as of 11:06, 13 July 2013

The rate of return in the market today for a notional or actual deposit or borrowing:

  1. Starting at a fixed future date; and
  2. Ending on a later fixed future date.


Also known as the Forward rate or (sometimes) the Forward forward rate.

(The Forward forward rate is technically slightly different.)


See also