Linear regression and Rising yield curve: Difference between pages
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This means that prevailing market yields are higher for longer maturities. | |||
In this situation par yields are the lowest, zero coupon yields are higher than the par yields, and the forward yields are the highest of all. | |||
== See also == | == See also == | ||
* [[ | * [[Flat yield curve]] | ||
* [[ | * [[Forward yield]] | ||
* [[ | * [[Par yield]] | ||
* [[Zero coupon yield]] |
Revision as of 19:38, 3 July 2014
This means that prevailing market yields are higher for longer maturities.
In this situation par yields are the lowest, zero coupon yields are higher than the par yields, and the forward yields are the highest of all.