Flat yield curve: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Added additional links)
imported>Doug Williamson
(Classify page.)
 
Line 11: Line 11:
== 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]]

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.


See also