到期前不付息的零息债券(zero-coupon bond)的存续期,等同于其距离债券到期的年数(term to maturity)。 所有在到期前有付利 … baike.baidu.com|基于25个网页 3. 到期时间长短 此外,债券价格波动的原因还包括:到期时间长短(term to maturity)、评估取回本金与利息实际时间的「存续期间(duration)」, … ...
term to maturity 词条 term to maturity 专业释义 <证券>剩余期限 <金融>到期期限;未到期期限 <财会>到期日期限 词条提问
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TERM-TO-MATURITY 下载积分:1000 内容提示: Term Structure of Interest Rates For 9.220, Term 1, 2002/03 02_Lecture7.ppt 文档格式:PDF | 页数:20 | 浏览次数:20 | 上传日期:2012-09-05 22:28:32 | 文档星级: Term Structure of Interest Rates For 9.220, Term 1, 2002/03 02_Lecture7.ppt ...
long-term securities (original term-to-maturity in excess of one year) and $475 billion were holdings of U.S. short-term securities. The previous survey, conducted as of June 30, 2002, measured foreign holdings of U.S. securities amounting to $4,338 billion. 1. Foreign holdings of U....
Define Term to maturity. means, in respect of an Eligible Security and any day, the outstanding term from such day to the scheduled maturity of such Eligible Security.
(borrowing orlending)and,inequilibrium,interestratesequatethe amountofborrowingtotheamountofsaving. Thetermstructureofinterestratesreferstodifferent interestratesthatexistoverdifferentterm-to-maturity loans. Inthemostbasicsense,theoriestoexplaintheterm structurearestillbasedoninterestratesequatingthe supplyanddemandfor...
Term to maturity is the remaining life of a bond or other type of debt instrument. The duration ranges between the time when the bond is issued until its maturity date when the issuer is required to redeem the bond and pay the face value of the bond to the bondholder. ...
A bond's term to maturity is the period during which its owner will receive interest payments on the investment. When the bond reaches maturity, the owner is repaid its par, or face, value. The term to maturity can change if the bond has a put or call option. ...
We find a downward sloping term structure of yield spreads for investment–grade bonds that seems to be contrary to the ‘crisis at maturity’ theory. However, we claim that this outcome is caused mainly by the effect of liquidity on yield spreads. Once the effect of liquidity and other ...