implied yield

См. также в других словарях:

• Implied repo rate — IRR is the rate of return of borrowing money to buy an asset in the spot market and delivering it in the futures market where the notional is used to repay the loan. Simplified closed form IRR = ( frac ext{InvoicePrice} ext{PurchasePriceOfBond} 1 …   Wikipedia

• Implied volatility — In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, given a particular pricing model,… …   Wikipedia

• implied forward rates — Indicated future interest rates derived from the differences between current rates for different maturities of the same instrument. Yield curves include implied information about future interest rates. For example, suppose that a 2 year… …   Financial and business terms

• implied forward yield estimates — A forecast of future interest rates based on rates implied by futures prices. LIFFE …   Financial and business terms

• yield settlement — The interest rate implied by the settlement price. Chicago Mercantile Exchange Glossary …   Financial and business terms

• DBLCI Optimum Yield (OY) Index — In May 2006, Deutsche Bank launched a new set of commodity index products called the Deutsche Bank Liquid Commodities Indices Optimum Yield, or DBLCI OY. The DBLCI OY indices are available for 24 commodities drawn from the energy, precious metals …   Wikipedia

• Convenience yield — A convenience yield is an adjustment to the cost of carry in the non arbitrage pricing formula for forward prices in markets with trading constraints. Let Ft,T be the forward price of an asset with initial price St and maturity T. Suppose that r… …   Wikipedia

• Stripped Yield — The implied sovereign yield of a bond, or the theoretical yield of the non collateralized portion of a bond. Because many Brady bonds have built in interest features and principal guarantees to attract secondary market investors, stripping out… …   Investment dictionary

• forward yield curve — See yield curve. American Banker Glossary The forward yield curve is often derived from the zero coupon yield curve and indicates each point as the implied forward interest rate. LIFFE …   Financial and business terms

• Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… …   Wikipedia

• Differenzgeschäft — 1. Symmetrische oder asymmetrische Risikoinstrumente, bei denen bei Fälligkeit oder vorzeitiger Ausübung (z.B. amerikanische Optionen) eine Zahlung in Höhe der Differenz zwischen dem vereinbarten Terminkurs (z.B. Forward (Geschäfte)),… …   Lexikon der Economics