Forward Rate, Sport Rate, YTM

in fixed •  last year 

Forward Rate 는 미래시점 구간별 금리 예를 들어 1f1 (1년 후 1년간 금리), 2f1(2년 후 1년간 금리)
Spot Rate는 구간 평균 금리 (S2는 S1과 1f1의 평균)
YTM는 forward rate이나 spot rate으로 채권가격을 알아냈을 때 구할 수 있는 discount rate (채권 수익률)

fixed income bond forward spot rate ytm steem
last year by

Downvoting a post can decrease pending rewards and make it less visible. Common reasons:

  • Disagreement on rewards
  • Fraud or plagiarism
  • Hate speech or trolling
  • Miscategorized content or spam

Submit
$2.60
  • Past Payouts $2.60
  • - Author $1.30
  • - Curators $1.29
14 votes
1
Authors get paid when people like you upvote their post.
If you enjoyed what you read here, create your account today and start earning FREE STEEM!
Sort Order:  
  • Trending
    • [-]
      ·  last year 

    Upvoted! Thank you for supporting witness @jswit.

    Downvoting a post can decrease pending rewards and make it less visible. Common reasons:

    • Disagreement on rewards
    • Fraud or plagiarism
    • Hate speech or trolling
    • Miscategorized content or spam

    Submit
    $0.00