maturity curve

maturity curve
Fin. courbe d'évolution de la masse salariale en fonction du vieillissement du personnel [CdE]

English-French dictionary of law, politics, economics & finance. . 2010.

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  • curve — [kɜːv ǁ kɜːrv] noun [countable] a diagram showing how a price or an amount changes in relation to another price, amount etc: • The price curve is rising as the bond gets closer to maturity. US /kɜːv/ noun [C] ► GRAPHS & CHARTS a line on a graph… …   Financial and business terms

  • Maturity (finance) — In finance, maturity or maturity date refers to the final payment date of a loan or other financial instrument, at which point the principal (and all remaining interest) is due to be paid. The term fixed maturity is applicable to any form of… …   Wikipedia

  • Yield curve — This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… …   Wikipedia

  • yield curve — A chart in which the yield level is plot on the vertical axis and the term to maturity of debt instruments of similar creditworthiness is plotted n the horizontal axis. The yield curve is positive when long term rates are higher than short term… …   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

  • Yield curve — The graphical depiction of the relationship between the yield on bonds of the same credit quality but different maturities. Related: Term structure of interest rates. Harvey (1991) finds that the inversions of the yield curve (short term rates… …   Financial and business terms

  • Yield Curve — A line that plots the interest rates, at a set point in time, of bonds having equal credit quality, but differing maturity dates. The most frequently reported yield curve compares the three month, two year, five year and 30 year U.S. Treasury… …   Investment dictionary

  • Off-The-Run Treasury Yield Curve — The U.S. Treasury yield curve derived using off the run treasuries. Off the run treasuries refer to U.S. government bonds of a given maturity that are not the most recently issued. While they are not as recent as on the run treasuries, off the… …   Investment dictionary

  • yield curve — A curve on a graph in which the yield of fixed interest securities is plotted against the length of time they have to run to maturity. The yield curve usually slopes upwards, indicating that investors expect to receive a premium for holding… …   Accounting dictionary

  • Par Yield Curve — A graph of the yields on hypothetical Treasury securities with prices at par. On the par yield curve, the coupon rate will equal the yield to maturity of the security, which is why the Treasury bond will trade at par. Deriving a par yield curve… …   Investment dictionary

  • yield curve — A curve on a graph in which the yield of fixed interest securities is plotted against the length of time they have to run to maturity. The yield curve usually slopes upwards, indicating that investors expect to receive a premium for holding… …   Big dictionary of business and management

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