Spot rate curve

The graphical depiction of the relationship between the spot rates and maturity. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • spot rate curve — The graphical depiction of the relationship between the spot rates and maturity. Bloomberg Financial Dictionary …   Financial and business terms

  • Theoretical spot rate curve — A curve derived from theoretical considerations as applied to the yields of actually traded Treasury debt securities because there are no zero coupon Treasury debt issues with a maturity greater than one year. Like the yield curve, this is a… …   Financial and business terms

  • theoretical spot rate curve — A curve derived from theoretical considerations as applied to the yields of actually traded Treasury debt securities, because there are no zero coupon ( zero coupon bond) Treasury debt issues with a maturity greater than one year. Like the yield… …   Financial and business terms

  • Spot Rate Treasury Curve — A yield curve constructed using Treasury spot rates rather than yields. The spot rate Treasury curve can be used as a benchmark for pricing bonds. This type of rate curve can be built from on the run treasuries, off the run treasuries or a… …   Investment dictionary

  • Spot price — The spot price or spot rate of a commodity, a security or a currency is the price that is quoted for immediate (spot) settlement (payment and delivery). Spot settlement is normally one or two business days from trade date. This is in contrast… …   Wikipedia

  • Spot blotch (wheat) — Spot blotch is a leaf disease of wheat caused by Cochliobolus sativus .cite book last = Wiese first = M.V. title = Compendium of wheat diseases publisher = American Phytopathological Society date = 1987 pages = 124 pp ] cite book last = Martens… …   Wikipedia

  • Key Rate Duration — Holding all other maturities constant, this measures the sensitivity of a security or the value of a portfolio to a 1% change in yield for a given maturity. The calculation is as follows: Where: P = Security s price after a 1% decrease in yield… …   Investment dictionary

  • forward rate — The interest rate for a specified maturity of a fixed income security for a future date. For example, the forward rate for six month Treasury bills one month from today. See spot rate for contrast. American Banker Glossary A projection of future… …   Financial and business terms

  • 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

  • Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… …   Wikipedia

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