Yield Curve definition

Yield Curve means a curve that shows the yields of similar bonds with different maturity dates. The curve shows the relation between the level of the interest rate (or cost of borrowing) and the time to maturity of the bond.
Yield Curve means [***].
Yield Curve means the yield curve published daily on the official website of the Central Bank.

Examples of Yield Curve in a sentence

  • Yield Curve Analysis: analyze the slope of the yield curve to determine most attractive maturities for earning maximum return with minimum risk.

  • Assumed Reinvestment Rate: 1/12 of the yield rate expressed as a decimal to 2 digits, as of the close of the trading session which is 5 Business Days before the Prepayment Date, found among the Daily Treasury Yield Curve Rates, commonly known as Constant Maturity Treasury (“CMT”) rates, with a maturity equal to the remaining Yield Maintenance Period, as reported on the U.S. Department of the Treasury website.

  • Inverted Yield Curve - A chart formation that illustrates long-term securities having lower yields than short-term securities.

  • The Bank will continue with Quantitative and Qualitative Monetary Easing (QQE) with Yield Curve Control, aiming to achieve the price stability target of 2 percent, as long as it is necessary for maintaining that target in a stable manner.

  • For example, for a three-year CD, Applicants should use the three-year rate U.S. Government securities, Treasury Yield Curve Rate posted for that business day.

  • The Bank will continue with "Quantitative and Qualitative Monetary Easing (QQE) with Yield Curve Control," aiming to achieve the price stability target of 2 percent, as long as it is necessary for maintaining that target in a stable manner.

  • Inverted Yield Curve — A chart formation that illustrates long-term securities having lower yields than short-term securities.

  • Our complete end-to-end solution insulates Yield Curve Risk, LIBOR Risk, Cross Currency Risk, Distress Consumer Securitization and Future Flow Receivable Securitization against Real Estate Loans, Mortgage Loans, Commercial Mortgage Loans and Residential Mortgage Loans.

  • Stock options were granted to directors, officers and employees of the Company.The risk-free interest rate used is the United States Treasury Yield Curve Rate for the time period relating to the expected life of the options granted.

  • Re-pricing Risk is the primary and most material form of interest rate risk.- Yield Curve Risk arises from changes in the shape and slope of the yield curves.


More Definitions of Yield Curve

Yield Curve means a graph showing how quickly or slowly interest rates are projected to rise or fall over time. The x-axis is the passage of time, and the y-axis is the projected bond interest rate. A steep yield curve indicates that the interest rates are expected to rise quickly when comparing one bond term to longer bond terms over time. Corresponding, a relatively flat yield curve indicates that interest rates are expected to rise slowly when comparing one bond term to longer bond terms over time.
Yield Curve means a chart depicting the computation of yield spread, by maturity, for the Company and the yield for on-the-run Treasury Securities.
Yield Curve. TSY Mat 1MO 3MO 6MO 1YR 2YR 3YR 5YR 10YR 30YR 1MO 3MO 6MO 2YR 3YR 5YR 10YR 30YR Yld 3.54 3.72 3.96 4.23 4.415 4.493 4.603 4.778 5.0265 3.281 3.477 3.718 4.031 4.066 4.135 4.31 4.515 ================================================================================================================================== Deal Summary Report ---------------------------------------------------------------------------------------------------------------------------------- Assumptions ---------------------------------------------------------------------------------------------------------------------------------- |-------------------------------------------|-------------------------------------------| |Settlement 30-Aug-05|Prepay 25 CPR|25 CPR|25 CPR|25 CPR|25 CPR| Balance WAC |1st Pay Date 25-Sep-05|Default 0 CDR| $450,000,000.00 5.778 | |Recovery 0 months| | |Severity 0%| |-------------------------------------------|-------------------------------------------|----------------------------------------- Tranche Balance Coupon Principal Avg Dur Yield Spread Bench Name Window Life bp ---------------------------------------------------------------------------------------------------------------------------------- 1A1 136,000,000.00 5.391 09/05 - 08/13 3.02 2.607 5.162 67 Interp 1A2 15,400,000.00 5.391 09/05 - 08/13 3.02 2.588 5.464 97 Interp 1A3 38,000,000.00 5.391 09/05 - 08/13 3.02 2.596 5.344 85 Interp B1 10,070,000.01 5.518778 02/08 - 08/15 5.2 4.321 5.542 140 Interp B2 4,770,000.00 5.518778 02/08 - 08/15 5.2 4.304 5.792 165 Interp B3 2,650,000.01 5.518778 02/08 - 08/15 5.2 4.248 6.642 250 Interp B4 3,180,000.02 5.518778 02/08 - 08/35 6.12 4.474 9.674 550 Interp B5 1,766,666.66 5.518778 02/08 - 08/35 6.12 4.055 14.674 1050 Interp B6 1,413,333.30 5.518778 02/08 - 08/35 6.12 2.772 38.256 3408 Interp 2A1 90,000,000.00 5.391 09/05 - 08/13 3.02 0 0 Interp 2A2 4,700,000.00 5.391 09/05 - 08/13 3.02 0 0 Interp 3A1 90,000,000.00 5.741 09/05 - 08/13 3.02 0 0 Interp 3A2 4,700,000.00 5.741 09/05 - 08/13 3.02 0 0 Interp 4A1 45,000,000.00 5.841 09/05 - 08/13 2.99 0 0 Interp 4A2 2,350,000.00 5.841 09/05 - 08/13 2.99 0 0 Interp * All classes pay pro-rata ------------------------------------------------------------------------------------------------------------------------------------ TBA AUGUST HYBRIDS -------------------------------------------------------------------------------- Collateral -------------------------------------------------------------------------------- WAM Age WAL ...
Yield Curve approach means different things to different people. For example, a ‘yield curve’ approach can be a single equivalent basis derived from ‘yield curves’ using actual scheme cashflows or proxy cashflows with a similar profile. To provide flexibility and enhance pragmatism we would welcome clarification that advisors can use their judgement when adopting a suitable ‘yield curve’ approach.
Yield Curve. A graph showing the relationship at a single point in time between the available maturities of a security or similar securities with essentially identical credit risk and the yields that can be earned for each of those available maturities. A graphical depiction of the term structure of interest rates at any given point in time. Yield curves may be constructed for different instruments. Yield-to-call (YTC): The rate of return an investor earns from a bond assuming the bond is redeemed (called) prior to its nominal maturity date. Yield Curve-A graphic representation that depicts the relationship at a given point in time between yields and maturity for bonds that are identical in every way except maturity. A normal yield curve may be alternatively referred to a positive yield curve. Yield-to-maturity: The rate of return yielded by a debt security held to maturity when both interest payments and the investor’s potential capital gain or loss are included in the calculation of return. Zero-coupon Securities: Security that is issued at a discount and makes no periodic interest payments. The rate of return consists of a gradual accretion of the principal of the security and is payable at par upon maturity. APPENDIX B

Related to Yield Curve

  • Yield Rate means, (i) with respect to any Eligible Treasury Security on deposit at any time in either of the Paired Holding Trusts, the stated interest rate of such Eligible Treasury, if any, or any discount rate applicable to such Eligible Treasury, based on the purchase date and purchase price at which the applicable Paired Holding Trust acquired that Eligible Treasury, and (ii) with respect to any Eligible Treasury Repurchase Agreement, the difference between the repurchase price and the purchase price paid under such agreement, with such difference expressed as a percentage of such purchase price.

  • Underlying Currency means the Underlying Currency as specified in § 2 of the Product and Underlying Data.

  • Payment Currency has the meaning given in Clause 21.4;

  • Second Currency has the meaning specified in Section 14.19.

  • Approved Currency means each of Dollars and each Alternative Currency.

  • Canada Yield Price means a price equal to the price of the Notes (or the portion thereof to be redeemed) calculated to provide a yield to maturity equal to the sum of the Government of Canada Yield calculated at 10:00 a.m. (Toronto time) on the third Business Day preceding the redemption date plus the Applicable Spread;

  • Settlement Currency means Pounds sterling ("GBP").

  • Permitted Currency means (1) the legal tender of any Group of 7 country (or any country that becomes a member of the Group of 7 if such Group of 7 expands its membership) or (2) the legal tender of any country which, as of the date of such change, is a member of the Organization for Economic Cooperation and Development and has a local currency long-term debt rating of either AAA or higher assigned to it by Standard & Poor's, a division of The McGraw-Hill Companies, Inc. or any successor to the rating business thereof, Aaa or higher assigned to it by Moody's Investors Service, Inc. or any successor to the rating business thereof or AAA or higher assigned to it by Fitch Ratings or any successor to the rating business thereof;

  • Cost of Funds Rate means, for any Accrual Period and any Lender, the rate determined as set forth below:

  • Contract Amount means:

  • Designated Currency shall have the same meaning assigned to it in Section 3.12.

  • Agreed Currency means Dollars or any Alternative Currency, as applicable.

  • Then-Current Interest Rate means the most recently published Xxxxxxx Mac survey rate for 30-year fixed-rate loans.

  • Component Currency means any currency which, on the Conversion Date, was a component currency of the relevant currency unit.

  • Specified Currency means the currency specified as such hereon or, if none is specified, the currency in which the Notes are denominated.

  • Relevant Currency means the currency specified as such or, if none is specified, the currency in which the Notes are denominated;

  • Mid-Swap Rate means, in relation to a Reset Determination Date and subject to Condition 3(b)(ii), either:

  • SOFR Rate means the rate that will be obtained by the Paying Agent for each Interest Period on the SOFR Adjustment Date as of the SOFR Determination Time (or, if the Benchmark is not SOFR, the Reference Time) and, except following a determination by the Administrator that a Benchmark Transition Event and its related Benchmark Replacement Date have occurred, means, with respect to the Class A-2b Notes as of any SOFR Adjustment Date, a rate equal to Compounded SOFR; provided, that, the Administrator will have the right, in its sole discretion, to make applicable SOFR Adjustment Conforming Changes.

  • Judgment Currency has the meaning specified in Section 10.19.

  • LIBOR Quoted Currency means each of the following currencies: Dollars; Euro; Sterling; Yen; and Swiss Franc; in each case as long as there is a published LIBOR rate with respect thereto.

  • 5-year Mid-Swap Rate means, in relation to a Reset Interest Period and the Reset Rate of Interest Determination Date in relation to such Reset Interest Period:

  • LIBOR Daily Floating Rate means, for any day, a fluctuating rate of interest per annum equal to LIBOR as published on the applicable Bloomberg screen page (or such other commercially available source providing such quotations as may be designated by Administrative Agent from time to time), at approximately 11:00 a.m., London time, two (2) London Banking Days prior to such day, for Dollar deposits with a term of one (1) month commencing that day; provided that if the LIBOR Daily Floating Rate shall be less than zero, such rate shall be deemed zero for purposes of the Loan Documents.

  • Blended Rate means, with respect to any Taxable Year, the sum of the effective rates of tax imposed on the aggregate net income of the Corporate Taxpayer in each state or local jurisdiction in which the Corporate Taxpayer files Tax Returns for such Taxable Year, with the maximum effective rate in any state or local jurisdiction being equal to the product of: (i) the apportionment factor on the income or franchise Tax Return filed by the Corporate Taxpayer in such jurisdiction for such Taxable Year, and (ii) the maximum applicable corporate tax rate in effect in such jurisdiction in such Taxable Year. As an illustration of the calculation of Blended Rate for a Taxable Year, if the Corporate Taxpayer solely files Tax Returns in State 1 and State 2 in a Taxable Year, the maximum applicable corporate tax rates in effect in such states in such Taxable Year are 6% and 5%, respectively and the apportionment factors for such states in such Taxable Year are 60% and 40%, respectively, then the Blended Rate for such Taxable Year is equal to 5.6% (i.e., 6% times 60% plus 5% times 40%).

  • Fiat Currency means a currency issued by a country's government or central bank.

  • Yield Period means, with respect to each portion of Investment of any Purchaser:

  • Weighted Average Coupon means, with respect to Fixed Rate Obligations (excluding Defaulted Loans), as of any date, the number obtained by: