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.
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Yield Curve means [***].
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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.
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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.

  • 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.

  • The annual meeting of members shall be held in the City of Hibbing at an appropriate time and place.

  • 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.

  • 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.

  • The formula described in paragraph 2.a.(1), including both the HQM market-based benchmark and the adjustment factor, will be reviewed when the inflation-adjusted Department of Treasury-published HQM Corporate Bond Spot Rate Yield Curve at the 23-year maturity fluctuates greater than (plus or minus) 1 percentage point from one year to the next.

  • In computing the amount of the lump sum described in 7.a.(3)(c) of Attachment 1, the discounted present value will be determined in accordance with the rate that is an inflation- adjusted, 7-year average of the Department of Treasury High-Quality Market (HQM) Corporate Bond Spot Rate Yield Curve at a 23-year maturity plus an adjustment factor of 4.28 percentage points.


More Definitions of Yield Curve

Yield Curve means the yield curve published daily on the official website of the Central Bank.
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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.
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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.
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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
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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 ...
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Related to Yield Curve

  • 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 Alternate 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;

  • 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 4(b)(ii), either:

  • 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.

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

  • Overnight Foreign Currency Rate means, for any amount payable in a Foreign Currency, the rate of interest per annum as determined by the Administrative Agent at which overnight or weekend deposits in the relevant currency (or if such amount due remains unpaid for more than three (3) Business Days, then for such other period of time as the Administrative Agent may elect) for delivery in immediately available and freely transferable funds would be offered by the Administrative Agent to major banks in the interbank market upon request of such major banks for the relevant currency as determined above and in an amount comparable to the unpaid principal amount of the related Credit Event, plus any taxes, levies, imposts, duties, deductions, charges or withholdings imposed upon, or charged to, the Administrative Agent by any relevant correspondent bank in respect of such amount in such relevant currency.

  • Yield Period With respect to any Asset Tranche funded by a Liquidity Funding,

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

  • Reset Interest Period means each period from (and including) the First Call Date or any Reset Date and ending on (but excluding) the next Reset Date;

  • Party A Currency Amount In respect of each Party A Calculation Period, an amount in Dollars equal to the principal amount outstanding of the Relevant Notes on the first day of such Calculation Period (after taking into account any redemption on such day).

  • Weighted Average Floating Spread means, as of any date of determination, the number, expressed as a percentage, obtained by summing the products obtained by multiplying, in the case of each Floating Rate Loan (excluding Defaulted Loans) on an annualized basis, the Spread of such Loans (including commitment, letter of credit and all other fees), by the Outstanding Loan Balance of such Loans as of such date and dividing such sum by the aggregate Outstanding Loan Balance of all such Floating Rate Loans and rounding the result up to the nearest 0.01%; provided that the Spread of any Revolver Loan which is not fully funded shall be the sum of:

  • Alternative Currency Daily Rate means, for any day, with respect to any Credit Extension: