Sentences with phrase «at yield curve changes»

By using computerized programs such as PC Bond, we can look at yield curve changes at similar points in past economic cycles in order to help us project future changes.

Not exact matches

If yield curves moving in a parallel direction means the monthly changes at different points in the curve never vary by more than 0.15 %, it means that monthly changes in yield curves are parallel roughly 70 % of the time.

Finally, modified duration is an approximation of the price change / yield change relationship, since it is essentially the straight - line tangent to a curve at a certain point on the curve (i.e., the derivative at a point on the curve).

This yield curve shape tends to happen over my survey period at a time when change is about to happen (4 of 7 times — 1971, 1977, 1993 and 2004), and one where the FOMC will raise rates aggressively (3 of 7 times — 1977, 1993 and 2004) after fed funds have been left too low for too long.