Sentences with phrase «between bonds of different maturity»

Bond spreads can also be calculated between bonds of different maturity, interest rate coupon or even different countries and currencies.

Not exact matches

I pour the morning cup of mud, schlep out to the stoop to get my paper, and open my WSJ to learn that the yield curve is awfully flat (i.e., the difference between the interest rates of bonds of different maturities is low).

The term structure of interest rates is the relationship between interest rates or bond yields and different terms or maturities.

the relationship between interest rates and time, determined by plotting the yields of all or as many bonds of similar credit quality (eg: Treasuries or AA - rated Corporates), against their maturities; yield curves typically slope upward since longer maturities normally have higher yields, although it can be flat or even inverted; the Fixed Income Search Results Scattergraph shows several smoothed yield curves for different fixed - income product types and credit qualities; these are based on bonds that Fidelity recognizes and are not equal to the entire universe of bonds, which is significantly larger than the number of bonds offered by Fidelity on any given day

A graph showing the relationship between yields of bonds of the same quality but different maturities.

Yield spreads in this case refers to the difference between the interest rates of bonds of two different maturities, or two points on the yield curve.