Archive for December, 2008
‘Short End’ and ‘Long End’ of the Yield Curve
Posted on 21. Dec, 2008 by khader.
1
These are some of the informal terms used. Usually Yield Curve is formed with two sets of Maturities. They are -
1. Short Term Rates with maturities less than year
(1d (1 Day), 2d, 3d, 1w (1 Week), 1m (1 Month), 2m, 3m, 6m, 1y (or 12m) )
2. Long Term Rates with maturities more than year
(2y, [...]
