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Line 1: {{Multiple issues\|{{unreferenced\|date=December 2012}}{{expert\|date=December 2012\|reason=Confirmation, details on the Affine Term Structure Model.}}}} An '''affine term structure model''' is a specific type of financial model which relates zero coupon bond prices (i.e. the discount curve) to a spot rate model. It is particularly useful for ''inverting the yield curve'' - the process of determining spot rate model inputs from observable bond market data. This Line 86 ⟶ 88: \end{align} </math> {{uncategorised\|date=December 2012}}

Affine term structure model: Difference between revisions