Revision as of 05:38, 25 February 2014 edit Mark viking (talk \| contribs) Extended confirmed users 19,327 edits →top: Added wl ← Previous edit		Revision as of 21:43, 5 March 2016 edit undo 2607:fb90:2bd:39e0:54f9:13d7:6061:6d26 (talk) Inverting the yield curve refers to long rates lower tan short rates, not what it days here Tags: Mobile edit Mobile web edit Next edit →
Line 1: {{expert-subject\|date=December 2012\|reason=Confirmation, details on the Affine Term Structure Model.}} An '''affine term structure model''' is a [[financial model]] that relates [[zero-coupon bond]] prices (i.e. the discount curve) to a [[spot rate]] model. It is particularly useful for ''~~inverting~~deriving the [[yield curve]]'' – the process of determining spot rate model inputs from observable [[bond market]] data. == Background ==

Affine term structure model: Difference between revisions