利率互换 meaning in English
interest rate swap
Examples
- This paper reaches a conclusion that the three methods of term structure estimation lead to the difference of the pricing of irdp and that the cubic interpolation is the best method when these methods are applied to construction of zero - yield curve and evaluation of coup bond , zero - bond option and interest rate swap
立方插值法在零息收益曲线的构造时以及在对附息债券、债券期权、利率互换定价时优于三次样条插值法和线性插值法，是三种插值方法中最好的方法。 - Through applying the three methods of term structure estimation to the construction of zero - yield curve and to the pricing of zero - bond , zero - bond option , coup bond , interest rate swap , interest rate swap option , interest rate cap , interest rate floor , forward rate agreement . comparing the calculation errors of the three methods of term structure estimation
通过将这三种期限结构估测方法应用于零息收益曲线构造，应用于零息国债及其期权、附息债券、利率互换、利率互换期权、远期利率协议、利率上限、利率下限等利率衍生产品价格的估测，并比较所估测结果的误差，得出的结论是：三种期限结构估测方法会导致在计算不同利率衍生产品价格时产生差异。 - But when these methods are applied to evaluation of interest rate swap option , interest rate cap , interest rate floor , forward rate agreement , both the cubic interpolation and the spline interpolation are superior to the linear interpolation , but the cubic interpolation and the spline interpolation are almost same
当三种期限结构估测方法应用于利率互换期权、利率上限期权、利率下限期权、远期利率定价时，立方插值法和三次样条插值法尽管都优于线性插值法，但是它们之间却没有优劣之分。 - Mainly include the financial instruments such as forward rate agreements , interest rate futures contracts , interest rate swaps , options , and etc . the study and practice of management of interest rate risk in china is still very weak , to introduce the advanced management techniques is very necessary
发达国家关于利率风险管理的研究和实务较有成效，金融工程学为我们提供了管理利率风险的多种金融工具，主要包括远期利率协议、利率期货合约、利率互换以及期权等等金融衍生产品。我国管理利率风险的研究比较薄弱，引入国外先进的管理技术很有必要。 - In this thesis , we have made some academic creations : we have used some new ways to evaluate the instant value of forward loans and made the credit transferring matrix , so we can evaluate the credit risks precisely ; we have pointed out the concepts of liquidity gaps and interest gaps , so we can evaluate this two kinds of risks ; we have found some ways to evaluate the risks of foreign exchange forward contract and interest rate swaps ; we have used var to make a model to evaluate the risks existing in the bonds investments , so we make it possible to control the risks of investment risks
本文在国内已有的相关课题的基础上做出了一系列创新：通过对远期贷款的当期估值以及对信用风险转移矩阵的构建，实现了信用风险var值的测算；通过对流动性风险缺口与利率风险缺口的构建实现了对两种风险的定量评估以及风险评级；通过对远期外汇协议以及利率互换风险的评测，使表外业务的风险评估成为可能；用var方法测量了债券投资的风险，使商业银行投资业务的风险程度得到了控制。