利率互换 meaning in English
interest rate swap
Examples
- In the light of the data of american treasury bill earning rate and interest rate swap , in combination of our country ' s data of treasury bill earning rate , the term structure of interest rate is simulated by using nonparametric support vector machine forecasting model , and on the basis of this , a systemic method of interest rate swap pricing is formulated by using support vector machine method to estimate fixed interest rate of swap
依据美国国库券收益率和互换利率数据，结合我国国库券收益率数据，采用非参数的支持向量机预测模型模拟出利率期限结构；在已知利率期限结构的基础之上，采用支持向量机的方法模拟估计出利率互换的固定利率，从而构造出一种系统的利率互换定价方法。