1)interest rate swap利率互换
1.Research on interest rate swaps;关于利率互换的分析和研究
2.Software of Pricing Model for Interest Rate Swaps on The Basis of Zero Coupon Bonds in China;关于利率互换定价模型的设计与软件开发
3.Pricing of Interest Rate Swap under Default Risk;违约风险条件下利率互换合约的定价
英文短句/例句
1.The most common forms include interest-rate swaps, currency swaps and credit swaps.最常见的形式包括利率互换、货互换和信用互换。
2.The Functions of Interest Rate Swap and Its Risk in the Marketization of Interest Rate;论利率市场化下的利率互换功能与风险
3.Controlling Strategy of Interest Rate Risk for Enterprises Based on Interest Rate Swaps;企业基于利率互换的利率风险控制策略
4.Shibor and IRS market development;浅谈Shibor与利率互换市场发展
5.On the Interest Rate Swap Pricing Based on Support Vector Machine;基于支持向量机的利率互换定价研究
6.The Existing Obstacles for Pricing of Interest Rate Swap and the Solution to it;利率互换定价存在的障碍及解决办法
7.Pricing of Interest Rate Swap under Default Risk;违约风险条件下利率互换合约的定价
8.Swap spread features and determinants--Study based on the RMB interest-rate swap market;互换利差特征与影响因素——基于人民币利率互换市场的研究
9.How to Utilize Currency Swaps and Interest Rate Swaps;筹资者利用货币互换和利率互换的获益方法探讨
10.The Use of the Interest Rate Swap in China s Commercial Bank Interest Risk Management;利率互换在我国商业银行利率风险管理中的运用
11.Research on Linkage Effects between Onshore and Offshore RMB Interest Rates: Based on Non-deliverable RMB Interest Rate Swap境内外人民币利率联动效应研究——基于离岸无本金交割利率互换
12.Interest Rate Swap in Commercial Bank: Application and Accounting Procedures;利率互换在商业银行中的应用与会计处理
13.Estimation Methods for Term Structure of Interests Rates and Its Application in Interest Swap Pricing;期限结构估测法及其在利率互换定价中的应用
14.Effectiveness of hedging via interest-rate swaps in China: An empirical study;中国利率互换套期保值有效性实证研究
15.Interest Rate Swap and its Development in China;利率互换的运用及其在我国的发展分析
16.The Motivation for a Company to Use Interest Rate Swaps Under the Condition of Open Economy;开放经济条件下公司使用利率互换的动机
17.Software of Pricing Model for Interest Rate Swaps on The Basis of Zero Coupon Bonds in China;关于利率互换定价模型的设计与软件开发
18.Interest Rate Swaps,Economic Exposure and Mispricing of Firm s Debt;利率互换与经济暴露及债券误定价问题研究
相关短句/例句
interest rate swaps利率互换
1.This paper has some specific examples to analyze in detail the ways of utilizing currency swaps and interest rate swaps,thus benefit from them.本文通过具体的例子,详细分析了筹资者利用货币互换和利率互换的方法以及所能得到的好处。
2.The article studied the motivation for a company to use interest rate swaps under the condition of open economy.在开放经济条件下,以公司为背景,对利率互换的使用动机进行研究。
3)interest rate swap pricing利率互换定价
1.According to the status quo of interest rate swap market,the author makes a stressed analysis on the existing obstacles for interest rate swap pricing and illustrates a feasible pricing method.根据我国利率互换市场现状,着重分析我国利率互换定价目前存在的障碍,阐述一种可行的定价方法,通过拟合交易所国债的利率期限结构计算出远期利率代替未来浮动端的参考利率确定浮动端现金流,令利率互换固定端现金流与之相等,得出固定利率。
4)interest rate exchange transaction利率互换交易
1.Based on the current state of interest rate exchange transaction in China, this paper gives a theoretical discussion and presentation of the basic model for interest rate exchange transaction and the prerequisite for its realization and the determination of the fixed exchange interest rate shared by both sides,expecting to promote the development of this new type financial business in China.在分析国内利率互换交易现状的基础上，本文从理论上讨论并给出了利率互换交易的基本模式、实现前提及双方互换固定利率的确定，以期促进这一新型金融业务在我国的发展。
5)interest rate swap market利率互换市场
6)forward swap rate远期互换利率
延伸阅读
利率互换利率互换 利率互换互换双方达成一项协议，彼此根据约定的本金金额，以规定的利率为基础，互相定期支付双方的利息。本金金额用来作为双方交换利息的基础，同时也等于双方交换对资产、负债的管理。典型的利率互换是将固定利率与浮动利率互换。根据具体的利率环境背景，或防止未来利率变动所产生的损失以及锁住利润，双方根据不同动机或观点，通过利率互换，调整其利息支出义务来达到其预期的目的。利率互换属于资产负债表以外科目，因此无须双方互换本金，是对交易双方资信要求较为宽松的交易方式。利率互换是充分运用交易双方筹资相对优势，如，银行易于筹集固定利率的资金，而企业则相对较易于筹集浮动利息的资金，为便于管理资产和负债，锁住成本，双方进行交易。利率互换的交易方式分为:即期利率互换和IMM利率互换(即国际货币市场利率调期)。前者有利于满足保值的具体需要，但不利于成交一段时间后平盘。后者则将计息日、到期日固定下来，易于投机、套利，但不一定可以满足保值的具体需要。利率调期成交后，支付固定利息一方与支付浮动利息一方到期清算时二者进行利差交割。利率互换为金融投资市场提供了一种用途广泛的投资、套利、保值工具。
