Yield d to Maturity到期收益;到期孳息率;到期收益率
ytm yield to maturity全期收益
expected yield to maturity期望的到期收益率
haha yield to maturity到期收益率
bond yield to maturity债券到期收益率
Equivalent Yield to Maturity到期收益率
Yield to Maturity YTM到期收益率
Internal Yield To Maturity到期内部收益率
the yield to maturity到期收益率
Calculating yield to maturity and the future rate by applying bootstrap method introduced in chapter 3, then calculate probability tree and rate tree by using no arbitrage theory. The rate tree is corresponding to discount rate of each branch.
按息票剥离法,求解各期到期收益率与对应的远期利率,并依据无套利理论推算未来利率波动的概率树和利率树,求得各节点对应的贴现利率。
参考来源 - 基于二叉树模型的MBS产品定价研究