Fixed Income Curves
Overview
Prices of fixed income instruments vary by the maturity date of the instrument. This means that
prices can be graphed as a function of time, that is, as a curve. Fixed Income curves are a
central calculational tool when analyzing fixed income instruments.
A sample rate curve
Topics
- Fixed Income Curves : examines the various
curves that have been defined for fixed income instruments and the theory behind them.
- Spread Analysis : calculations of the spread of a given
instrument over an interest rate curve.
