雎同学2020-08-27 06:42:55
雎同学加引号那句话不理解，烦请讲解With an upward sloping curve, the coupon curve is the lowest, “the zero-coupon curve is above the coupon curve ”and the forward curve is above the zero-coupon curve. The order is reversed if the curve is downward sloping.
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Cindy2020-08-27 11:24:59
Cindy同学你好，coupon curve 指的就是付息债券的收益率曲线
zero-coupon curve 指的就是零息债券的收益率曲线，零息债券的收益率又叫做即期利率，因此zero-coupon curve 就是即期利率曲线
forward curve指的是远期利率曲线
当期限结构向上倾斜的时候，远期利率在最上面，即期利率在中间，收益率曲线在最下方，英文表述就是：With an upward sloping curve, the coupon curve is the lowest, “the zero-coupon curve is above the coupon curve ”and the forward curve is above the zero-coupon curve. The order is reversed if the curve is downward sloping.反过来，也是一样的道理，如下图所示
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